NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 28-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.912 |
4.950 |
0.038 |
0.8% |
5.195 |
High |
5.028 |
4.986 |
-0.042 |
-0.8% |
5.310 |
Low |
4.909 |
4.844 |
-0.065 |
-1.3% |
4.847 |
Close |
5.013 |
4.850 |
-0.163 |
-3.3% |
5.013 |
Range |
0.119 |
0.142 |
0.023 |
19.3% |
0.463 |
ATR |
0.184 |
0.183 |
-0.001 |
-0.6% |
0.000 |
Volume |
15,278 |
13,046 |
-2,232 |
-14.6% |
111,753 |
|
Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.319 |
5.227 |
4.928 |
|
R3 |
5.177 |
5.085 |
4.889 |
|
R2 |
5.035 |
5.035 |
4.876 |
|
R1 |
4.943 |
4.943 |
4.863 |
4.918 |
PP |
4.893 |
4.893 |
4.893 |
4.881 |
S1 |
4.801 |
4.801 |
4.837 |
4.776 |
S2 |
4.751 |
4.751 |
4.824 |
|
S3 |
4.609 |
4.659 |
4.811 |
|
S4 |
4.467 |
4.517 |
4.772 |
|
|
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 |
5.075 |
4.844 |
0.231 |
4.8% |
0.147 |
3.0% |
3% |
False |
True |
19,813 |
10 |
5.345 |
4.844 |
0.501 |
10.3% |
0.181 |
3.7% |
1% |
False |
True |
23,871 |
20 |
5.345 |
4.460 |
0.885 |
18.2% |
0.191 |
3.9% |
44% |
False |
False |
27,533 |
40 |
5.345 |
4.115 |
1.230 |
25.4% |
0.170 |
3.5% |
60% |
False |
False |
23,044 |
60 |
5.345 |
4.115 |
1.230 |
25.4% |
0.171 |
3.5% |
60% |
False |
False |
20,033 |
80 |
5.345 |
4.115 |
1.230 |
25.4% |
0.159 |
3.3% |
60% |
False |
False |
17,978 |
100 |
6.000 |
4.115 |
1.885 |
38.9% |
0.155 |
3.2% |
39% |
False |
False |
16,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.590 |
2.618 |
5.358 |
1.618 |
5.216 |
1.000 |
5.128 |
0.618 |
5.074 |
HIGH |
4.986 |
0.618 |
4.932 |
0.500 |
4.915 |
0.382 |
4.898 |
LOW |
4.844 |
0.618 |
4.756 |
1.000 |
4.702 |
1.618 |
4.614 |
2.618 |
4.472 |
4.250 |
4.241 |
|
|
Fisher Pivots for day following 28-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.915 |
4.936 |
PP |
4.893 |
4.907 |
S1 |
4.872 |
4.879 |
|