NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 08-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.984 |
5.000 |
0.016 |
0.3% |
4.476 |
High |
5.106 |
5.147 |
0.041 |
0.8% |
5.089 |
Low |
4.829 |
4.934 |
0.105 |
2.2% |
4.460 |
Close |
5.084 |
5.000 |
-0.084 |
-1.7% |
4.940 |
Range |
0.277 |
0.213 |
-0.064 |
-23.1% |
0.629 |
ATR |
0.187 |
0.189 |
0.002 |
1.0% |
0.000 |
Volume |
44,905 |
31,880 |
-13,025 |
-29.0% |
121,953 |
|
Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.666 |
5.546 |
5.117 |
|
R3 |
5.453 |
5.333 |
5.059 |
|
R2 |
5.240 |
5.240 |
5.039 |
|
R1 |
5.120 |
5.120 |
5.020 |
5.107 |
PP |
5.027 |
5.027 |
5.027 |
5.020 |
S1 |
4.907 |
4.907 |
4.980 |
4.894 |
S2 |
4.814 |
4.814 |
4.961 |
|
S3 |
4.601 |
4.694 |
4.941 |
|
S4 |
4.388 |
4.481 |
4.883 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.717 |
6.457 |
5.286 |
|
R3 |
6.088 |
5.828 |
5.113 |
|
R2 |
5.459 |
5.459 |
5.055 |
|
R1 |
5.199 |
5.199 |
4.998 |
5.329 |
PP |
4.830 |
4.830 |
4.830 |
4.895 |
S1 |
4.570 |
4.570 |
4.882 |
4.700 |
S2 |
4.201 |
4.201 |
4.825 |
|
S3 |
3.572 |
3.941 |
4.767 |
|
S4 |
2.943 |
3.312 |
4.594 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.147 |
4.469 |
0.678 |
13.6% |
0.247 |
4.9% |
78% |
True |
False |
35,571 |
10 |
5.147 |
4.270 |
0.877 |
17.5% |
0.199 |
4.0% |
83% |
True |
False |
26,364 |
20 |
5.147 |
4.115 |
1.032 |
20.6% |
0.181 |
3.6% |
86% |
True |
False |
24,154 |
40 |
5.147 |
4.115 |
1.032 |
20.6% |
0.167 |
3.3% |
86% |
True |
False |
18,833 |
60 |
5.147 |
4.115 |
1.032 |
20.6% |
0.161 |
3.2% |
86% |
True |
False |
16,911 |
80 |
5.885 |
4.115 |
1.770 |
35.4% |
0.151 |
3.0% |
50% |
False |
False |
15,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.052 |
2.618 |
5.705 |
1.618 |
5.492 |
1.000 |
5.360 |
0.618 |
5.279 |
HIGH |
5.147 |
0.618 |
5.066 |
0.500 |
5.041 |
0.382 |
5.015 |
LOW |
4.934 |
0.618 |
4.802 |
1.000 |
4.721 |
1.618 |
4.589 |
2.618 |
4.376 |
4.250 |
4.029 |
|
|
Fisher Pivots for day following 08-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.041 |
4.987 |
PP |
5.027 |
4.973 |
S1 |
5.014 |
4.960 |
|