NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
4.689 |
4.830 |
0.141 |
3.0% |
4.825 |
| High |
4.915 |
4.940 |
0.025 |
0.5% |
4.940 |
| Low |
4.641 |
4.782 |
0.141 |
3.0% |
4.641 |
| Close |
4.893 |
4.830 |
-0.063 |
-1.3% |
4.830 |
| Range |
0.274 |
0.158 |
-0.116 |
-42.3% |
0.299 |
| ATR |
0.161 |
0.160 |
0.000 |
-0.1% |
0.000 |
| Volume |
12,534 |
20,579 |
8,045 |
64.2% |
89,891 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.325 |
5.235 |
4.917 |
|
| R3 |
5.167 |
5.077 |
4.873 |
|
| R2 |
5.009 |
5.009 |
4.859 |
|
| R1 |
4.919 |
4.919 |
4.844 |
4.909 |
| PP |
4.851 |
4.851 |
4.851 |
4.846 |
| S1 |
4.761 |
4.761 |
4.816 |
4.751 |
| S2 |
4.693 |
4.693 |
4.801 |
|
| S3 |
4.535 |
4.603 |
4.787 |
|
| S4 |
4.377 |
4.445 |
4.743 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.701 |
5.564 |
4.994 |
|
| R3 |
5.402 |
5.265 |
4.912 |
|
| R2 |
5.103 |
5.103 |
4.885 |
|
| R1 |
4.966 |
4.966 |
4.857 |
5.035 |
| PP |
4.804 |
4.804 |
4.804 |
4.838 |
| S1 |
4.667 |
4.667 |
4.803 |
4.736 |
| S2 |
4.505 |
4.505 |
4.775 |
|
| S3 |
4.206 |
4.368 |
4.748 |
|
| S4 |
3.907 |
4.069 |
4.666 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.940 |
4.641 |
0.299 |
6.2% |
0.145 |
3.0% |
63% |
True |
False |
17,978 |
| 10 |
5.208 |
4.641 |
0.567 |
11.7% |
0.158 |
3.3% |
33% |
False |
False |
18,120 |
| 20 |
5.510 |
4.641 |
0.869 |
18.0% |
0.161 |
3.3% |
22% |
False |
False |
12,841 |
| 40 |
5.534 |
4.641 |
0.893 |
18.5% |
0.154 |
3.2% |
21% |
False |
False |
10,354 |
| 60 |
5.534 |
4.641 |
0.893 |
18.5% |
0.146 |
3.0% |
21% |
False |
False |
8,429 |
| 80 |
5.534 |
4.641 |
0.893 |
18.5% |
0.145 |
3.0% |
21% |
False |
False |
6,978 |
| 100 |
5.631 |
4.641 |
0.990 |
20.5% |
0.135 |
2.8% |
19% |
False |
False |
5,954 |
| 120 |
6.280 |
4.641 |
1.639 |
33.9% |
0.133 |
2.7% |
12% |
False |
False |
5,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.612 |
|
2.618 |
5.354 |
|
1.618 |
5.196 |
|
1.000 |
5.098 |
|
0.618 |
5.038 |
|
HIGH |
4.940 |
|
0.618 |
4.880 |
|
0.500 |
4.861 |
|
0.382 |
4.842 |
|
LOW |
4.782 |
|
0.618 |
4.684 |
|
1.000 |
4.624 |
|
1.618 |
4.526 |
|
2.618 |
4.368 |
|
4.250 |
4.111 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.861 |
4.817 |
| PP |
4.851 |
4.804 |
| S1 |
4.840 |
4.791 |
|