NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 23-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.146 |
5.220 |
0.074 |
1.4% |
5.381 |
High |
5.226 |
5.260 |
0.034 |
0.7% |
5.534 |
Low |
5.085 |
5.155 |
0.070 |
1.4% |
5.276 |
Close |
5.146 |
5.220 |
0.074 |
1.4% |
5.364 |
Range |
0.141 |
0.105 |
-0.036 |
-25.5% |
0.258 |
ATR |
0.163 |
0.159 |
-0.003 |
-2.1% |
0.000 |
Volume |
6,239 |
7,786 |
1,547 |
24.8% |
46,643 |
|
Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.527 |
5.478 |
5.278 |
|
R3 |
5.422 |
5.373 |
5.249 |
|
R2 |
5.317 |
5.317 |
5.239 |
|
R1 |
5.268 |
5.268 |
5.230 |
5.273 |
PP |
5.212 |
5.212 |
5.212 |
5.214 |
S1 |
5.163 |
5.163 |
5.210 |
5.168 |
S2 |
5.107 |
5.107 |
5.201 |
|
S3 |
5.002 |
5.058 |
5.191 |
|
S4 |
4.897 |
4.953 |
5.162 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.165 |
6.023 |
5.506 |
|
R3 |
5.907 |
5.765 |
5.435 |
|
R2 |
5.649 |
5.649 |
5.411 |
|
R1 |
5.507 |
5.507 |
5.388 |
5.449 |
PP |
5.391 |
5.391 |
5.391 |
5.363 |
S1 |
5.249 |
5.249 |
5.340 |
5.191 |
S2 |
5.133 |
5.133 |
5.317 |
|
S3 |
4.875 |
4.991 |
5.293 |
|
S4 |
4.617 |
4.733 |
5.222 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.510 |
5.085 |
0.425 |
8.1% |
0.172 |
3.3% |
32% |
False |
False |
6,452 |
10 |
5.534 |
5.085 |
0.449 |
8.6% |
0.148 |
2.8% |
30% |
False |
False |
8,556 |
20 |
5.534 |
4.763 |
0.771 |
14.8% |
0.160 |
3.1% |
59% |
False |
False |
8,151 |
40 |
5.534 |
4.647 |
0.887 |
17.0% |
0.142 |
2.7% |
65% |
False |
False |
6,585 |
60 |
5.534 |
4.647 |
0.887 |
17.0% |
0.145 |
2.8% |
65% |
False |
False |
5,269 |
80 |
5.534 |
4.647 |
0.887 |
17.0% |
0.131 |
2.5% |
65% |
False |
False |
4,480 |
100 |
6.280 |
4.647 |
1.633 |
31.3% |
0.130 |
2.5% |
35% |
False |
False |
3,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.706 |
2.618 |
5.535 |
1.618 |
5.430 |
1.000 |
5.365 |
0.618 |
5.325 |
HIGH |
5.260 |
0.618 |
5.220 |
0.500 |
5.208 |
0.382 |
5.195 |
LOW |
5.155 |
0.618 |
5.090 |
1.000 |
5.050 |
1.618 |
4.985 |
2.618 |
4.880 |
4.250 |
4.709 |
|
|
Fisher Pivots for day following 23-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.216 |
5.296 |
PP |
5.212 |
5.271 |
S1 |
5.208 |
5.245 |
|