NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 18-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.117 |
5.224 |
0.107 |
2.1% |
4.950 |
High |
5.255 |
5.269 |
0.014 |
0.3% |
5.282 |
Low |
5.072 |
5.073 |
0.001 |
0.0% |
4.950 |
Close |
5.241 |
5.081 |
-0.160 |
-3.1% |
5.081 |
Range |
0.183 |
0.196 |
0.013 |
7.1% |
0.332 |
ATR |
0.190 |
0.190 |
0.000 |
0.2% |
0.000 |
Volume |
18,406 |
25,598 |
7,192 |
39.1% |
141,168 |
|
Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.729 |
5.601 |
5.189 |
|
R3 |
5.533 |
5.405 |
5.135 |
|
R2 |
5.337 |
5.337 |
5.117 |
|
R1 |
5.209 |
5.209 |
5.099 |
5.175 |
PP |
5.141 |
5.141 |
5.141 |
5.124 |
S1 |
5.013 |
5.013 |
5.063 |
4.979 |
S2 |
4.945 |
4.945 |
5.045 |
|
S3 |
4.749 |
4.817 |
5.027 |
|
S4 |
4.553 |
4.621 |
4.973 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.100 |
5.923 |
5.264 |
|
R3 |
5.768 |
5.591 |
5.172 |
|
R2 |
5.436 |
5.436 |
5.142 |
|
R1 |
5.259 |
5.259 |
5.111 |
5.348 |
PP |
5.104 |
5.104 |
5.104 |
5.149 |
S1 |
4.927 |
4.927 |
5.051 |
5.016 |
S2 |
4.772 |
4.772 |
5.020 |
|
S3 |
4.440 |
4.595 |
4.990 |
|
S4 |
4.108 |
4.263 |
4.898 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.282 |
4.950 |
0.332 |
6.5% |
0.194 |
3.8% |
39% |
False |
False |
28,233 |
10 |
5.282 |
4.744 |
0.538 |
10.6% |
0.195 |
3.8% |
63% |
False |
False |
38,917 |
20 |
5.282 |
4.168 |
1.114 |
21.9% |
0.186 |
3.7% |
82% |
False |
False |
29,005 |
40 |
5.282 |
4.140 |
1.142 |
22.5% |
0.171 |
3.4% |
82% |
False |
False |
21,941 |
60 |
5.282 |
4.140 |
1.142 |
22.5% |
0.170 |
3.4% |
82% |
False |
False |
17,264 |
80 |
5.282 |
4.140 |
1.142 |
22.5% |
0.154 |
3.0% |
82% |
False |
False |
14,085 |
100 |
5.884 |
4.140 |
1.744 |
34.3% |
0.153 |
3.0% |
54% |
False |
False |
11,805 |
120 |
6.160 |
4.140 |
2.020 |
39.8% |
0.152 |
3.0% |
47% |
False |
False |
10,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.102 |
2.618 |
5.782 |
1.618 |
5.586 |
1.000 |
5.465 |
0.618 |
5.390 |
HIGH |
5.269 |
0.618 |
5.194 |
0.500 |
5.171 |
0.382 |
5.148 |
LOW |
5.073 |
0.618 |
4.952 |
1.000 |
4.877 |
1.618 |
4.756 |
2.618 |
4.560 |
4.250 |
4.240 |
|
|
Fisher Pivots for day following 18-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.171 |
5.168 |
PP |
5.141 |
5.139 |
S1 |
5.111 |
5.110 |
|