NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 17-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.310 |
5.299 |
-0.011 |
-0.2% |
4.984 |
High |
5.345 |
5.300 |
-0.045 |
-0.8% |
5.147 |
Low |
5.122 |
5.126 |
0.004 |
0.1% |
4.828 |
Close |
5.138 |
5.299 |
0.161 |
3.1% |
4.960 |
Range |
0.223 |
0.174 |
-0.049 |
-22.0% |
0.319 |
ATR |
0.188 |
0.187 |
-0.001 |
-0.5% |
0.000 |
Volume |
33,252 |
23,831 |
-9,421 |
-28.3% |
169,625 |
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.764 |
5.705 |
5.395 |
|
R3 |
5.590 |
5.531 |
5.347 |
|
R2 |
5.416 |
5.416 |
5.331 |
|
R1 |
5.357 |
5.357 |
5.315 |
5.386 |
PP |
5.242 |
5.242 |
5.242 |
5.256 |
S1 |
5.183 |
5.183 |
5.283 |
5.212 |
S2 |
5.068 |
5.068 |
5.267 |
|
S3 |
4.894 |
5.009 |
5.251 |
|
S4 |
4.720 |
4.835 |
5.203 |
|
|
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 |
5.345 |
4.875 |
0.470 |
8.9% |
0.165 |
3.1% |
90% |
False |
False |
26,840 |
10 |
5.345 |
4.773 |
0.572 |
10.8% |
0.195 |
3.7% |
92% |
False |
False |
32,957 |
20 |
5.345 |
4.115 |
1.230 |
23.2% |
0.189 |
3.6% |
96% |
False |
False |
25,712 |
40 |
5.345 |
4.115 |
1.230 |
23.2% |
0.172 |
3.2% |
96% |
False |
False |
21,618 |
60 |
5.345 |
4.115 |
1.230 |
23.2% |
0.167 |
3.2% |
96% |
False |
False |
19,069 |
80 |
5.345 |
4.115 |
1.230 |
23.2% |
0.154 |
2.9% |
96% |
False |
False |
16,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.040 |
2.618 |
5.756 |
1.618 |
5.582 |
1.000 |
5.474 |
0.618 |
5.408 |
HIGH |
5.300 |
0.618 |
5.234 |
0.500 |
5.213 |
0.382 |
5.192 |
LOW |
5.126 |
0.618 |
5.018 |
1.000 |
4.952 |
1.618 |
4.844 |
2.618 |
4.670 |
4.250 |
4.387 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.270 |
5.277 |
PP |
5.242 |
5.255 |
S1 |
5.213 |
5.234 |
|