NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 16-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.084 |
5.152 |
0.068 |
1.3% |
4.841 |
High |
5.194 |
5.196 |
0.002 |
0.0% |
4.995 |
Low |
5.024 |
4.965 |
-0.059 |
-1.2% |
4.628 |
Close |
5.189 |
4.978 |
-0.211 |
-4.1% |
4.781 |
Range |
0.170 |
0.231 |
0.061 |
35.9% |
0.367 |
ATR |
0.202 |
0.204 |
0.002 |
1.0% |
0.000 |
Volume |
137,618 |
139,488 |
1,870 |
1.4% |
728,293 |
|
Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.739 |
5.590 |
5.105 |
|
R3 |
5.508 |
5.359 |
5.042 |
|
R2 |
5.277 |
5.277 |
5.020 |
|
R1 |
5.128 |
5.128 |
4.999 |
5.087 |
PP |
5.046 |
5.046 |
5.046 |
5.026 |
S1 |
4.897 |
4.897 |
4.957 |
4.856 |
S2 |
4.815 |
4.815 |
4.936 |
|
S3 |
4.584 |
4.666 |
4.914 |
|
S4 |
4.353 |
4.435 |
4.851 |
|
|
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 |
5.196 |
4.628 |
0.568 |
11.4% |
0.180 |
3.6% |
62% |
True |
False |
128,149 |
10 |
5.196 |
4.379 |
0.817 |
16.4% |
0.230 |
4.6% |
73% |
True |
False |
139,049 |
20 |
5.196 |
4.036 |
1.160 |
23.3% |
0.197 |
4.0% |
81% |
True |
False |
107,949 |
40 |
5.196 |
3.971 |
1.225 |
24.6% |
0.185 |
3.7% |
82% |
True |
False |
73,388 |
60 |
5.196 |
3.971 |
1.225 |
24.6% |
0.182 |
3.7% |
82% |
True |
False |
58,653 |
80 |
5.196 |
3.971 |
1.225 |
24.6% |
0.166 |
3.3% |
82% |
True |
False |
46,473 |
100 |
5.880 |
3.971 |
1.909 |
38.3% |
0.165 |
3.3% |
53% |
False |
False |
38,236 |
120 |
6.075 |
3.971 |
2.104 |
42.3% |
0.167 |
3.4% |
48% |
False |
False |
32,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.178 |
2.618 |
5.801 |
1.618 |
5.570 |
1.000 |
5.427 |
0.618 |
5.339 |
HIGH |
5.196 |
0.618 |
5.108 |
0.500 |
5.081 |
0.382 |
5.053 |
LOW |
4.965 |
0.618 |
4.822 |
1.000 |
4.734 |
1.618 |
4.591 |
2.618 |
4.360 |
4.250 |
3.983 |
|
|
Fisher Pivots for day following 16-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.081 |
5.029 |
PP |
5.046 |
5.012 |
S1 |
5.012 |
4.995 |
|