NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 17-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.152 |
5.012 |
-0.140 |
-2.7% |
4.841 |
High |
5.196 |
5.178 |
-0.018 |
-0.3% |
4.995 |
Low |
4.965 |
4.980 |
0.015 |
0.3% |
4.628 |
Close |
4.978 |
5.162 |
0.184 |
3.7% |
4.781 |
Range |
0.231 |
0.198 |
-0.033 |
-14.3% |
0.367 |
ATR |
0.204 |
0.204 |
0.000 |
-0.1% |
0.000 |
Volume |
139,488 |
118,021 |
-21,467 |
-15.4% |
728,293 |
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.701 |
5.629 |
5.271 |
|
R3 |
5.503 |
5.431 |
5.216 |
|
R2 |
5.305 |
5.305 |
5.198 |
|
R1 |
5.233 |
5.233 |
5.180 |
5.269 |
PP |
5.107 |
5.107 |
5.107 |
5.125 |
S1 |
5.035 |
5.035 |
5.144 |
5.071 |
S2 |
4.909 |
4.909 |
5.126 |
|
S3 |
4.711 |
4.837 |
5.108 |
|
S4 |
4.513 |
4.639 |
5.053 |
|
|
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 |
4.675 |
0.521 |
10.1% |
0.184 |
3.6% |
93% |
False |
False |
128,450 |
10 |
5.196 |
4.609 |
0.587 |
11.4% |
0.217 |
4.2% |
94% |
False |
False |
139,713 |
20 |
5.196 |
4.036 |
1.160 |
22.5% |
0.197 |
3.8% |
97% |
False |
False |
111,002 |
40 |
5.196 |
3.971 |
1.225 |
23.7% |
0.188 |
3.6% |
97% |
False |
False |
75,973 |
60 |
5.196 |
3.971 |
1.225 |
23.7% |
0.183 |
3.6% |
97% |
False |
False |
60,450 |
80 |
5.196 |
3.971 |
1.225 |
23.7% |
0.167 |
3.2% |
97% |
False |
False |
47,867 |
100 |
5.810 |
3.971 |
1.839 |
35.6% |
0.165 |
3.2% |
65% |
False |
False |
39,389 |
120 |
6.075 |
3.971 |
2.104 |
40.8% |
0.167 |
3.2% |
57% |
False |
False |
33,367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.020 |
2.618 |
5.696 |
1.618 |
5.498 |
1.000 |
5.376 |
0.618 |
5.300 |
HIGH |
5.178 |
0.618 |
5.102 |
0.500 |
5.079 |
0.382 |
5.056 |
LOW |
4.980 |
0.618 |
4.858 |
1.000 |
4.782 |
1.618 |
4.660 |
2.618 |
4.462 |
4.250 |
4.139 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.134 |
5.135 |
PP |
5.107 |
5.108 |
S1 |
5.079 |
5.081 |
|