NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 03-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.385 |
4.555 |
0.170 |
3.9% |
4.213 |
High |
4.540 |
4.769 |
0.229 |
5.0% |
4.520 |
Low |
4.362 |
4.491 |
0.129 |
3.0% |
4.168 |
Close |
4.531 |
4.765 |
0.234 |
5.2% |
4.464 |
Range |
0.178 |
0.278 |
0.100 |
56.2% |
0.352 |
ATR |
0.155 |
0.164 |
0.009 |
5.6% |
0.000 |
Volume |
18,870 |
27,902 |
9,032 |
47.9% |
62,968 |
|
Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.509 |
5.415 |
4.918 |
|
R3 |
5.231 |
5.137 |
4.841 |
|
R2 |
4.953 |
4.953 |
4.816 |
|
R1 |
4.859 |
4.859 |
4.790 |
4.906 |
PP |
4.675 |
4.675 |
4.675 |
4.699 |
S1 |
4.581 |
4.581 |
4.740 |
4.628 |
S2 |
4.397 |
4.397 |
4.714 |
|
S3 |
4.119 |
4.303 |
4.689 |
|
S4 |
3.841 |
4.025 |
4.612 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.440 |
5.304 |
4.658 |
|
R3 |
5.088 |
4.952 |
4.561 |
|
R2 |
4.736 |
4.736 |
4.529 |
|
R1 |
4.600 |
4.600 |
4.496 |
4.668 |
PP |
4.384 |
4.384 |
4.384 |
4.418 |
S1 |
4.248 |
4.248 |
4.432 |
4.316 |
S2 |
4.032 |
4.032 |
4.399 |
|
S3 |
3.680 |
3.896 |
4.367 |
|
S4 |
3.328 |
3.544 |
4.270 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.769 |
4.290 |
0.479 |
10.1% |
0.186 |
3.9% |
99% |
True |
False |
19,951 |
10 |
4.769 |
4.168 |
0.601 |
12.6% |
0.159 |
3.3% |
99% |
True |
False |
16,253 |
20 |
4.769 |
4.140 |
0.629 |
13.2% |
0.160 |
3.4% |
99% |
True |
False |
17,792 |
40 |
4.769 |
4.140 |
0.629 |
13.2% |
0.158 |
3.3% |
99% |
True |
False |
13,387 |
60 |
4.910 |
4.140 |
0.770 |
16.2% |
0.151 |
3.2% |
81% |
False |
False |
11,078 |
80 |
5.789 |
4.140 |
1.649 |
34.6% |
0.145 |
3.0% |
38% |
False |
False |
9,136 |
100 |
5.990 |
4.140 |
1.850 |
38.8% |
0.145 |
3.1% |
34% |
False |
False |
7,679 |
120 |
6.160 |
4.140 |
2.020 |
42.4% |
0.149 |
3.1% |
31% |
False |
False |
6,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.951 |
2.618 |
5.497 |
1.618 |
5.219 |
1.000 |
5.047 |
0.618 |
4.941 |
HIGH |
4.769 |
0.618 |
4.663 |
0.500 |
4.630 |
0.382 |
4.597 |
LOW |
4.491 |
0.618 |
4.319 |
1.000 |
4.213 |
1.618 |
4.041 |
2.618 |
3.763 |
4.250 |
3.310 |
|
|
Fisher Pivots for day following 03-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.720 |
4.698 |
PP |
4.675 |
4.630 |
S1 |
4.630 |
4.563 |
|