NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 03-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.490 |
4.659 |
0.169 |
3.8% |
4.351 |
High |
4.640 |
4.850 |
0.210 |
4.5% |
4.622 |
Low |
4.469 |
4.592 |
0.123 |
2.8% |
4.270 |
Close |
4.631 |
4.841 |
0.210 |
4.5% |
4.572 |
Range |
0.171 |
0.258 |
0.087 |
50.9% |
0.352 |
ATR |
0.163 |
0.170 |
0.007 |
4.1% |
0.000 |
Volume |
18,686 |
28,602 |
9,916 |
53.1% |
78,583 |
|
Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.535 |
5.446 |
4.983 |
|
R3 |
5.277 |
5.188 |
4.912 |
|
R2 |
5.019 |
5.019 |
4.888 |
|
R1 |
4.930 |
4.930 |
4.865 |
4.975 |
PP |
4.761 |
4.761 |
4.761 |
4.783 |
S1 |
4.672 |
4.672 |
4.817 |
4.717 |
S2 |
4.503 |
4.503 |
4.794 |
|
S3 |
4.245 |
4.414 |
4.770 |
|
S4 |
3.987 |
4.156 |
4.699 |
|
|
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 |
4.850 |
4.394 |
0.456 |
9.4% |
0.183 |
3.8% |
98% |
True |
False |
21,035 |
10 |
4.850 |
4.115 |
0.735 |
15.2% |
0.182 |
3.8% |
99% |
True |
False |
18,466 |
20 |
4.850 |
4.115 |
0.735 |
15.2% |
0.167 |
3.4% |
99% |
True |
False |
20,112 |
40 |
4.850 |
4.115 |
0.735 |
15.2% |
0.161 |
3.3% |
99% |
True |
False |
16,550 |
60 |
5.005 |
4.115 |
0.890 |
18.4% |
0.154 |
3.2% |
82% |
False |
False |
15,405 |
80 |
5.885 |
4.115 |
1.770 |
36.6% |
0.146 |
3.0% |
41% |
False |
False |
13,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.947 |
2.618 |
5.525 |
1.618 |
5.267 |
1.000 |
5.108 |
0.618 |
5.009 |
HIGH |
4.850 |
0.618 |
4.751 |
0.500 |
4.721 |
0.382 |
4.691 |
LOW |
4.592 |
0.618 |
4.433 |
1.000 |
4.334 |
1.618 |
4.175 |
2.618 |
3.917 |
4.250 |
3.496 |
|
|
Fisher Pivots for day following 03-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.801 |
4.779 |
PP |
4.761 |
4.717 |
S1 |
4.721 |
4.655 |
|