NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 07-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.134 |
5.214 |
0.080 |
1.6% |
4.817 |
High |
5.330 |
5.355 |
0.025 |
0.5% |
5.330 |
Low |
5.075 |
5.131 |
0.056 |
1.1% |
4.807 |
Close |
5.202 |
5.336 |
0.134 |
2.6% |
5.202 |
Range |
0.255 |
0.224 |
-0.031 |
-12.2% |
0.523 |
ATR |
0.150 |
0.155 |
0.005 |
3.5% |
0.000 |
Volume |
11,345 |
11,809 |
464 |
4.1% |
28,036 |
|
Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.946 |
5.865 |
5.459 |
|
R3 |
5.722 |
5.641 |
5.398 |
|
R2 |
5.498 |
5.498 |
5.377 |
|
R1 |
5.417 |
5.417 |
5.357 |
5.458 |
PP |
5.274 |
5.274 |
5.274 |
5.294 |
S1 |
5.193 |
5.193 |
5.315 |
5.234 |
S2 |
5.050 |
5.050 |
5.295 |
|
S3 |
4.826 |
4.969 |
5.274 |
|
S4 |
4.602 |
4.745 |
5.213 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.682 |
6.465 |
5.490 |
|
R3 |
6.159 |
5.942 |
5.346 |
|
R2 |
5.636 |
5.636 |
5.298 |
|
R1 |
5.419 |
5.419 |
5.250 |
5.528 |
PP |
5.113 |
5.113 |
5.113 |
5.167 |
S1 |
4.896 |
4.896 |
5.154 |
5.005 |
S2 |
4.590 |
4.590 |
5.106 |
|
S3 |
4.067 |
4.373 |
5.058 |
|
S4 |
3.544 |
3.850 |
4.914 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.355 |
4.807 |
0.548 |
10.3% |
0.207 |
3.9% |
97% |
True |
False |
7,969 |
10 |
5.355 |
4.647 |
0.708 |
13.3% |
0.161 |
3.0% |
97% |
True |
False |
6,083 |
20 |
5.355 |
4.647 |
0.708 |
13.3% |
0.144 |
2.7% |
97% |
True |
False |
6,320 |
40 |
5.355 |
4.647 |
0.708 |
13.3% |
0.138 |
2.6% |
97% |
True |
False |
4,544 |
60 |
5.355 |
4.647 |
0.708 |
13.3% |
0.133 |
2.5% |
97% |
True |
False |
3,862 |
80 |
6.170 |
4.647 |
1.523 |
28.5% |
0.127 |
2.4% |
45% |
False |
False |
3,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.307 |
2.618 |
5.941 |
1.618 |
5.717 |
1.000 |
5.579 |
0.618 |
5.493 |
HIGH |
5.355 |
0.618 |
5.269 |
0.500 |
5.243 |
0.382 |
5.217 |
LOW |
5.131 |
0.618 |
4.993 |
1.000 |
4.907 |
1.618 |
4.769 |
2.618 |
4.545 |
4.250 |
4.179 |
|
|
Fisher Pivots for day following 07-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.305 |
5.271 |
PP |
5.274 |
5.206 |
S1 |
5.243 |
5.141 |
|