NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 14-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.883 |
5.039 |
0.156 |
3.2% |
4.984 |
High |
4.983 |
5.193 |
0.210 |
4.2% |
5.147 |
Low |
4.875 |
5.033 |
0.158 |
3.2% |
4.828 |
Close |
4.960 |
5.167 |
0.207 |
4.2% |
4.960 |
Range |
0.108 |
0.160 |
0.052 |
48.1% |
0.319 |
ATR |
0.182 |
0.186 |
0.004 |
2.0% |
0.000 |
Volume |
28,028 |
20,382 |
-7,646 |
-27.3% |
169,625 |
|
Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.611 |
5.549 |
5.255 |
|
R3 |
5.451 |
5.389 |
5.211 |
|
R2 |
5.291 |
5.291 |
5.196 |
|
R1 |
5.229 |
5.229 |
5.182 |
5.260 |
PP |
5.131 |
5.131 |
5.131 |
5.147 |
S1 |
5.069 |
5.069 |
5.152 |
5.100 |
S2 |
4.971 |
4.971 |
5.138 |
|
S3 |
4.811 |
4.909 |
5.123 |
|
S4 |
4.651 |
4.749 |
5.079 |
|
|
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 |
5.193 |
4.828 |
0.365 |
7.1% |
0.160 |
3.1% |
93% |
True |
False |
29,020 |
10 |
5.193 |
4.460 |
0.733 |
14.2% |
0.201 |
3.9% |
96% |
True |
False |
31,196 |
20 |
5.193 |
4.115 |
1.078 |
20.9% |
0.185 |
3.6% |
98% |
True |
False |
25,329 |
40 |
5.193 |
4.115 |
1.078 |
20.9% |
0.166 |
3.2% |
98% |
True |
False |
20,183 |
60 |
5.193 |
4.115 |
1.078 |
20.9% |
0.163 |
3.2% |
98% |
True |
False |
18,425 |
80 |
5.520 |
4.115 |
1.405 |
27.2% |
0.152 |
2.9% |
75% |
False |
False |
16,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.873 |
2.618 |
5.612 |
1.618 |
5.452 |
1.000 |
5.353 |
0.618 |
5.292 |
HIGH |
5.193 |
0.618 |
5.132 |
0.500 |
5.113 |
0.382 |
5.094 |
LOW |
5.033 |
0.618 |
4.934 |
1.000 |
4.873 |
1.618 |
4.774 |
2.618 |
4.614 |
4.250 |
4.353 |
|
|
Fisher Pivots for day following 14-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.149 |
5.115 |
PP |
5.131 |
5.063 |
S1 |
5.113 |
5.011 |
|