NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 10-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.895 |
4.823 |
-0.072 |
-1.5% |
4.490 |
High |
4.939 |
4.910 |
-0.029 |
-0.6% |
5.027 |
Low |
4.783 |
4.744 |
-0.039 |
-0.8% |
4.357 |
Close |
4.792 |
4.761 |
-0.031 |
-0.6% |
4.863 |
Range |
0.156 |
0.166 |
0.010 |
6.4% |
0.670 |
ATR |
0.186 |
0.184 |
-0.001 |
-0.8% |
0.000 |
Volume |
56,815 |
49,431 |
-7,384 |
-13.0% |
113,157 |
|
Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.303 |
5.198 |
4.852 |
|
R3 |
5.137 |
5.032 |
4.807 |
|
R2 |
4.971 |
4.971 |
4.791 |
|
R1 |
4.866 |
4.866 |
4.776 |
4.836 |
PP |
4.805 |
4.805 |
4.805 |
4.790 |
S1 |
4.700 |
4.700 |
4.746 |
4.670 |
S2 |
4.639 |
4.639 |
4.731 |
|
S3 |
4.473 |
4.534 |
4.715 |
|
S4 |
4.307 |
4.368 |
4.670 |
|
|
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 |
4.695 |
0.387 |
8.1% |
0.236 |
5.0% |
17% |
False |
False |
48,225 |
10 |
5.082 |
4.290 |
0.792 |
16.6% |
0.211 |
4.4% |
59% |
False |
False |
34,088 |
20 |
5.082 |
4.168 |
0.914 |
19.2% |
0.180 |
3.8% |
65% |
False |
False |
25,505 |
40 |
5.082 |
4.140 |
0.942 |
19.8% |
0.166 |
3.5% |
66% |
False |
False |
18,314 |
60 |
5.082 |
4.140 |
0.942 |
19.8% |
0.162 |
3.4% |
66% |
False |
False |
14,538 |
80 |
5.656 |
4.140 |
1.516 |
31.8% |
0.150 |
3.1% |
41% |
False |
False |
11,955 |
100 |
5.987 |
4.140 |
1.847 |
38.8% |
0.148 |
3.1% |
34% |
False |
False |
10,011 |
120 |
6.160 |
4.140 |
2.020 |
42.4% |
0.151 |
3.2% |
31% |
False |
False |
8,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.616 |
2.618 |
5.345 |
1.618 |
5.179 |
1.000 |
5.076 |
0.618 |
5.013 |
HIGH |
4.910 |
0.618 |
4.847 |
0.500 |
4.827 |
0.382 |
4.807 |
LOW |
4.744 |
0.618 |
4.641 |
1.000 |
4.578 |
1.618 |
4.475 |
2.618 |
4.309 |
4.250 |
4.039 |
|
|
Fisher Pivots for day following 10-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.827 |
4.913 |
PP |
4.805 |
4.862 |
S1 |
4.783 |
4.812 |
|