NYMEX Natural Gas Future August 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 |
4.853 |
4.851 |
-0.002 |
0.0% |
4.925 |
High |
4.923 |
4.900 |
-0.023 |
-0.5% |
5.249 |
Low |
4.791 |
4.745 |
-0.046 |
-1.0% |
4.918 |
Close |
4.853 |
4.793 |
-0.060 |
-1.2% |
5.049 |
Range |
0.132 |
0.155 |
0.023 |
17.4% |
0.331 |
ATR |
0.203 |
0.199 |
-0.003 |
-1.7% |
0.000 |
Volume |
51,672 |
59,071 |
7,399 |
14.3% |
295,761 |
|
Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.278 |
5.190 |
4.878 |
|
R3 |
5.123 |
5.035 |
4.836 |
|
R2 |
4.968 |
4.968 |
4.821 |
|
R1 |
4.880 |
4.880 |
4.807 |
4.847 |
PP |
4.813 |
4.813 |
4.813 |
4.796 |
S1 |
4.725 |
4.725 |
4.779 |
4.692 |
S2 |
4.658 |
4.658 |
4.765 |
|
S3 |
4.503 |
4.570 |
4.750 |
|
S4 |
4.348 |
4.415 |
4.708 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.065 |
5.888 |
5.231 |
|
R3 |
5.734 |
5.557 |
5.140 |
|
R2 |
5.403 |
5.403 |
5.110 |
|
R1 |
5.226 |
5.226 |
5.079 |
5.315 |
PP |
5.072 |
5.072 |
5.072 |
5.116 |
S1 |
4.895 |
4.895 |
5.019 |
4.984 |
S2 |
4.741 |
4.741 |
4.988 |
|
S3 |
4.410 |
4.564 |
4.958 |
|
S4 |
4.079 |
4.233 |
4.867 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.240 |
4.727 |
0.513 |
10.7% |
0.209 |
4.4% |
13% |
False |
False |
55,291 |
10 |
5.249 |
4.727 |
0.522 |
10.9% |
0.195 |
4.1% |
13% |
False |
False |
54,027 |
20 |
5.249 |
4.229 |
1.020 |
21.3% |
0.209 |
4.4% |
55% |
False |
False |
45,718 |
40 |
5.249 |
4.070 |
1.179 |
24.6% |
0.186 |
3.9% |
61% |
False |
False |
32,486 |
60 |
5.249 |
4.070 |
1.179 |
24.6% |
0.182 |
3.8% |
61% |
False |
False |
25,769 |
80 |
5.249 |
4.070 |
1.179 |
24.6% |
0.164 |
3.4% |
61% |
False |
False |
20,712 |
100 |
5.864 |
4.070 |
1.794 |
37.4% |
0.157 |
3.3% |
40% |
False |
False |
17,246 |
120 |
6.111 |
4.070 |
2.041 |
42.6% |
0.156 |
3.2% |
35% |
False |
False |
14,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.559 |
2.618 |
5.306 |
1.618 |
5.151 |
1.000 |
5.055 |
0.618 |
4.996 |
HIGH |
4.900 |
0.618 |
4.841 |
0.500 |
4.823 |
0.382 |
4.804 |
LOW |
4.745 |
0.618 |
4.649 |
1.000 |
4.590 |
1.618 |
4.494 |
2.618 |
4.339 |
4.250 |
4.086 |
|
|
Fisher Pivots for day following 24-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.823 |
4.827 |
PP |
4.813 |
4.816 |
S1 |
4.803 |
4.804 |
|