NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 21-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.224 |
5.092 |
-0.132 |
-2.5% |
4.950 |
High |
5.269 |
5.252 |
-0.017 |
-0.3% |
5.282 |
Low |
5.073 |
4.900 |
-0.173 |
-3.4% |
4.950 |
Close |
5.081 |
4.944 |
-0.137 |
-2.7% |
5.081 |
Range |
0.196 |
0.352 |
0.156 |
79.6% |
0.332 |
ATR |
0.190 |
0.202 |
0.012 |
6.1% |
0.000 |
Volume |
25,598 |
21,051 |
-4,547 |
-17.8% |
141,168 |
|
Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.088 |
5.868 |
5.138 |
|
R3 |
5.736 |
5.516 |
5.041 |
|
R2 |
5.384 |
5.384 |
5.009 |
|
R1 |
5.164 |
5.164 |
4.976 |
5.098 |
PP |
5.032 |
5.032 |
5.032 |
4.999 |
S1 |
4.812 |
4.812 |
4.912 |
4.746 |
S2 |
4.680 |
4.680 |
4.879 |
|
S3 |
4.328 |
4.460 |
4.847 |
|
S4 |
3.976 |
4.108 |
4.750 |
|
|
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 |
4.900 |
0.382 |
7.7% |
0.225 |
4.5% |
12% |
False |
True |
23,524 |
10 |
5.282 |
4.744 |
0.538 |
10.9% |
0.201 |
4.1% |
37% |
False |
False |
36,585 |
20 |
5.282 |
4.168 |
1.114 |
22.5% |
0.196 |
4.0% |
70% |
False |
False |
29,317 |
40 |
5.282 |
4.140 |
1.142 |
23.1% |
0.175 |
3.5% |
70% |
False |
False |
22,211 |
60 |
5.282 |
4.140 |
1.142 |
23.1% |
0.174 |
3.5% |
70% |
False |
False |
17,531 |
80 |
5.282 |
4.140 |
1.142 |
23.1% |
0.157 |
3.2% |
70% |
False |
False |
14,322 |
100 |
5.884 |
4.140 |
1.744 |
35.3% |
0.155 |
3.1% |
46% |
False |
False |
11,993 |
120 |
6.160 |
4.140 |
2.020 |
40.9% |
0.154 |
3.1% |
40% |
False |
False |
10,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.748 |
2.618 |
6.174 |
1.618 |
5.822 |
1.000 |
5.604 |
0.618 |
5.470 |
HIGH |
5.252 |
0.618 |
5.118 |
0.500 |
5.076 |
0.382 |
5.034 |
LOW |
4.900 |
0.618 |
4.682 |
1.000 |
4.548 |
1.618 |
4.330 |
2.618 |
3.978 |
4.250 |
3.404 |
|
|
Fisher Pivots for day following 21-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.076 |
5.085 |
PP |
5.032 |
5.038 |
S1 |
4.988 |
4.991 |
|