NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
4.840 |
4.831 |
-0.009 |
-0.2% |
4.849 |
| High |
4.905 |
4.863 |
-0.042 |
-0.9% |
4.921 |
| Low |
4.806 |
4.780 |
-0.026 |
-0.5% |
4.746 |
| Close |
4.840 |
4.853 |
0.013 |
0.3% |
4.840 |
| Range |
0.099 |
0.083 |
-0.016 |
-16.2% |
0.175 |
| ATR |
0.145 |
0.140 |
-0.004 |
-3.0% |
0.000 |
| Volume |
14,924 |
9,718 |
-5,206 |
-34.9% |
71,495 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.081 |
5.050 |
4.899 |
|
| R3 |
4.998 |
4.967 |
4.876 |
|
| R2 |
4.915 |
4.915 |
4.868 |
|
| R1 |
4.884 |
4.884 |
4.861 |
4.900 |
| PP |
4.832 |
4.832 |
4.832 |
4.840 |
| S1 |
4.801 |
4.801 |
4.845 |
4.817 |
| S2 |
4.749 |
4.749 |
4.838 |
|
| S3 |
4.666 |
4.718 |
4.830 |
|
| S4 |
4.583 |
4.635 |
4.807 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.361 |
5.275 |
4.936 |
|
| R3 |
5.186 |
5.100 |
4.888 |
|
| R2 |
5.011 |
5.011 |
4.872 |
|
| R1 |
4.925 |
4.925 |
4.856 |
4.881 |
| PP |
4.836 |
4.836 |
4.836 |
4.813 |
| S1 |
4.750 |
4.750 |
4.824 |
4.706 |
| S2 |
4.661 |
4.661 |
4.808 |
|
| S3 |
4.486 |
4.575 |
4.792 |
|
| S4 |
4.311 |
4.400 |
4.744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.921 |
4.746 |
0.175 |
3.6% |
0.107 |
2.2% |
61% |
False |
False |
13,851 |
| 10 |
4.940 |
4.641 |
0.299 |
6.2% |
0.128 |
2.6% |
71% |
False |
False |
15,168 |
| 20 |
5.245 |
4.641 |
0.604 |
12.4% |
0.145 |
3.0% |
35% |
False |
False |
14,922 |
| 40 |
5.534 |
4.641 |
0.893 |
18.4% |
0.152 |
3.1% |
24% |
False |
False |
11,713 |
| 60 |
5.534 |
4.641 |
0.893 |
18.4% |
0.140 |
2.9% |
24% |
False |
False |
9,546 |
| 80 |
5.534 |
4.641 |
0.893 |
18.4% |
0.144 |
3.0% |
24% |
False |
False |
7,802 |
| 100 |
5.534 |
4.641 |
0.893 |
18.4% |
0.135 |
2.8% |
24% |
False |
False |
6,673 |
| 120 |
6.280 |
4.641 |
1.639 |
33.8% |
0.133 |
2.7% |
13% |
False |
False |
5,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.216 |
|
2.618 |
5.080 |
|
1.618 |
4.997 |
|
1.000 |
4.946 |
|
0.618 |
4.914 |
|
HIGH |
4.863 |
|
0.618 |
4.831 |
|
0.500 |
4.822 |
|
0.382 |
4.812 |
|
LOW |
4.780 |
|
0.618 |
4.729 |
|
1.000 |
4.697 |
|
1.618 |
4.646 |
|
2.618 |
4.563 |
|
4.250 |
4.427 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.843 |
4.852 |
| PP |
4.832 |
4.851 |
| S1 |
4.822 |
4.851 |
|