NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 09-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.246 |
5.164 |
-0.082 |
-1.6% |
4.817 |
High |
5.381 |
5.265 |
-0.116 |
-2.2% |
5.330 |
Low |
5.195 |
5.146 |
-0.049 |
-0.9% |
4.807 |
Close |
5.246 |
5.164 |
-0.082 |
-1.6% |
5.202 |
Range |
0.186 |
0.119 |
-0.067 |
-36.0% |
0.523 |
ATR |
0.157 |
0.154 |
-0.003 |
-1.7% |
0.000 |
Volume |
12,536 |
11,589 |
-947 |
-7.6% |
28,036 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.549 |
5.475 |
5.229 |
|
R3 |
5.430 |
5.356 |
5.197 |
|
R2 |
5.311 |
5.311 |
5.186 |
|
R1 |
5.237 |
5.237 |
5.175 |
5.224 |
PP |
5.192 |
5.192 |
5.192 |
5.185 |
S1 |
5.118 |
5.118 |
5.153 |
5.105 |
S2 |
5.073 |
5.073 |
5.142 |
|
S3 |
4.954 |
4.999 |
5.131 |
|
S4 |
4.835 |
4.880 |
5.099 |
|
|
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 |
4.926 |
0.455 |
8.8% |
0.201 |
3.9% |
52% |
False |
False |
10,640 |
10 |
5.381 |
4.763 |
0.618 |
12.0% |
0.172 |
3.3% |
65% |
False |
False |
7,747 |
20 |
5.381 |
4.647 |
0.734 |
14.2% |
0.149 |
2.9% |
70% |
False |
False |
6,934 |
40 |
5.381 |
4.647 |
0.734 |
14.2% |
0.137 |
2.7% |
70% |
False |
False |
5,065 |
60 |
5.381 |
4.647 |
0.734 |
14.2% |
0.136 |
2.6% |
70% |
False |
False |
4,213 |
80 |
6.170 |
4.647 |
1.523 |
29.5% |
0.127 |
2.5% |
34% |
False |
False |
3,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.771 |
2.618 |
5.577 |
1.618 |
5.458 |
1.000 |
5.384 |
0.618 |
5.339 |
HIGH |
5.265 |
0.618 |
5.220 |
0.500 |
5.206 |
0.382 |
5.191 |
LOW |
5.146 |
0.618 |
5.072 |
1.000 |
5.027 |
1.618 |
4.953 |
2.618 |
4.834 |
4.250 |
4.640 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.206 |
5.256 |
PP |
5.192 |
5.225 |
S1 |
5.178 |
5.195 |
|