NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
4.830 |
4.849 |
0.019 |
0.4% |
4.825 |
| High |
4.940 |
4.849 |
-0.091 |
-1.8% |
4.940 |
| Low |
4.782 |
4.760 |
-0.022 |
-0.5% |
4.641 |
| Close |
4.830 |
4.803 |
-0.027 |
-0.6% |
4.830 |
| Range |
0.158 |
0.089 |
-0.069 |
-43.7% |
0.299 |
| ATR |
0.160 |
0.155 |
-0.005 |
-3.2% |
0.000 |
| Volume |
20,579 |
11,954 |
-8,625 |
-41.9% |
89,891 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.071 |
5.026 |
4.852 |
|
| R3 |
4.982 |
4.937 |
4.827 |
|
| R2 |
4.893 |
4.893 |
4.819 |
|
| R1 |
4.848 |
4.848 |
4.811 |
4.826 |
| PP |
4.804 |
4.804 |
4.804 |
4.793 |
| S1 |
4.759 |
4.759 |
4.795 |
4.737 |
| S2 |
4.715 |
4.715 |
4.787 |
|
| S3 |
4.626 |
4.670 |
4.779 |
|
| S4 |
4.537 |
4.581 |
4.754 |
|
|
| 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% |
0.149 |
3.1% |
54% |
False |
False |
16,485 |
| 10 |
5.208 |
4.641 |
0.567 |
11.8% |
0.146 |
3.0% |
29% |
False |
False |
17,621 |
| 20 |
5.507 |
4.641 |
0.866 |
18.0% |
0.158 |
3.3% |
19% |
False |
False |
13,144 |
| 40 |
5.534 |
4.641 |
0.893 |
18.6% |
0.153 |
3.2% |
18% |
False |
False |
10,505 |
| 60 |
5.534 |
4.641 |
0.893 |
18.6% |
0.144 |
3.0% |
18% |
False |
False |
8,595 |
| 80 |
5.534 |
4.641 |
0.893 |
18.6% |
0.145 |
3.0% |
18% |
False |
False |
7,096 |
| 100 |
5.619 |
4.641 |
0.978 |
20.4% |
0.134 |
2.8% |
17% |
False |
False |
6,061 |
| 120 |
6.280 |
4.641 |
1.639 |
34.1% |
0.133 |
2.8% |
10% |
False |
False |
5,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.227 |
|
2.618 |
5.082 |
|
1.618 |
4.993 |
|
1.000 |
4.938 |
|
0.618 |
4.904 |
|
HIGH |
4.849 |
|
0.618 |
4.815 |
|
0.500 |
4.805 |
|
0.382 |
4.794 |
|
LOW |
4.760 |
|
0.618 |
4.705 |
|
1.000 |
4.671 |
|
1.618 |
4.616 |
|
2.618 |
4.527 |
|
4.250 |
4.382 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.805 |
4.799 |
| PP |
4.804 |
4.795 |
| S1 |
4.804 |
4.791 |
|