NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 01-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.925 |
4.817 |
-0.108 |
-2.2% |
4.683 |
High |
4.953 |
4.983 |
0.030 |
0.6% |
4.953 |
Low |
4.837 |
4.807 |
-0.030 |
-0.6% |
4.647 |
Close |
4.915 |
4.817 |
-0.098 |
-2.0% |
4.915 |
Range |
0.116 |
0.176 |
0.060 |
51.7% |
0.306 |
ATR |
0.130 |
0.134 |
0.003 |
2.5% |
0.000 |
Volume |
5,396 |
6,614 |
1,218 |
22.6% |
20,994 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.397 |
5.283 |
4.914 |
|
R3 |
5.221 |
5.107 |
4.865 |
|
R2 |
5.045 |
5.045 |
4.849 |
|
R1 |
4.931 |
4.931 |
4.833 |
4.905 |
PP |
4.869 |
4.869 |
4.869 |
4.856 |
S1 |
4.755 |
4.755 |
4.801 |
4.729 |
S2 |
4.693 |
4.693 |
4.785 |
|
S3 |
4.517 |
4.579 |
4.769 |
|
S4 |
4.341 |
4.403 |
4.720 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.756 |
5.642 |
5.083 |
|
R3 |
5.450 |
5.336 |
4.999 |
|
R2 |
5.144 |
5.144 |
4.971 |
|
R1 |
5.030 |
5.030 |
4.943 |
5.087 |
PP |
4.838 |
4.838 |
4.838 |
4.867 |
S1 |
4.724 |
4.724 |
4.887 |
4.781 |
S2 |
4.532 |
4.532 |
4.859 |
|
S3 |
4.226 |
4.418 |
4.831 |
|
S4 |
3.920 |
4.112 |
4.747 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.983 |
4.647 |
0.336 |
7.0% |
0.132 |
2.7% |
51% |
True |
False |
4,632 |
10 |
5.127 |
4.647 |
0.480 |
10.0% |
0.136 |
2.8% |
35% |
False |
False |
5,118 |
20 |
5.160 |
4.647 |
0.513 |
10.6% |
0.119 |
2.5% |
33% |
False |
False |
5,327 |
40 |
5.160 |
4.647 |
0.513 |
10.6% |
0.132 |
2.7% |
33% |
False |
False |
3,983 |
60 |
5.332 |
4.647 |
0.685 |
14.2% |
0.125 |
2.6% |
25% |
False |
False |
3,434 |
80 |
6.280 |
4.647 |
1.633 |
33.9% |
0.123 |
2.6% |
10% |
False |
False |
2,933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.731 |
2.618 |
5.444 |
1.618 |
5.268 |
1.000 |
5.159 |
0.618 |
5.092 |
HIGH |
4.983 |
0.618 |
4.916 |
0.500 |
4.895 |
0.382 |
4.874 |
LOW |
4.807 |
0.618 |
4.698 |
1.000 |
4.631 |
1.618 |
4.522 |
2.618 |
4.346 |
4.250 |
4.059 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.895 |
4.876 |
PP |
4.869 |
4.856 |
S1 |
4.843 |
4.837 |
|