NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 11-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.870 |
4.883 |
0.013 |
0.3% |
4.984 |
High |
4.989 |
4.983 |
-0.006 |
-0.1% |
5.147 |
Low |
4.828 |
4.875 |
0.047 |
1.0% |
4.828 |
Close |
4.841 |
4.960 |
0.119 |
2.5% |
4.960 |
Range |
0.161 |
0.108 |
-0.053 |
-32.9% |
0.319 |
ATR |
0.185 |
0.182 |
-0.003 |
-1.7% |
0.000 |
Volume |
30,961 |
28,028 |
-2,933 |
-9.5% |
169,625 |
|
Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.263 |
5.220 |
5.019 |
|
R3 |
5.155 |
5.112 |
4.990 |
|
R2 |
5.047 |
5.047 |
4.980 |
|
R1 |
5.004 |
5.004 |
4.970 |
5.026 |
PP |
4.939 |
4.939 |
4.939 |
4.950 |
S1 |
4.896 |
4.896 |
4.950 |
4.918 |
S2 |
4.831 |
4.831 |
4.940 |
|
S3 |
4.723 |
4.788 |
4.930 |
|
S4 |
4.615 |
4.680 |
4.901 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.935 |
5.767 |
5.135 |
|
R3 |
5.616 |
5.448 |
5.048 |
|
R2 |
5.297 |
5.297 |
5.018 |
|
R1 |
5.129 |
5.129 |
4.989 |
5.054 |
PP |
4.978 |
4.978 |
4.978 |
4.941 |
S1 |
4.810 |
4.810 |
4.931 |
4.735 |
S2 |
4.659 |
4.659 |
4.902 |
|
S3 |
4.340 |
4.491 |
4.872 |
|
S4 |
4.021 |
4.172 |
4.785 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.147 |
4.828 |
0.319 |
6.4% |
0.184 |
3.7% |
41% |
False |
False |
33,925 |
10 |
5.147 |
4.460 |
0.687 |
13.9% |
0.198 |
4.0% |
73% |
False |
False |
31,198 |
20 |
5.147 |
4.115 |
1.032 |
20.8% |
0.182 |
3.7% |
82% |
False |
False |
25,793 |
40 |
5.147 |
4.115 |
1.032 |
20.8% |
0.165 |
3.3% |
82% |
False |
False |
20,069 |
60 |
5.147 |
4.115 |
1.032 |
20.8% |
0.164 |
3.3% |
82% |
False |
False |
18,149 |
80 |
5.701 |
4.115 |
1.586 |
32.0% |
0.152 |
3.1% |
53% |
False |
False |
16,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.442 |
2.618 |
5.266 |
1.618 |
5.158 |
1.000 |
5.091 |
0.618 |
5.050 |
HIGH |
4.983 |
0.618 |
4.942 |
0.500 |
4.929 |
0.382 |
4.916 |
LOW |
4.875 |
0.618 |
4.808 |
1.000 |
4.767 |
1.618 |
4.700 |
2.618 |
4.592 |
4.250 |
4.416 |
|
|
Fisher Pivots for day following 11-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.950 |
4.949 |
PP |
4.939 |
4.937 |
S1 |
4.929 |
4.926 |
|