NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 24-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.882 |
4.885 |
0.003 |
0.1% |
4.950 |
High |
4.962 |
4.941 |
-0.021 |
-0.4% |
5.282 |
Low |
4.837 |
4.788 |
-0.049 |
-1.0% |
4.950 |
Close |
4.895 |
4.834 |
-0.061 |
-1.2% |
5.081 |
Range |
0.125 |
0.153 |
0.028 |
22.4% |
0.332 |
ATR |
0.199 |
0.195 |
-0.003 |
-1.6% |
0.000 |
Volume |
24,736 |
23,148 |
-1,588 |
-6.4% |
141,168 |
|
Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.313 |
5.227 |
4.918 |
|
R3 |
5.160 |
5.074 |
4.876 |
|
R2 |
5.007 |
5.007 |
4.862 |
|
R1 |
4.921 |
4.921 |
4.848 |
4.888 |
PP |
4.854 |
4.854 |
4.854 |
4.838 |
S1 |
4.768 |
4.768 |
4.820 |
4.735 |
S2 |
4.701 |
4.701 |
4.806 |
|
S3 |
4.548 |
4.615 |
4.792 |
|
S4 |
4.395 |
4.462 |
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 |
5.269 |
4.771 |
0.498 |
10.3% |
0.213 |
4.4% |
13% |
False |
False |
22,765 |
10 |
5.282 |
4.771 |
0.511 |
10.6% |
0.197 |
4.1% |
12% |
False |
False |
27,807 |
20 |
5.282 |
4.290 |
0.992 |
20.5% |
0.204 |
4.2% |
55% |
False |
False |
30,947 |
40 |
5.282 |
4.140 |
1.142 |
23.6% |
0.180 |
3.7% |
61% |
False |
False |
23,409 |
60 |
5.282 |
4.140 |
1.142 |
23.6% |
0.176 |
3.7% |
61% |
False |
False |
18,324 |
80 |
5.282 |
4.140 |
1.142 |
23.6% |
0.160 |
3.3% |
61% |
False |
False |
15,064 |
100 |
5.884 |
4.140 |
1.744 |
36.1% |
0.155 |
3.2% |
40% |
False |
False |
12,605 |
120 |
6.160 |
4.140 |
2.020 |
41.8% |
0.154 |
3.2% |
34% |
False |
False |
10,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.591 |
2.618 |
5.342 |
1.618 |
5.189 |
1.000 |
5.094 |
0.618 |
5.036 |
HIGH |
4.941 |
0.618 |
4.883 |
0.500 |
4.865 |
0.382 |
4.846 |
LOW |
4.788 |
0.618 |
4.693 |
1.000 |
4.635 |
1.618 |
4.540 |
2.618 |
4.387 |
4.250 |
4.138 |
|
|
Fisher Pivots for day following 24-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.865 |
4.891 |
PP |
4.854 |
4.872 |
S1 |
4.844 |
4.853 |
|