NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 16-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.422 |
5.370 |
-0.052 |
-1.0% |
5.214 |
High |
5.534 |
5.511 |
-0.023 |
-0.4% |
5.381 |
Low |
5.414 |
5.356 |
-0.058 |
-1.1% |
5.120 |
Close |
5.527 |
5.370 |
-0.157 |
-2.8% |
5.228 |
Range |
0.120 |
0.155 |
0.035 |
29.2% |
0.261 |
ATR |
0.152 |
0.153 |
0.001 |
0.9% |
0.000 |
Volume |
13,662 |
12,410 |
-1,252 |
-9.2% |
56,313 |
|
Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.877 |
5.779 |
5.455 |
|
R3 |
5.722 |
5.624 |
5.413 |
|
R2 |
5.567 |
5.567 |
5.398 |
|
R1 |
5.469 |
5.469 |
5.384 |
5.448 |
PP |
5.412 |
5.412 |
5.412 |
5.402 |
S1 |
5.314 |
5.314 |
5.356 |
5.293 |
S2 |
5.257 |
5.257 |
5.342 |
|
S3 |
5.102 |
5.159 |
5.327 |
|
S4 |
4.947 |
5.004 |
5.285 |
|
|
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 |
7.7% |
0.124 |
2.3% |
60% |
False |
False |
10,659 |
10 |
5.534 |
4.926 |
0.608 |
11.3% |
0.163 |
3.0% |
73% |
False |
False |
10,650 |
20 |
5.534 |
4.647 |
0.887 |
16.5% |
0.149 |
2.8% |
82% |
False |
False |
7,839 |
40 |
5.534 |
4.647 |
0.887 |
16.5% |
0.136 |
2.5% |
82% |
False |
False |
6,090 |
60 |
5.534 |
4.647 |
0.887 |
16.5% |
0.138 |
2.6% |
82% |
False |
False |
4,943 |
80 |
5.631 |
4.647 |
0.984 |
18.3% |
0.127 |
2.4% |
73% |
False |
False |
4,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.170 |
2.618 |
5.917 |
1.618 |
5.762 |
1.000 |
5.666 |
0.618 |
5.607 |
HIGH |
5.511 |
0.618 |
5.452 |
0.500 |
5.434 |
0.382 |
5.415 |
LOW |
5.356 |
0.618 |
5.260 |
1.000 |
5.201 |
1.618 |
5.105 |
2.618 |
4.950 |
4.250 |
4.697 |
|
|
Fisher Pivots for day following 16-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.434 |
5.405 |
PP |
5.412 |
5.393 |
S1 |
5.391 |
5.382 |
|