NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 25-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.953 |
4.912 |
-0.041 |
-0.8% |
5.195 |
High |
5.008 |
5.028 |
0.020 |
0.4% |
5.310 |
Low |
4.872 |
4.909 |
0.037 |
0.8% |
4.847 |
Close |
4.913 |
5.013 |
0.100 |
2.0% |
5.013 |
Range |
0.136 |
0.119 |
-0.017 |
-12.5% |
0.463 |
ATR |
0.189 |
0.184 |
-0.005 |
-2.7% |
0.000 |
Volume |
24,011 |
15,278 |
-8,733 |
-36.4% |
111,753 |
|
Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.340 |
5.296 |
5.078 |
|
R3 |
5.221 |
5.177 |
5.046 |
|
R2 |
5.102 |
5.102 |
5.035 |
|
R1 |
5.058 |
5.058 |
5.024 |
5.080 |
PP |
4.983 |
4.983 |
4.983 |
4.995 |
S1 |
4.939 |
4.939 |
5.002 |
4.961 |
S2 |
4.864 |
4.864 |
4.991 |
|
S3 |
4.745 |
4.820 |
4.980 |
|
S4 |
4.626 |
4.701 |
4.948 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.446 |
6.192 |
5.268 |
|
R3 |
5.983 |
5.729 |
5.140 |
|
R2 |
5.520 |
5.520 |
5.098 |
|
R1 |
5.266 |
5.266 |
5.055 |
5.162 |
PP |
5.057 |
5.057 |
5.057 |
5.004 |
S1 |
4.803 |
4.803 |
4.971 |
4.699 |
S2 |
4.594 |
4.594 |
4.928 |
|
S3 |
4.131 |
4.340 |
4.886 |
|
S4 |
3.668 |
3.877 |
4.758 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.310 |
4.847 |
0.463 |
9.2% |
0.188 |
3.7% |
36% |
False |
False |
22,350 |
10 |
5.345 |
4.847 |
0.498 |
9.9% |
0.183 |
3.7% |
33% |
False |
False |
24,605 |
20 |
5.345 |
4.460 |
0.885 |
17.7% |
0.191 |
3.8% |
62% |
False |
False |
27,901 |
40 |
5.345 |
4.115 |
1.230 |
24.5% |
0.171 |
3.4% |
73% |
False |
False |
23,422 |
60 |
5.345 |
4.115 |
1.230 |
24.5% |
0.174 |
3.5% |
73% |
False |
False |
20,118 |
80 |
5.345 |
4.115 |
1.230 |
24.5% |
0.160 |
3.2% |
73% |
False |
False |
17,965 |
100 |
6.000 |
4.115 |
1.885 |
37.6% |
0.154 |
3.1% |
48% |
False |
False |
16,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.534 |
2.618 |
5.340 |
1.618 |
5.221 |
1.000 |
5.147 |
0.618 |
5.102 |
HIGH |
5.028 |
0.618 |
4.983 |
0.500 |
4.969 |
0.382 |
4.954 |
LOW |
4.909 |
0.618 |
4.835 |
1.000 |
4.790 |
1.618 |
4.716 |
2.618 |
4.597 |
4.250 |
4.403 |
|
|
Fisher Pivots for day following 25-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.998 |
4.992 |
PP |
4.983 |
4.971 |
S1 |
4.969 |
4.950 |
|