NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 09-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.050 |
4.895 |
-0.155 |
-3.1% |
4.490 |
High |
5.082 |
4.939 |
-0.143 |
-2.8% |
5.027 |
Low |
4.849 |
4.783 |
-0.066 |
-1.4% |
4.357 |
Close |
4.917 |
4.792 |
-0.125 |
-2.5% |
4.863 |
Range |
0.233 |
0.156 |
-0.077 |
-33.0% |
0.670 |
ATR |
0.188 |
0.186 |
-0.002 |
-1.2% |
0.000 |
Volume |
48,720 |
56,815 |
8,095 |
16.6% |
113,157 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.306 |
5.205 |
4.878 |
|
R3 |
5.150 |
5.049 |
4.835 |
|
R2 |
4.994 |
4.994 |
4.821 |
|
R1 |
4.893 |
4.893 |
4.806 |
4.866 |
PP |
4.838 |
4.838 |
4.838 |
4.824 |
S1 |
4.737 |
4.737 |
4.778 |
4.710 |
S2 |
4.682 |
4.682 |
4.763 |
|
S3 |
4.526 |
4.581 |
4.749 |
|
S4 |
4.370 |
4.425 |
4.706 |
|
|
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 |
4.491 |
0.591 |
12.3% |
0.259 |
5.4% |
51% |
False |
False |
43,919 |
10 |
5.082 |
4.274 |
0.808 |
16.9% |
0.211 |
4.4% |
64% |
False |
False |
30,401 |
20 |
5.082 |
4.168 |
0.914 |
19.1% |
0.178 |
3.7% |
68% |
False |
False |
23,962 |
40 |
5.082 |
4.140 |
0.942 |
19.7% |
0.164 |
3.4% |
69% |
False |
False |
17,269 |
60 |
5.082 |
4.140 |
0.942 |
19.7% |
0.161 |
3.4% |
69% |
False |
False |
13,762 |
80 |
5.789 |
4.140 |
1.649 |
34.4% |
0.150 |
3.1% |
40% |
False |
False |
11,386 |
100 |
5.987 |
4.140 |
1.847 |
38.5% |
0.148 |
3.1% |
35% |
False |
False |
9,531 |
120 |
6.160 |
4.140 |
2.020 |
42.2% |
0.151 |
3.1% |
32% |
False |
False |
8,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.602 |
2.618 |
5.347 |
1.618 |
5.191 |
1.000 |
5.095 |
0.618 |
5.035 |
HIGH |
4.939 |
0.618 |
4.879 |
0.500 |
4.861 |
0.382 |
4.843 |
LOW |
4.783 |
0.618 |
4.687 |
1.000 |
4.627 |
1.618 |
4.531 |
2.618 |
4.375 |
4.250 |
4.120 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.861 |
4.916 |
PP |
4.838 |
4.875 |
S1 |
4.815 |
4.833 |
|