NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 08-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.862 |
5.050 |
0.188 |
3.9% |
4.490 |
High |
5.045 |
5.082 |
0.037 |
0.7% |
5.027 |
Low |
4.750 |
4.849 |
0.099 |
2.1% |
4.357 |
Close |
5.006 |
4.917 |
-0.089 |
-1.8% |
4.863 |
Range |
0.295 |
0.233 |
-0.062 |
-21.0% |
0.670 |
ATR |
0.185 |
0.188 |
0.003 |
1.9% |
0.000 |
Volume |
44,367 |
48,720 |
4,353 |
9.8% |
113,157 |
|
Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.648 |
5.516 |
5.045 |
|
R3 |
5.415 |
5.283 |
4.981 |
|
R2 |
5.182 |
5.182 |
4.960 |
|
R1 |
5.050 |
5.050 |
4.938 |
5.000 |
PP |
4.949 |
4.949 |
4.949 |
4.924 |
S1 |
4.817 |
4.817 |
4.896 |
4.767 |
S2 |
4.716 |
4.716 |
4.874 |
|
S3 |
4.483 |
4.584 |
4.853 |
|
S4 |
4.250 |
4.351 |
4.789 |
|
|
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 |
5.082 |
4.362 |
0.720 |
14.6% |
0.263 |
5.4% |
77% |
True |
False |
36,330 |
10 |
5.082 |
4.168 |
0.914 |
18.6% |
0.206 |
4.2% |
82% |
True |
False |
25,955 |
20 |
5.082 |
4.168 |
0.914 |
18.6% |
0.176 |
3.6% |
82% |
True |
False |
22,144 |
40 |
5.082 |
4.140 |
0.942 |
19.2% |
0.165 |
3.4% |
82% |
True |
False |
16,138 |
60 |
5.082 |
4.140 |
0.942 |
19.2% |
0.160 |
3.2% |
82% |
True |
False |
12,860 |
80 |
5.789 |
4.140 |
1.649 |
33.5% |
0.151 |
3.1% |
47% |
False |
False |
10,698 |
100 |
5.990 |
4.140 |
1.850 |
37.6% |
0.149 |
3.0% |
42% |
False |
False |
8,981 |
120 |
6.160 |
4.140 |
2.020 |
41.1% |
0.150 |
3.1% |
38% |
False |
False |
7,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.072 |
2.618 |
5.692 |
1.618 |
5.459 |
1.000 |
5.315 |
0.618 |
5.226 |
HIGH |
5.082 |
0.618 |
4.993 |
0.500 |
4.966 |
0.382 |
4.938 |
LOW |
4.849 |
0.618 |
4.705 |
1.000 |
4.616 |
1.618 |
4.472 |
2.618 |
4.239 |
4.250 |
3.859 |
|
|
Fisher Pivots for day following 08-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.966 |
4.908 |
PP |
4.949 |
4.898 |
S1 |
4.933 |
4.889 |
|