NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
4.806 |
4.684 |
-0.122 |
-2.5% |
5.080 |
| High |
4.864 |
4.746 |
-0.118 |
-2.4% |
5.208 |
| Low |
4.713 |
4.675 |
-0.038 |
-0.8% |
4.780 |
| Close |
4.726 |
4.684 |
-0.042 |
-0.9% |
4.844 |
| Range |
0.151 |
0.071 |
-0.080 |
-53.0% |
0.428 |
| ATR |
0.158 |
0.152 |
-0.006 |
-3.9% |
0.000 |
| Volume |
11,801 |
25,561 |
13,760 |
116.6% |
74,374 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.915 |
4.870 |
4.723 |
|
| R3 |
4.844 |
4.799 |
4.704 |
|
| R2 |
4.773 |
4.773 |
4.697 |
|
| R1 |
4.728 |
4.728 |
4.691 |
4.720 |
| PP |
4.702 |
4.702 |
4.702 |
4.697 |
| S1 |
4.657 |
4.657 |
4.677 |
4.649 |
| S2 |
4.631 |
4.631 |
4.671 |
|
| S3 |
4.560 |
4.586 |
4.664 |
|
| S4 |
4.489 |
4.515 |
4.645 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.228 |
5.964 |
5.079 |
|
| R3 |
5.800 |
5.536 |
4.962 |
|
| R2 |
5.372 |
5.372 |
4.922 |
|
| R1 |
5.108 |
5.108 |
4.883 |
5.026 |
| PP |
4.944 |
4.944 |
4.944 |
4.903 |
| S1 |
4.680 |
4.680 |
4.805 |
4.598 |
| S2 |
4.516 |
4.516 |
4.766 |
|
| S3 |
4.088 |
4.252 |
4.726 |
|
| S4 |
3.660 |
3.824 |
4.609 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.011 |
4.675 |
0.336 |
7.2% |
0.120 |
2.6% |
3% |
False |
True |
19,675 |
| 10 |
5.208 |
4.675 |
0.533 |
11.4% |
0.157 |
3.3% |
2% |
False |
True |
17,351 |
| 20 |
5.511 |
4.675 |
0.836 |
17.8% |
0.155 |
3.3% |
1% |
False |
True |
12,197 |
| 40 |
5.534 |
4.647 |
0.887 |
18.9% |
0.152 |
3.2% |
4% |
False |
False |
9,834 |
| 60 |
5.534 |
4.647 |
0.887 |
18.9% |
0.142 |
3.0% |
4% |
False |
False |
7,961 |
| 80 |
5.534 |
4.647 |
0.887 |
18.9% |
0.141 |
3.0% |
4% |
False |
False |
6,639 |
| 100 |
5.680 |
4.647 |
1.033 |
22.1% |
0.132 |
2.8% |
4% |
False |
False |
5,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.048 |
|
2.618 |
4.932 |
|
1.618 |
4.861 |
|
1.000 |
4.817 |
|
0.618 |
4.790 |
|
HIGH |
4.746 |
|
0.618 |
4.719 |
|
0.500 |
4.711 |
|
0.382 |
4.702 |
|
LOW |
4.675 |
|
0.618 |
4.631 |
|
1.000 |
4.604 |
|
1.618 |
4.560 |
|
2.618 |
4.489 |
|
4.250 |
4.373 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.711 |
4.770 |
| PP |
4.702 |
4.741 |
| S1 |
4.693 |
4.713 |
|