NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 03-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.853 |
4.969 |
0.116 |
2.4% |
4.683 |
High |
4.974 |
5.148 |
0.174 |
3.5% |
4.953 |
Low |
4.818 |
4.926 |
0.108 |
2.2% |
4.647 |
Close |
4.968 |
5.138 |
0.170 |
3.4% |
4.915 |
Range |
0.156 |
0.222 |
0.066 |
42.3% |
0.306 |
ATR |
0.135 |
0.142 |
0.006 |
4.6% |
0.000 |
Volume |
4,152 |
5,925 |
1,773 |
42.7% |
20,994 |
|
Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.737 |
5.659 |
5.260 |
|
R3 |
5.515 |
5.437 |
5.199 |
|
R2 |
5.293 |
5.293 |
5.179 |
|
R1 |
5.215 |
5.215 |
5.158 |
5.254 |
PP |
5.071 |
5.071 |
5.071 |
5.090 |
S1 |
4.993 |
4.993 |
5.118 |
5.032 |
S2 |
4.849 |
4.849 |
5.097 |
|
S3 |
4.627 |
4.771 |
5.077 |
|
S4 |
4.405 |
4.549 |
5.016 |
|
|
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 |
5.148 |
4.769 |
0.379 |
7.4% |
0.161 |
3.1% |
97% |
True |
False |
5,274 |
10 |
5.148 |
4.647 |
0.501 |
9.8% |
0.138 |
2.7% |
98% |
True |
False |
4,893 |
20 |
5.160 |
4.647 |
0.513 |
10.0% |
0.131 |
2.6% |
96% |
False |
False |
5,592 |
40 |
5.160 |
4.647 |
0.513 |
10.0% |
0.133 |
2.6% |
96% |
False |
False |
4,083 |
60 |
5.300 |
4.647 |
0.653 |
12.7% |
0.128 |
2.5% |
75% |
False |
False |
3,541 |
80 |
6.170 |
4.647 |
1.523 |
29.6% |
0.123 |
2.4% |
32% |
False |
False |
3,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.092 |
2.618 |
5.729 |
1.618 |
5.507 |
1.000 |
5.370 |
0.618 |
5.285 |
HIGH |
5.148 |
0.618 |
5.063 |
0.500 |
5.037 |
0.382 |
5.011 |
LOW |
4.926 |
0.618 |
4.789 |
1.000 |
4.704 |
1.618 |
4.567 |
2.618 |
4.345 |
4.250 |
3.983 |
|
|
Fisher Pivots for day following 03-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.104 |
5.085 |
PP |
5.071 |
5.031 |
S1 |
5.037 |
4.978 |
|