NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 07-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.699 |
4.841 |
0.142 |
3.0% |
4.350 |
High |
4.977 |
4.944 |
-0.033 |
-0.7% |
4.977 |
Low |
4.609 |
4.660 |
0.051 |
1.1% |
4.217 |
Close |
4.797 |
4.916 |
0.119 |
2.5% |
4.797 |
Range |
0.368 |
0.284 |
-0.084 |
-22.8% |
0.760 |
ATR |
0.195 |
0.201 |
0.006 |
3.3% |
0.000 |
Volume |
173,310 |
164,532 |
-8,778 |
-5.1% |
483,365 |
|
Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.692 |
5.588 |
5.072 |
|
R3 |
5.408 |
5.304 |
4.994 |
|
R2 |
5.124 |
5.124 |
4.968 |
|
R1 |
5.020 |
5.020 |
4.942 |
5.072 |
PP |
4.840 |
4.840 |
4.840 |
4.866 |
S1 |
4.736 |
4.736 |
4.890 |
4.788 |
S2 |
4.556 |
4.556 |
4.864 |
|
S3 |
4.272 |
4.452 |
4.838 |
|
S4 |
3.988 |
4.168 |
4.760 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.944 |
6.630 |
5.215 |
|
R3 |
6.184 |
5.870 |
5.006 |
|
R2 |
5.424 |
5.424 |
4.936 |
|
R1 |
5.110 |
5.110 |
4.867 |
5.267 |
PP |
4.664 |
4.664 |
4.664 |
4.742 |
S1 |
4.350 |
4.350 |
4.727 |
4.507 |
S2 |
3.904 |
3.904 |
4.658 |
|
S3 |
3.144 |
3.590 |
4.588 |
|
S4 |
2.384 |
2.830 |
4.379 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.977 |
4.217 |
0.760 |
15.5% |
0.281 |
5.7% |
92% |
False |
False |
129,579 |
10 |
4.977 |
4.036 |
0.941 |
19.1% |
0.210 |
4.3% |
94% |
False |
False |
103,728 |
20 |
4.977 |
4.036 |
0.941 |
19.1% |
0.190 |
3.9% |
94% |
False |
False |
82,906 |
40 |
4.977 |
3.971 |
1.006 |
20.5% |
0.183 |
3.7% |
94% |
False |
False |
57,846 |
60 |
4.977 |
3.971 |
1.006 |
20.5% |
0.173 |
3.5% |
94% |
False |
False |
44,208 |
80 |
5.703 |
3.971 |
1.732 |
35.2% |
0.162 |
3.3% |
55% |
False |
False |
35,281 |
100 |
5.900 |
3.971 |
1.929 |
39.2% |
0.165 |
3.4% |
49% |
False |
False |
29,122 |
120 |
6.075 |
3.971 |
2.104 |
42.8% |
0.167 |
3.4% |
45% |
False |
False |
24,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.151 |
2.618 |
5.688 |
1.618 |
5.404 |
1.000 |
5.228 |
0.618 |
5.120 |
HIGH |
4.944 |
0.618 |
4.836 |
0.500 |
4.802 |
0.382 |
4.768 |
LOW |
4.660 |
0.618 |
4.484 |
1.000 |
4.376 |
1.618 |
4.200 |
2.618 |
3.916 |
4.250 |
3.453 |
|
|
Fisher Pivots for day following 07-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.878 |
4.837 |
PP |
4.840 |
4.757 |
S1 |
4.802 |
4.678 |
|