NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 11-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.823 |
4.803 |
-0.020 |
-0.4% |
4.862 |
High |
4.910 |
4.912 |
0.002 |
0.0% |
5.082 |
Low |
4.744 |
4.784 |
0.040 |
0.8% |
4.744 |
Close |
4.761 |
4.884 |
0.123 |
2.6% |
4.884 |
Range |
0.166 |
0.128 |
-0.038 |
-22.9% |
0.338 |
ATR |
0.184 |
0.182 |
-0.002 |
-1.3% |
0.000 |
Volume |
49,431 |
48,671 |
-760 |
-1.5% |
248,004 |
|
Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.244 |
5.192 |
4.954 |
|
R3 |
5.116 |
5.064 |
4.919 |
|
R2 |
4.988 |
4.988 |
4.907 |
|
R1 |
4.936 |
4.936 |
4.896 |
4.962 |
PP |
4.860 |
4.860 |
4.860 |
4.873 |
S1 |
4.808 |
4.808 |
4.872 |
4.834 |
S2 |
4.732 |
4.732 |
4.861 |
|
S3 |
4.604 |
4.680 |
4.849 |
|
S4 |
4.476 |
4.552 |
4.814 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.917 |
5.739 |
5.070 |
|
R3 |
5.579 |
5.401 |
4.977 |
|
R2 |
5.241 |
5.241 |
4.946 |
|
R1 |
5.063 |
5.063 |
4.915 |
5.152 |
PP |
4.903 |
4.903 |
4.903 |
4.948 |
S1 |
4.725 |
4.725 |
4.853 |
4.814 |
S2 |
4.565 |
4.565 |
4.822 |
|
S3 |
4.227 |
4.387 |
4.791 |
|
S4 |
3.889 |
4.049 |
4.698 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.082 |
4.744 |
0.338 |
6.9% |
0.196 |
4.0% |
41% |
False |
False |
49,600 |
10 |
5.082 |
4.357 |
0.725 |
14.8% |
0.208 |
4.3% |
73% |
False |
False |
37,475 |
20 |
5.082 |
4.168 |
0.914 |
18.7% |
0.175 |
3.6% |
78% |
False |
False |
26,856 |
40 |
5.082 |
4.140 |
0.942 |
19.3% |
0.163 |
3.3% |
79% |
False |
False |
19,267 |
60 |
5.082 |
4.140 |
0.942 |
19.3% |
0.164 |
3.3% |
79% |
False |
False |
15,296 |
80 |
5.613 |
4.140 |
1.473 |
30.2% |
0.150 |
3.1% |
51% |
False |
False |
12,525 |
100 |
5.987 |
4.140 |
1.847 |
37.8% |
0.148 |
3.0% |
40% |
False |
False |
10,483 |
120 |
6.160 |
4.140 |
2.020 |
41.4% |
0.150 |
3.1% |
37% |
False |
False |
9,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.456 |
2.618 |
5.247 |
1.618 |
5.119 |
1.000 |
5.040 |
0.618 |
4.991 |
HIGH |
4.912 |
0.618 |
4.863 |
0.500 |
4.848 |
0.382 |
4.833 |
LOW |
4.784 |
0.618 |
4.705 |
1.000 |
4.656 |
1.618 |
4.577 |
2.618 |
4.449 |
4.250 |
4.240 |
|
|
Fisher Pivots for day following 11-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.872 |
4.870 |
PP |
4.860 |
4.856 |
S1 |
4.848 |
4.842 |
|