NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 18-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.299 |
5.274 |
-0.025 |
-0.5% |
5.039 |
High |
5.300 |
5.310 |
0.010 |
0.2% |
5.345 |
Low |
5.126 |
5.136 |
0.010 |
0.2% |
5.033 |
Close |
5.299 |
5.144 |
-0.155 |
-2.9% |
5.144 |
Range |
0.174 |
0.174 |
0.000 |
0.0% |
0.312 |
ATR |
0.187 |
0.186 |
-0.001 |
-0.5% |
0.000 |
Volume |
23,831 |
28,125 |
4,294 |
18.0% |
134,297 |
|
Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.719 |
5.605 |
5.240 |
|
R3 |
5.545 |
5.431 |
5.192 |
|
R2 |
5.371 |
5.371 |
5.176 |
|
R1 |
5.257 |
5.257 |
5.160 |
5.227 |
PP |
5.197 |
5.197 |
5.197 |
5.182 |
S1 |
5.083 |
5.083 |
5.128 |
5.053 |
S2 |
5.023 |
5.023 |
5.112 |
|
S3 |
4.849 |
4.909 |
5.096 |
|
S4 |
4.675 |
4.735 |
5.048 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.110 |
5.939 |
5.316 |
|
R3 |
5.798 |
5.627 |
5.230 |
|
R2 |
5.486 |
5.486 |
5.201 |
|
R1 |
5.315 |
5.315 |
5.173 |
5.401 |
PP |
5.174 |
5.174 |
5.174 |
5.217 |
S1 |
5.003 |
5.003 |
5.115 |
5.089 |
S2 |
4.862 |
4.862 |
5.087 |
|
S3 |
4.550 |
4.691 |
5.058 |
|
S4 |
4.238 |
4.379 |
4.972 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.345 |
5.033 |
0.312 |
6.1% |
0.178 |
3.5% |
36% |
False |
False |
26,859 |
10 |
5.345 |
4.828 |
0.517 |
10.1% |
0.181 |
3.5% |
61% |
False |
False |
30,392 |
20 |
5.345 |
4.270 |
1.075 |
20.9% |
0.177 |
3.4% |
81% |
False |
False |
26,140 |
40 |
5.345 |
4.115 |
1.230 |
23.9% |
0.171 |
3.3% |
84% |
False |
False |
22,148 |
60 |
5.345 |
4.115 |
1.230 |
23.9% |
0.169 |
3.3% |
84% |
False |
False |
19,348 |
80 |
5.345 |
4.115 |
1.230 |
23.9% |
0.155 |
3.0% |
84% |
False |
False |
17,092 |
100 |
6.000 |
4.115 |
1.885 |
36.6% |
0.152 |
3.0% |
55% |
False |
False |
15,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.050 |
2.618 |
5.766 |
1.618 |
5.592 |
1.000 |
5.484 |
0.618 |
5.418 |
HIGH |
5.310 |
0.618 |
5.244 |
0.500 |
5.223 |
0.382 |
5.202 |
LOW |
5.136 |
0.618 |
5.028 |
1.000 |
4.962 |
1.618 |
4.854 |
2.618 |
4.680 |
4.250 |
4.397 |
|
|
Fisher Pivots for day following 18-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.223 |
5.234 |
PP |
5.197 |
5.204 |
S1 |
5.170 |
5.174 |
|