NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 15-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.381 |
5.422 |
0.041 |
0.8% |
5.214 |
High |
5.393 |
5.534 |
0.141 |
2.6% |
5.381 |
Low |
5.276 |
5.414 |
0.138 |
2.6% |
5.120 |
Close |
5.381 |
5.527 |
0.146 |
2.7% |
5.228 |
Range |
0.117 |
0.120 |
0.003 |
2.6% |
0.261 |
ATR |
0.152 |
0.152 |
0.000 |
0.1% |
0.000 |
Volume |
6,848 |
13,662 |
6,814 |
99.5% |
56,313 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.852 |
5.809 |
5.593 |
|
R3 |
5.732 |
5.689 |
5.560 |
|
R2 |
5.612 |
5.612 |
5.549 |
|
R1 |
5.569 |
5.569 |
5.538 |
5.591 |
PP |
5.492 |
5.492 |
5.492 |
5.502 |
S1 |
5.449 |
5.449 |
5.516 |
5.471 |
S2 |
5.372 |
5.372 |
5.505 |
|
S3 |
5.252 |
5.329 |
5.494 |
|
S4 |
5.132 |
5.209 |
5.461 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.026 |
5.888 |
5.372 |
|
R3 |
5.765 |
5.627 |
5.300 |
|
R2 |
5.504 |
5.504 |
5.276 |
|
R1 |
5.366 |
5.366 |
5.252 |
5.435 |
PP |
5.243 |
5.243 |
5.243 |
5.278 |
S1 |
5.105 |
5.105 |
5.204 |
5.174 |
S2 |
4.982 |
4.982 |
5.180 |
|
S3 |
4.721 |
4.844 |
5.156 |
|
S4 |
4.460 |
4.583 |
5.084 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.534 |
5.120 |
0.414 |
7.5% |
0.117 |
2.1% |
98% |
True |
False |
10,495 |
10 |
5.534 |
4.818 |
0.716 |
13.0% |
0.163 |
2.9% |
99% |
True |
False |
9,824 |
20 |
5.534 |
4.647 |
0.887 |
16.0% |
0.149 |
2.7% |
99% |
True |
False |
7,471 |
40 |
5.534 |
4.647 |
0.887 |
16.0% |
0.135 |
2.4% |
99% |
True |
False |
5,843 |
60 |
5.534 |
4.647 |
0.887 |
16.0% |
0.137 |
2.5% |
99% |
True |
False |
4,787 |
80 |
5.680 |
4.647 |
1.033 |
18.7% |
0.127 |
2.3% |
85% |
False |
False |
4,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.044 |
2.618 |
5.848 |
1.618 |
5.728 |
1.000 |
5.654 |
0.618 |
5.608 |
HIGH |
5.534 |
0.618 |
5.488 |
0.500 |
5.474 |
0.382 |
5.460 |
LOW |
5.414 |
0.618 |
5.340 |
1.000 |
5.294 |
1.618 |
5.220 |
2.618 |
5.100 |
4.250 |
4.904 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.509 |
5.468 |
PP |
5.492 |
5.408 |
S1 |
5.474 |
5.349 |
|