NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 15-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.861 |
5.084 |
0.223 |
4.6% |
4.841 |
High |
5.042 |
5.194 |
0.152 |
3.0% |
4.995 |
Low |
4.861 |
5.024 |
0.163 |
3.4% |
4.628 |
Close |
5.006 |
5.189 |
0.183 |
3.7% |
4.781 |
Range |
0.181 |
0.170 |
-0.011 |
-6.1% |
0.367 |
ATR |
0.203 |
0.202 |
-0.001 |
-0.5% |
0.000 |
Volume |
100,403 |
137,618 |
37,215 |
37.1% |
728,293 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.646 |
5.587 |
5.283 |
|
R3 |
5.476 |
5.417 |
5.236 |
|
R2 |
5.306 |
5.306 |
5.220 |
|
R1 |
5.247 |
5.247 |
5.205 |
5.277 |
PP |
5.136 |
5.136 |
5.136 |
5.150 |
S1 |
5.077 |
5.077 |
5.173 |
5.107 |
S2 |
4.966 |
4.966 |
5.158 |
|
S3 |
4.796 |
4.907 |
5.142 |
|
S4 |
4.626 |
4.737 |
5.096 |
|
|
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 |
5.194 |
4.628 |
0.566 |
10.9% |
0.168 |
3.2% |
99% |
True |
False |
130,470 |
10 |
5.194 |
4.217 |
0.977 |
18.8% |
0.229 |
4.4% |
99% |
True |
False |
134,991 |
20 |
5.194 |
4.036 |
1.158 |
22.3% |
0.196 |
3.8% |
100% |
True |
False |
104,343 |
40 |
5.194 |
3.971 |
1.223 |
23.6% |
0.182 |
3.5% |
100% |
True |
False |
70,447 |
60 |
5.194 |
3.971 |
1.223 |
23.6% |
0.180 |
3.5% |
100% |
True |
False |
56,524 |
80 |
5.216 |
3.971 |
1.245 |
24.0% |
0.165 |
3.2% |
98% |
False |
False |
44,816 |
100 |
5.894 |
3.971 |
1.923 |
37.1% |
0.164 |
3.2% |
63% |
False |
False |
36,864 |
120 |
6.075 |
3.971 |
2.104 |
40.5% |
0.167 |
3.2% |
58% |
False |
False |
31,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.917 |
2.618 |
5.639 |
1.618 |
5.469 |
1.000 |
5.364 |
0.618 |
5.299 |
HIGH |
5.194 |
0.618 |
5.129 |
0.500 |
5.109 |
0.382 |
5.089 |
LOW |
5.024 |
0.618 |
4.919 |
1.000 |
4.854 |
1.618 |
4.749 |
2.618 |
4.579 |
4.250 |
4.302 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.162 |
5.104 |
PP |
5.136 |
5.019 |
S1 |
5.109 |
4.935 |
|