NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 11-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.734 |
4.739 |
0.005 |
0.1% |
4.860 |
High |
4.860 |
4.867 |
0.007 |
0.1% |
5.044 |
Low |
4.687 |
4.732 |
0.045 |
1.0% |
4.687 |
Close |
4.706 |
4.833 |
0.127 |
2.7% |
4.833 |
Range |
0.173 |
0.135 |
-0.038 |
-22.0% |
0.357 |
ATR |
0.192 |
0.190 |
-0.002 |
-1.2% |
0.000 |
Volume |
51,120 |
46,319 |
-4,801 |
-9.4% |
257,228 |
|
Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.216 |
5.159 |
4.907 |
|
R3 |
5.081 |
5.024 |
4.870 |
|
R2 |
4.946 |
4.946 |
4.858 |
|
R1 |
4.889 |
4.889 |
4.845 |
4.918 |
PP |
4.811 |
4.811 |
4.811 |
4.825 |
S1 |
4.754 |
4.754 |
4.821 |
4.783 |
S2 |
4.676 |
4.676 |
4.808 |
|
S3 |
4.541 |
4.619 |
4.796 |
|
S4 |
4.406 |
4.484 |
4.759 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.926 |
5.736 |
5.029 |
|
R3 |
5.569 |
5.379 |
4.931 |
|
R2 |
5.212 |
5.212 |
4.898 |
|
R1 |
5.022 |
5.022 |
4.866 |
4.939 |
PP |
4.855 |
4.855 |
4.855 |
4.813 |
S1 |
4.665 |
4.665 |
4.800 |
4.582 |
S2 |
4.498 |
4.498 |
4.768 |
|
S3 |
4.141 |
4.308 |
4.735 |
|
S4 |
3.784 |
3.951 |
4.637 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.044 |
4.687 |
0.357 |
7.4% |
0.198 |
4.1% |
41% |
False |
False |
51,445 |
10 |
5.044 |
4.285 |
0.759 |
15.7% |
0.219 |
4.5% |
72% |
False |
False |
40,210 |
20 |
5.044 |
4.108 |
0.936 |
19.4% |
0.184 |
3.8% |
77% |
False |
False |
30,146 |
40 |
5.044 |
4.070 |
0.974 |
20.2% |
0.171 |
3.5% |
78% |
False |
False |
22,341 |
60 |
5.044 |
4.070 |
0.974 |
20.2% |
0.170 |
3.5% |
78% |
False |
False |
18,341 |
80 |
5.580 |
4.070 |
1.510 |
31.2% |
0.153 |
3.2% |
51% |
False |
False |
14,963 |
100 |
5.951 |
4.070 |
1.881 |
38.9% |
0.151 |
3.1% |
41% |
False |
False |
12,506 |
120 |
6.111 |
4.070 |
2.041 |
42.2% |
0.154 |
3.2% |
37% |
False |
False |
10,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.441 |
2.618 |
5.220 |
1.618 |
5.085 |
1.000 |
5.002 |
0.618 |
4.950 |
HIGH |
4.867 |
0.618 |
4.815 |
0.500 |
4.800 |
0.382 |
4.784 |
LOW |
4.732 |
0.618 |
4.649 |
1.000 |
4.597 |
1.618 |
4.514 |
2.618 |
4.379 |
4.250 |
4.158 |
|
|
Fisher Pivots for day following 11-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.822 |
4.818 |
PP |
4.811 |
4.803 |
S1 |
4.800 |
4.789 |
|