NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 08-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.214 |
5.246 |
0.032 |
0.6% |
4.817 |
High |
5.355 |
5.381 |
0.026 |
0.5% |
5.330 |
Low |
5.131 |
5.195 |
0.064 |
1.2% |
4.807 |
Close |
5.336 |
5.246 |
-0.090 |
-1.7% |
5.202 |
Range |
0.224 |
0.186 |
-0.038 |
-17.0% |
0.523 |
ATR |
0.155 |
0.157 |
0.002 |
1.4% |
0.000 |
Volume |
11,809 |
12,536 |
727 |
6.2% |
28,036 |
|
Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.832 |
5.725 |
5.348 |
|
R3 |
5.646 |
5.539 |
5.297 |
|
R2 |
5.460 |
5.460 |
5.280 |
|
R1 |
5.353 |
5.353 |
5.263 |
5.339 |
PP |
5.274 |
5.274 |
5.274 |
5.267 |
S1 |
5.167 |
5.167 |
5.229 |
5.153 |
S2 |
5.088 |
5.088 |
5.212 |
|
S3 |
4.902 |
4.981 |
5.195 |
|
S4 |
4.716 |
4.795 |
5.144 |
|
|
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 |
5.381 |
4.818 |
0.563 |
10.7% |
0.209 |
4.0% |
76% |
True |
False |
9,153 |
10 |
5.381 |
4.647 |
0.734 |
14.0% |
0.171 |
3.3% |
82% |
True |
False |
6,892 |
20 |
5.381 |
4.647 |
0.734 |
14.0% |
0.147 |
2.8% |
82% |
True |
False |
6,631 |
40 |
5.381 |
4.647 |
0.734 |
14.0% |
0.138 |
2.6% |
82% |
True |
False |
4,813 |
60 |
5.381 |
4.647 |
0.734 |
14.0% |
0.135 |
2.6% |
82% |
True |
False |
4,039 |
80 |
6.170 |
4.647 |
1.523 |
29.0% |
0.129 |
2.5% |
39% |
False |
False |
3,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.172 |
2.618 |
5.868 |
1.618 |
5.682 |
1.000 |
5.567 |
0.618 |
5.496 |
HIGH |
5.381 |
0.618 |
5.310 |
0.500 |
5.288 |
0.382 |
5.266 |
LOW |
5.195 |
0.618 |
5.080 |
1.000 |
5.009 |
1.618 |
4.894 |
2.618 |
4.708 |
4.250 |
4.405 |
|
|
Fisher Pivots for day following 08-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.288 |
5.240 |
PP |
5.274 |
5.234 |
S1 |
5.260 |
5.228 |
|