NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 10-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.981 |
4.870 |
-0.111 |
-2.2% |
4.476 |
High |
5.023 |
4.989 |
-0.034 |
-0.7% |
5.089 |
Low |
4.863 |
4.828 |
-0.035 |
-0.7% |
4.460 |
Close |
4.875 |
4.841 |
-0.034 |
-0.7% |
4.940 |
Range |
0.160 |
0.161 |
0.001 |
0.6% |
0.629 |
ATR |
0.187 |
0.185 |
-0.002 |
-1.0% |
0.000 |
Volume |
33,851 |
30,961 |
-2,890 |
-8.5% |
121,953 |
|
Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.369 |
5.266 |
4.930 |
|
R3 |
5.208 |
5.105 |
4.885 |
|
R2 |
5.047 |
5.047 |
4.871 |
|
R1 |
4.944 |
4.944 |
4.856 |
4.915 |
PP |
4.886 |
4.886 |
4.886 |
4.872 |
S1 |
4.783 |
4.783 |
4.826 |
4.754 |
S2 |
4.725 |
4.725 |
4.811 |
|
S3 |
4.564 |
4.622 |
4.797 |
|
S4 |
4.403 |
4.461 |
4.752 |
|
|
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 |
4.773 |
0.374 |
7.7% |
0.225 |
4.7% |
18% |
False |
False |
39,075 |
10 |
5.147 |
4.394 |
0.753 |
15.6% |
0.204 |
4.2% |
59% |
False |
False |
30,055 |
20 |
5.147 |
4.115 |
1.032 |
21.3% |
0.186 |
3.8% |
70% |
False |
False |
25,531 |
40 |
5.147 |
4.115 |
1.032 |
21.3% |
0.168 |
3.5% |
70% |
False |
False |
19,754 |
60 |
5.147 |
4.115 |
1.032 |
21.3% |
0.164 |
3.4% |
70% |
False |
False |
17,781 |
80 |
5.750 |
4.115 |
1.635 |
33.8% |
0.151 |
3.1% |
44% |
False |
False |
15,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.673 |
2.618 |
5.410 |
1.618 |
5.249 |
1.000 |
5.150 |
0.618 |
5.088 |
HIGH |
4.989 |
0.618 |
4.927 |
0.500 |
4.909 |
0.382 |
4.890 |
LOW |
4.828 |
0.618 |
4.729 |
1.000 |
4.667 |
1.618 |
4.568 |
2.618 |
4.407 |
4.250 |
4.144 |
|
|
Fisher Pivots for day following 10-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.909 |
4.988 |
PP |
4.886 |
4.939 |
S1 |
4.864 |
4.890 |
|