NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
4.888 |
5.010 |
0.122 |
2.5% |
4.831 |
| High |
5.040 |
5.081 |
0.041 |
0.8% |
5.081 |
| Low |
4.888 |
4.973 |
0.085 |
1.7% |
4.780 |
| Close |
5.009 |
5.072 |
0.063 |
1.3% |
5.072 |
| Range |
0.152 |
0.108 |
-0.044 |
-28.9% |
0.301 |
| ATR |
0.140 |
0.137 |
-0.002 |
-1.6% |
0.000 |
| Volume |
32,462 |
31,713 |
-749 |
-2.3% |
102,037 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.366 |
5.327 |
5.131 |
|
| R3 |
5.258 |
5.219 |
5.102 |
|
| R2 |
5.150 |
5.150 |
5.092 |
|
| R1 |
5.111 |
5.111 |
5.082 |
5.131 |
| PP |
5.042 |
5.042 |
5.042 |
5.052 |
| S1 |
5.003 |
5.003 |
5.062 |
5.023 |
| S2 |
4.934 |
4.934 |
5.052 |
|
| S3 |
4.826 |
4.895 |
5.042 |
|
| S4 |
4.718 |
4.787 |
5.013 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.881 |
5.777 |
5.238 |
|
| R3 |
5.580 |
5.476 |
5.155 |
|
| R2 |
5.279 |
5.279 |
5.127 |
|
| R1 |
5.175 |
5.175 |
5.100 |
5.227 |
| PP |
4.978 |
4.978 |
4.978 |
5.004 |
| S1 |
4.874 |
4.874 |
5.044 |
4.926 |
| S2 |
4.677 |
4.677 |
5.017 |
|
| S3 |
4.376 |
4.573 |
4.989 |
|
| S4 |
4.075 |
4.272 |
4.906 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.081 |
4.780 |
0.301 |
5.9% |
0.119 |
2.4% |
97% |
True |
False |
20,407 |
| 10 |
5.081 |
4.746 |
0.335 |
6.6% |
0.114 |
2.2% |
97% |
True |
False |
17,353 |
| 20 |
5.208 |
4.641 |
0.567 |
11.2% |
0.136 |
2.7% |
76% |
False |
False |
17,736 |
| 40 |
5.534 |
4.641 |
0.893 |
17.6% |
0.148 |
2.9% |
48% |
False |
False |
13,469 |
| 60 |
5.534 |
4.641 |
0.893 |
17.6% |
0.142 |
2.8% |
48% |
False |
False |
10,843 |
| 80 |
5.534 |
4.641 |
0.893 |
17.6% |
0.141 |
2.8% |
48% |
False |
False |
8,776 |
| 100 |
5.534 |
4.641 |
0.893 |
17.6% |
0.136 |
2.7% |
48% |
False |
False |
7,512 |
| 120 |
6.170 |
4.641 |
1.529 |
30.1% |
0.131 |
2.6% |
28% |
False |
False |
6,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.540 |
|
2.618 |
5.364 |
|
1.618 |
5.256 |
|
1.000 |
5.189 |
|
0.618 |
5.148 |
|
HIGH |
5.081 |
|
0.618 |
5.040 |
|
0.500 |
5.027 |
|
0.382 |
5.014 |
|
LOW |
4.973 |
|
0.618 |
4.906 |
|
1.000 |
4.865 |
|
1.618 |
4.798 |
|
2.618 |
4.690 |
|
4.250 |
4.514 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.057 |
5.040 |
| PP |
5.042 |
5.009 |
| S1 |
5.027 |
4.977 |
|