NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 07-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.765 |
4.862 |
0.097 |
2.0% |
4.490 |
High |
5.027 |
5.045 |
0.018 |
0.4% |
5.027 |
Low |
4.695 |
4.750 |
0.055 |
1.2% |
4.357 |
Close |
4.863 |
5.006 |
0.143 |
2.9% |
4.863 |
Range |
0.332 |
0.295 |
-0.037 |
-11.1% |
0.670 |
ATR |
0.176 |
0.185 |
0.008 |
4.8% |
0.000 |
Volume |
41,793 |
44,367 |
2,574 |
6.2% |
113,157 |
|
Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.819 |
5.707 |
5.168 |
|
R3 |
5.524 |
5.412 |
5.087 |
|
R2 |
5.229 |
5.229 |
5.060 |
|
R1 |
5.117 |
5.117 |
5.033 |
5.173 |
PP |
4.934 |
4.934 |
4.934 |
4.962 |
S1 |
4.822 |
4.822 |
4.979 |
4.878 |
S2 |
4.639 |
4.639 |
4.952 |
|
S3 |
4.344 |
4.527 |
4.925 |
|
S4 |
4.049 |
4.232 |
4.844 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.759 |
6.481 |
5.232 |
|
R3 |
6.089 |
5.811 |
5.047 |
|
R2 |
5.419 |
5.419 |
4.986 |
|
R1 |
5.141 |
5.141 |
4.924 |
5.280 |
PP |
4.749 |
4.749 |
4.749 |
4.819 |
S1 |
4.471 |
4.471 |
4.802 |
4.610 |
S2 |
4.079 |
4.079 |
4.740 |
|
S3 |
3.409 |
3.801 |
4.679 |
|
S4 |
2.739 |
3.131 |
4.495 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.045 |
4.357 |
0.688 |
13.7% |
0.255 |
5.1% |
94% |
True |
False |
31,504 |
10 |
5.045 |
4.168 |
0.877 |
17.5% |
0.192 |
3.8% |
96% |
True |
False |
22,049 |
20 |
5.045 |
4.168 |
0.877 |
17.5% |
0.172 |
3.4% |
96% |
True |
False |
20,463 |
40 |
5.045 |
4.140 |
0.905 |
18.1% |
0.165 |
3.3% |
96% |
True |
False |
15,156 |
60 |
5.045 |
4.140 |
0.905 |
18.1% |
0.157 |
3.1% |
96% |
True |
False |
12,198 |
80 |
5.789 |
4.140 |
1.649 |
32.9% |
0.149 |
3.0% |
53% |
False |
False |
10,125 |
100 |
5.990 |
4.140 |
1.850 |
37.0% |
0.149 |
3.0% |
47% |
False |
False |
8,507 |
120 |
6.160 |
4.140 |
2.020 |
40.4% |
0.149 |
3.0% |
43% |
False |
False |
7,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.299 |
2.618 |
5.817 |
1.618 |
5.522 |
1.000 |
5.340 |
0.618 |
5.227 |
HIGH |
5.045 |
0.618 |
4.932 |
0.500 |
4.898 |
0.382 |
4.863 |
LOW |
4.750 |
0.618 |
4.568 |
1.000 |
4.455 |
1.618 |
4.273 |
2.618 |
3.978 |
4.250 |
3.496 |
|
|
Fisher Pivots for day following 07-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.970 |
4.927 |
PP |
4.934 |
4.847 |
S1 |
4.898 |
4.768 |
|