NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 02-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.817 |
4.853 |
0.036 |
0.7% |
4.683 |
High |
4.983 |
4.974 |
-0.009 |
-0.2% |
4.953 |
Low |
4.807 |
4.818 |
0.011 |
0.2% |
4.647 |
Close |
4.817 |
4.968 |
0.151 |
3.1% |
4.915 |
Range |
0.176 |
0.156 |
-0.020 |
-11.4% |
0.306 |
ATR |
0.134 |
0.135 |
0.002 |
1.2% |
0.000 |
Volume |
6,614 |
4,152 |
-2,462 |
-37.2% |
20,994 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.388 |
5.334 |
5.054 |
|
R3 |
5.232 |
5.178 |
5.011 |
|
R2 |
5.076 |
5.076 |
4.997 |
|
R1 |
5.022 |
5.022 |
4.982 |
5.049 |
PP |
4.920 |
4.920 |
4.920 |
4.934 |
S1 |
4.866 |
4.866 |
4.954 |
4.893 |
S2 |
4.764 |
4.764 |
4.939 |
|
S3 |
4.608 |
4.710 |
4.925 |
|
S4 |
4.452 |
4.554 |
4.882 |
|
|
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 |
4.763 |
0.220 |
4.4% |
0.143 |
2.9% |
93% |
False |
False |
4,854 |
10 |
5.000 |
4.647 |
0.353 |
7.1% |
0.135 |
2.7% |
91% |
False |
False |
5,027 |
20 |
5.160 |
4.647 |
0.513 |
10.3% |
0.124 |
2.5% |
63% |
False |
False |
5,422 |
40 |
5.160 |
4.647 |
0.513 |
10.3% |
0.131 |
2.6% |
63% |
False |
False |
4,028 |
60 |
5.332 |
4.647 |
0.685 |
13.8% |
0.126 |
2.5% |
47% |
False |
False |
3,472 |
80 |
6.280 |
4.647 |
1.633 |
32.9% |
0.123 |
2.5% |
20% |
False |
False |
2,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.637 |
2.618 |
5.382 |
1.618 |
5.226 |
1.000 |
5.130 |
0.618 |
5.070 |
HIGH |
4.974 |
0.618 |
4.914 |
0.500 |
4.896 |
0.382 |
4.878 |
LOW |
4.818 |
0.618 |
4.722 |
1.000 |
4.662 |
1.618 |
4.566 |
2.618 |
4.410 |
4.250 |
4.155 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.944 |
4.944 |
PP |
4.920 |
4.919 |
S1 |
4.896 |
4.895 |
|