NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 02-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.476 |
4.490 |
0.014 |
0.3% |
4.351 |
High |
4.649 |
4.640 |
-0.009 |
-0.2% |
4.622 |
Low |
4.460 |
4.469 |
0.009 |
0.2% |
4.270 |
Close |
4.476 |
4.631 |
0.155 |
3.5% |
4.572 |
Range |
0.189 |
0.171 |
-0.018 |
-9.5% |
0.352 |
ATR |
0.163 |
0.163 |
0.001 |
0.4% |
0.000 |
Volume |
20,883 |
18,686 |
-2,197 |
-10.5% |
78,583 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.093 |
5.033 |
4.725 |
|
R3 |
4.922 |
4.862 |
4.678 |
|
R2 |
4.751 |
4.751 |
4.662 |
|
R1 |
4.691 |
4.691 |
4.647 |
4.721 |
PP |
4.580 |
4.580 |
4.580 |
4.595 |
S1 |
4.520 |
4.520 |
4.615 |
4.550 |
S2 |
4.409 |
4.409 |
4.600 |
|
S3 |
4.238 |
4.349 |
4.584 |
|
S4 |
4.067 |
4.178 |
4.537 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.544 |
5.410 |
4.766 |
|
R3 |
5.192 |
5.058 |
4.669 |
|
R2 |
4.840 |
4.840 |
4.637 |
|
R1 |
4.706 |
4.706 |
4.604 |
4.773 |
PP |
4.488 |
4.488 |
4.488 |
4.522 |
S1 |
4.354 |
4.354 |
4.540 |
4.421 |
S2 |
4.136 |
4.136 |
4.507 |
|
S3 |
3.784 |
4.002 |
4.475 |
|
S4 |
3.432 |
3.650 |
4.378 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.649 |
4.378 |
0.271 |
5.9% |
0.163 |
3.5% |
93% |
False |
False |
17,980 |
10 |
4.649 |
4.115 |
0.534 |
11.5% |
0.175 |
3.8% |
97% |
False |
False |
18,545 |
20 |
4.795 |
4.115 |
0.680 |
14.7% |
0.159 |
3.4% |
76% |
False |
False |
19,254 |
40 |
4.802 |
4.115 |
0.687 |
14.8% |
0.158 |
3.4% |
75% |
False |
False |
16,258 |
60 |
5.013 |
4.115 |
0.898 |
19.4% |
0.151 |
3.3% |
57% |
False |
False |
15,088 |
80 |
6.000 |
4.115 |
1.885 |
40.7% |
0.145 |
3.1% |
27% |
False |
False |
13,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.367 |
2.618 |
5.088 |
1.618 |
4.917 |
1.000 |
4.811 |
0.618 |
4.746 |
HIGH |
4.640 |
0.618 |
4.575 |
0.500 |
4.555 |
0.382 |
4.534 |
LOW |
4.469 |
0.618 |
4.363 |
1.000 |
4.298 |
1.618 |
4.192 |
2.618 |
4.021 |
4.250 |
3.742 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.606 |
4.606 |
PP |
4.580 |
4.580 |
S1 |
4.555 |
4.555 |
|