NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 22-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.092 |
4.945 |
-0.147 |
-2.9% |
4.950 |
High |
5.252 |
5.010 |
-0.242 |
-4.6% |
5.282 |
Low |
4.900 |
4.771 |
-0.129 |
-2.6% |
4.950 |
Close |
4.944 |
4.837 |
-0.107 |
-2.2% |
5.081 |
Range |
0.352 |
0.239 |
-0.113 |
-32.1% |
0.332 |
ATR |
0.202 |
0.204 |
0.003 |
1.3% |
0.000 |
Volume |
21,051 |
19,296 |
-1,755 |
-8.3% |
141,168 |
|
Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.590 |
5.452 |
4.968 |
|
R3 |
5.351 |
5.213 |
4.903 |
|
R2 |
5.112 |
5.112 |
4.881 |
|
R1 |
4.974 |
4.974 |
4.859 |
4.924 |
PP |
4.873 |
4.873 |
4.873 |
4.847 |
S1 |
4.735 |
4.735 |
4.815 |
4.685 |
S2 |
4.634 |
4.634 |
4.793 |
|
S3 |
4.395 |
4.496 |
4.771 |
|
S4 |
4.156 |
4.257 |
4.706 |
|
|
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 |
4.771 |
0.511 |
10.6% |
0.240 |
5.0% |
13% |
False |
True |
22,538 |
10 |
5.282 |
4.744 |
0.538 |
11.1% |
0.201 |
4.2% |
17% |
False |
False |
33,643 |
20 |
5.282 |
4.168 |
1.114 |
23.0% |
0.204 |
4.2% |
60% |
False |
False |
29,799 |
40 |
5.282 |
4.140 |
1.142 |
23.6% |
0.178 |
3.7% |
61% |
False |
False |
22,551 |
60 |
5.282 |
4.140 |
1.142 |
23.6% |
0.176 |
3.6% |
61% |
False |
False |
17,722 |
80 |
5.282 |
4.140 |
1.142 |
23.6% |
0.159 |
3.3% |
61% |
False |
False |
14,523 |
100 |
5.884 |
4.140 |
1.744 |
36.1% |
0.156 |
3.2% |
40% |
False |
False |
12,172 |
120 |
6.160 |
4.140 |
2.020 |
41.8% |
0.155 |
3.2% |
35% |
False |
False |
10,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.026 |
2.618 |
5.636 |
1.618 |
5.397 |
1.000 |
5.249 |
0.618 |
5.158 |
HIGH |
5.010 |
0.618 |
4.919 |
0.500 |
4.891 |
0.382 |
4.862 |
LOW |
4.771 |
0.618 |
4.623 |
1.000 |
4.532 |
1.618 |
4.384 |
2.618 |
4.145 |
4.250 |
3.755 |
|
|
Fisher Pivots for day following 22-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.891 |
5.020 |
PP |
4.873 |
4.959 |
S1 |
4.855 |
4.898 |
|