NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 09-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.030 |
4.844 |
-0.186 |
-3.7% |
4.448 |
High |
5.044 |
4.890 |
-0.154 |
-3.1% |
5.017 |
Low |
4.804 |
4.728 |
-0.076 |
-1.6% |
4.285 |
Close |
4.865 |
4.736 |
-0.129 |
-2.7% |
4.842 |
Range |
0.240 |
0.162 |
-0.078 |
-32.5% |
0.732 |
ATR |
0.196 |
0.194 |
-0.002 |
-1.3% |
0.000 |
Volume |
51,951 |
60,640 |
8,689 |
16.7% |
124,067 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.271 |
5.165 |
4.825 |
|
R3 |
5.109 |
5.003 |
4.781 |
|
R2 |
4.947 |
4.947 |
4.766 |
|
R1 |
4.841 |
4.841 |
4.751 |
4.813 |
PP |
4.785 |
4.785 |
4.785 |
4.771 |
S1 |
4.679 |
4.679 |
4.721 |
4.651 |
S2 |
4.623 |
4.623 |
4.706 |
|
S3 |
4.461 |
4.517 |
4.691 |
|
S4 |
4.299 |
4.355 |
4.647 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.911 |
6.608 |
5.245 |
|
R3 |
6.179 |
5.876 |
5.043 |
|
R2 |
5.447 |
5.447 |
4.976 |
|
R1 |
5.144 |
5.144 |
4.909 |
5.296 |
PP |
4.715 |
4.715 |
4.715 |
4.790 |
S1 |
4.412 |
4.412 |
4.775 |
4.564 |
S2 |
3.983 |
3.983 |
4.708 |
|
S3 |
3.251 |
3.680 |
4.641 |
|
S4 |
2.519 |
2.948 |
4.439 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.044 |
4.440 |
0.604 |
12.8% |
0.269 |
5.7% |
49% |
False |
False |
47,849 |
10 |
5.044 |
4.212 |
0.832 |
17.6% |
0.223 |
4.7% |
63% |
False |
False |
33,824 |
20 |
5.044 |
4.108 |
0.936 |
19.8% |
0.188 |
4.0% |
67% |
False |
False |
27,351 |
40 |
5.044 |
4.070 |
0.974 |
20.6% |
0.173 |
3.6% |
68% |
False |
False |
20,907 |
60 |
5.044 |
4.070 |
0.974 |
20.6% |
0.167 |
3.5% |
68% |
False |
False |
16,832 |
80 |
5.752 |
4.070 |
1.682 |
35.5% |
0.153 |
3.2% |
40% |
False |
False |
13,836 |
100 |
5.951 |
4.070 |
1.881 |
39.7% |
0.150 |
3.2% |
35% |
False |
False |
11,572 |
120 |
6.111 |
4.070 |
2.041 |
43.1% |
0.155 |
3.3% |
33% |
False |
False |
10,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.579 |
2.618 |
5.314 |
1.618 |
5.152 |
1.000 |
5.052 |
0.618 |
4.990 |
HIGH |
4.890 |
0.618 |
4.828 |
0.500 |
4.809 |
0.382 |
4.790 |
LOW |
4.728 |
0.618 |
4.628 |
1.000 |
4.566 |
1.618 |
4.466 |
2.618 |
4.304 |
4.250 |
4.040 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.809 |
4.879 |
PP |
4.785 |
4.831 |
S1 |
4.760 |
4.784 |
|