NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 10-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.786 |
4.675 |
-0.111 |
-2.3% |
4.350 |
High |
4.836 |
4.808 |
-0.028 |
-0.6% |
4.977 |
Low |
4.667 |
4.628 |
-0.039 |
-0.8% |
4.217 |
Close |
4.677 |
4.647 |
-0.030 |
-0.6% |
4.797 |
Range |
0.169 |
0.180 |
0.011 |
6.5% |
0.760 |
ATR |
0.202 |
0.201 |
-0.002 |
-0.8% |
0.000 |
Volume |
151,091 |
116,518 |
-34,573 |
-22.9% |
483,365 |
|
Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.234 |
5.121 |
4.746 |
|
R3 |
5.054 |
4.941 |
4.697 |
|
R2 |
4.874 |
4.874 |
4.680 |
|
R1 |
4.761 |
4.761 |
4.664 |
4.728 |
PP |
4.694 |
4.694 |
4.694 |
4.678 |
S1 |
4.581 |
4.581 |
4.631 |
4.548 |
S2 |
4.514 |
4.514 |
4.614 |
|
S3 |
4.334 |
4.401 |
4.598 |
|
S4 |
4.154 |
4.221 |
4.548 |
|
|
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 |
4.609 |
0.386 |
8.3% |
0.250 |
5.4% |
10% |
False |
False |
150,976 |
10 |
4.995 |
4.154 |
0.841 |
18.1% |
0.232 |
5.0% |
59% |
False |
False |
126,684 |
20 |
4.995 |
4.036 |
0.959 |
20.6% |
0.195 |
4.2% |
64% |
False |
False |
97,306 |
40 |
4.995 |
3.971 |
1.024 |
22.0% |
0.183 |
3.9% |
66% |
False |
False |
63,801 |
60 |
4.995 |
3.971 |
1.024 |
22.0% |
0.178 |
3.8% |
66% |
False |
False |
50,692 |
80 |
5.571 |
3.971 |
1.600 |
34.4% |
0.163 |
3.5% |
42% |
False |
False |
40,225 |
100 |
5.894 |
3.971 |
1.923 |
41.4% |
0.163 |
3.5% |
35% |
False |
False |
33,122 |
120 |
6.075 |
3.971 |
2.104 |
45.3% |
0.169 |
3.6% |
32% |
False |
False |
28,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.573 |
2.618 |
5.279 |
1.618 |
5.099 |
1.000 |
4.988 |
0.618 |
4.919 |
HIGH |
4.808 |
0.618 |
4.739 |
0.500 |
4.718 |
0.382 |
4.697 |
LOW |
4.628 |
0.618 |
4.517 |
1.000 |
4.448 |
1.618 |
4.337 |
2.618 |
4.157 |
4.250 |
3.863 |
|
|
Fisher Pivots for day following 10-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.718 |
4.812 |
PP |
4.694 |
4.757 |
S1 |
4.671 |
4.702 |
|