NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 11-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.675 |
4.699 |
0.024 |
0.5% |
4.841 |
High |
4.808 |
4.815 |
0.007 |
0.1% |
4.995 |
Low |
4.628 |
4.675 |
0.047 |
1.0% |
4.628 |
Close |
4.647 |
4.781 |
0.134 |
2.9% |
4.781 |
Range |
0.180 |
0.140 |
-0.040 |
-22.2% |
0.367 |
ATR |
0.201 |
0.198 |
-0.002 |
-1.2% |
0.000 |
Volume |
116,518 |
146,720 |
30,202 |
25.9% |
728,293 |
|
Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.177 |
5.119 |
4.858 |
|
R3 |
5.037 |
4.979 |
4.820 |
|
R2 |
4.897 |
4.897 |
4.807 |
|
R1 |
4.839 |
4.839 |
4.794 |
4.868 |
PP |
4.757 |
4.757 |
4.757 |
4.772 |
S1 |
4.699 |
4.699 |
4.768 |
4.728 |
S2 |
4.617 |
4.617 |
4.755 |
|
S3 |
4.477 |
4.559 |
4.743 |
|
S4 |
4.337 |
4.419 |
4.704 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.902 |
5.709 |
4.983 |
|
R3 |
5.535 |
5.342 |
4.882 |
|
R2 |
5.168 |
5.168 |
4.848 |
|
R1 |
4.975 |
4.975 |
4.815 |
4.888 |
PP |
4.801 |
4.801 |
4.801 |
4.758 |
S1 |
4.608 |
4.608 |
4.747 |
4.521 |
S2 |
4.434 |
4.434 |
4.714 |
|
S3 |
4.067 |
4.241 |
4.680 |
|
S4 |
3.700 |
3.874 |
4.579 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.995 |
4.628 |
0.367 |
7.7% |
0.204 |
4.3% |
42% |
False |
False |
145,658 |
10 |
4.995 |
4.217 |
0.778 |
16.3% |
0.228 |
4.8% |
72% |
False |
False |
130,462 |
20 |
4.995 |
4.036 |
0.959 |
20.1% |
0.189 |
4.0% |
78% |
False |
False |
100,916 |
40 |
4.995 |
3.971 |
1.024 |
21.4% |
0.181 |
3.8% |
79% |
False |
False |
66,075 |
60 |
4.995 |
3.971 |
1.024 |
21.4% |
0.179 |
3.8% |
79% |
False |
False |
52,975 |
80 |
5.524 |
3.971 |
1.553 |
32.5% |
0.164 |
3.4% |
52% |
False |
False |
41,994 |
100 |
5.894 |
3.971 |
1.923 |
40.2% |
0.163 |
3.4% |
42% |
False |
False |
34,545 |
120 |
6.075 |
3.971 |
2.104 |
44.0% |
0.167 |
3.5% |
38% |
False |
False |
29,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.410 |
2.618 |
5.182 |
1.618 |
5.042 |
1.000 |
4.955 |
0.618 |
4.902 |
HIGH |
4.815 |
0.618 |
4.762 |
0.500 |
4.745 |
0.382 |
4.728 |
LOW |
4.675 |
0.618 |
4.588 |
1.000 |
4.535 |
1.618 |
4.448 |
2.618 |
4.308 |
4.250 |
4.080 |
|
|
Fisher Pivots for day following 11-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.769 |
4.765 |
PP |
4.757 |
4.748 |
S1 |
4.745 |
4.732 |
|