NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 18-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.012 |
5.128 |
0.116 |
2.3% |
4.861 |
High |
5.178 |
5.190 |
0.012 |
0.2% |
5.196 |
Low |
4.980 |
4.987 |
0.007 |
0.1% |
4.861 |
Close |
5.162 |
4.997 |
-0.165 |
-3.2% |
4.997 |
Range |
0.198 |
0.203 |
0.005 |
2.5% |
0.335 |
ATR |
0.204 |
0.203 |
0.000 |
0.0% |
0.000 |
Volume |
118,021 |
148,765 |
30,744 |
26.0% |
644,295 |
|
Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.667 |
5.535 |
5.109 |
|
R3 |
5.464 |
5.332 |
5.053 |
|
R2 |
5.261 |
5.261 |
5.034 |
|
R1 |
5.129 |
5.129 |
5.016 |
5.094 |
PP |
5.058 |
5.058 |
5.058 |
5.040 |
S1 |
4.926 |
4.926 |
4.978 |
4.891 |
S2 |
4.855 |
4.855 |
4.960 |
|
S3 |
4.652 |
4.723 |
4.941 |
|
S4 |
4.449 |
4.520 |
4.885 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.023 |
5.845 |
5.181 |
|
R3 |
5.688 |
5.510 |
5.089 |
|
R2 |
5.353 |
5.353 |
5.058 |
|
R1 |
5.175 |
5.175 |
5.028 |
5.264 |
PP |
5.018 |
5.018 |
5.018 |
5.063 |
S1 |
4.840 |
4.840 |
4.966 |
4.929 |
S2 |
4.683 |
4.683 |
4.936 |
|
S3 |
4.348 |
4.505 |
4.905 |
|
S4 |
4.013 |
4.170 |
4.813 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.196 |
4.861 |
0.335 |
6.7% |
0.197 |
3.9% |
41% |
False |
False |
128,859 |
10 |
5.196 |
4.628 |
0.568 |
11.4% |
0.200 |
4.0% |
65% |
False |
False |
137,258 |
20 |
5.196 |
4.036 |
1.160 |
23.2% |
0.199 |
4.0% |
83% |
False |
False |
115,226 |
40 |
5.196 |
3.971 |
1.225 |
24.5% |
0.188 |
3.8% |
84% |
False |
False |
79,225 |
60 |
5.196 |
3.971 |
1.225 |
24.5% |
0.186 |
3.7% |
84% |
False |
False |
62,735 |
80 |
5.196 |
3.971 |
1.225 |
24.5% |
0.168 |
3.4% |
84% |
False |
False |
49,654 |
100 |
5.810 |
3.971 |
1.839 |
36.8% |
0.166 |
3.3% |
56% |
False |
False |
40,852 |
120 |
6.075 |
3.971 |
2.104 |
42.1% |
0.167 |
3.4% |
49% |
False |
False |
34,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.053 |
2.618 |
5.721 |
1.618 |
5.518 |
1.000 |
5.393 |
0.618 |
5.315 |
HIGH |
5.190 |
0.618 |
5.112 |
0.500 |
5.089 |
0.382 |
5.065 |
LOW |
4.987 |
0.618 |
4.862 |
1.000 |
4.784 |
1.618 |
4.659 |
2.618 |
4.456 |
4.250 |
4.124 |
|
|
Fisher Pivots for day following 18-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.089 |
5.081 |
PP |
5.058 |
5.053 |
S1 |
5.028 |
5.025 |
|