NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 09-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.969 |
4.786 |
-0.183 |
-3.7% |
4.350 |
High |
4.995 |
4.836 |
-0.159 |
-3.2% |
4.977 |
Low |
4.747 |
4.667 |
-0.080 |
-1.7% |
4.217 |
Close |
4.808 |
4.677 |
-0.131 |
-2.7% |
4.797 |
Range |
0.248 |
0.169 |
-0.079 |
-31.9% |
0.760 |
ATR |
0.205 |
0.202 |
-0.003 |
-1.2% |
0.000 |
Volume |
149,432 |
151,091 |
1,659 |
1.1% |
483,365 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.234 |
5.124 |
4.770 |
|
R3 |
5.065 |
4.955 |
4.723 |
|
R2 |
4.896 |
4.896 |
4.708 |
|
R1 |
4.786 |
4.786 |
4.692 |
4.757 |
PP |
4.727 |
4.727 |
4.727 |
4.712 |
S1 |
4.617 |
4.617 |
4.662 |
4.588 |
S2 |
4.558 |
4.558 |
4.646 |
|
S3 |
4.389 |
4.448 |
4.631 |
|
S4 |
4.220 |
4.279 |
4.584 |
|
|
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 |
4.995 |
4.379 |
0.616 |
13.2% |
0.279 |
6.0% |
48% |
False |
False |
149,949 |
10 |
4.995 |
4.135 |
0.860 |
18.4% |
0.232 |
4.9% |
63% |
False |
False |
122,070 |
20 |
4.995 |
4.036 |
0.959 |
20.5% |
0.194 |
4.1% |
67% |
False |
False |
93,486 |
40 |
4.995 |
3.971 |
1.024 |
21.9% |
0.182 |
3.9% |
69% |
False |
False |
62,460 |
60 |
4.995 |
3.971 |
1.024 |
21.9% |
0.177 |
3.8% |
69% |
False |
False |
48,871 |
80 |
5.703 |
3.971 |
1.732 |
37.0% |
0.163 |
3.5% |
41% |
False |
False |
38,876 |
100 |
5.894 |
3.971 |
1.923 |
41.1% |
0.163 |
3.5% |
37% |
False |
False |
32,019 |
120 |
6.075 |
3.971 |
2.104 |
45.0% |
0.168 |
3.6% |
34% |
False |
False |
27,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.554 |
2.618 |
5.278 |
1.618 |
5.109 |
1.000 |
5.005 |
0.618 |
4.940 |
HIGH |
4.836 |
0.618 |
4.771 |
0.500 |
4.752 |
0.382 |
4.732 |
LOW |
4.667 |
0.618 |
4.563 |
1.000 |
4.498 |
1.618 |
4.394 |
2.618 |
4.225 |
4.250 |
3.949 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.752 |
4.828 |
PP |
4.727 |
4.777 |
S1 |
4.702 |
4.727 |
|