NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 23-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.945 |
4.882 |
-0.063 |
-1.3% |
4.950 |
High |
5.010 |
4.962 |
-0.048 |
-1.0% |
5.282 |
Low |
4.771 |
4.837 |
0.066 |
1.4% |
4.950 |
Close |
4.837 |
4.895 |
0.058 |
1.2% |
5.081 |
Range |
0.239 |
0.125 |
-0.114 |
-47.7% |
0.332 |
ATR |
0.204 |
0.199 |
-0.006 |
-2.8% |
0.000 |
Volume |
19,296 |
24,736 |
5,440 |
28.2% |
141,168 |
|
Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.273 |
5.209 |
4.964 |
|
R3 |
5.148 |
5.084 |
4.929 |
|
R2 |
5.023 |
5.023 |
4.918 |
|
R1 |
4.959 |
4.959 |
4.906 |
4.991 |
PP |
4.898 |
4.898 |
4.898 |
4.914 |
S1 |
4.834 |
4.834 |
4.884 |
4.866 |
S2 |
4.773 |
4.773 |
4.872 |
|
S3 |
4.648 |
4.709 |
4.861 |
|
S4 |
4.523 |
4.584 |
4.826 |
|
|
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 |
5.269 |
4.771 |
0.498 |
10.2% |
0.219 |
4.5% |
25% |
False |
False |
21,817 |
10 |
5.282 |
4.744 |
0.538 |
11.0% |
0.198 |
4.0% |
28% |
False |
False |
30,435 |
20 |
5.282 |
4.274 |
1.008 |
20.6% |
0.204 |
4.2% |
62% |
False |
False |
30,418 |
40 |
5.282 |
4.140 |
1.142 |
23.3% |
0.179 |
3.6% |
66% |
False |
False |
23,004 |
60 |
5.282 |
4.140 |
1.142 |
23.3% |
0.176 |
3.6% |
66% |
False |
False |
18,048 |
80 |
5.282 |
4.140 |
1.142 |
23.3% |
0.159 |
3.2% |
66% |
False |
False |
14,801 |
100 |
5.884 |
4.140 |
1.744 |
35.6% |
0.155 |
3.2% |
43% |
False |
False |
12,389 |
120 |
6.160 |
4.140 |
2.020 |
41.3% |
0.154 |
3.2% |
37% |
False |
False |
10,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.493 |
2.618 |
5.289 |
1.618 |
5.164 |
1.000 |
5.087 |
0.618 |
5.039 |
HIGH |
4.962 |
0.618 |
4.914 |
0.500 |
4.900 |
0.382 |
4.885 |
LOW |
4.837 |
0.618 |
4.760 |
1.000 |
4.712 |
1.618 |
4.635 |
2.618 |
4.510 |
4.250 |
4.306 |
|
|
Fisher Pivots for day following 23-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.900 |
5.012 |
PP |
4.898 |
4.973 |
S1 |
4.897 |
4.934 |
|