NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 24-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.220 |
5.220 |
0.000 |
0.0% |
5.381 |
High |
5.260 |
5.254 |
-0.006 |
-0.1% |
5.534 |
Low |
5.155 |
5.139 |
-0.016 |
-0.3% |
5.276 |
Close |
5.220 |
5.180 |
-0.040 |
-0.8% |
5.364 |
Range |
0.105 |
0.115 |
0.010 |
9.5% |
0.258 |
ATR |
0.159 |
0.156 |
-0.003 |
-2.0% |
0.000 |
Volume |
7,786 |
9,084 |
1,298 |
16.7% |
46,643 |
|
Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.536 |
5.473 |
5.243 |
|
R3 |
5.421 |
5.358 |
5.212 |
|
R2 |
5.306 |
5.306 |
5.201 |
|
R1 |
5.243 |
5.243 |
5.191 |
5.217 |
PP |
5.191 |
5.191 |
5.191 |
5.178 |
S1 |
5.128 |
5.128 |
5.169 |
5.102 |
S2 |
5.076 |
5.076 |
5.159 |
|
S3 |
4.961 |
5.013 |
5.148 |
|
S4 |
4.846 |
4.898 |
5.117 |
|
|
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 |
8.2% |
0.165 |
3.2% |
22% |
False |
False |
6,703 |
10 |
5.534 |
5.085 |
0.449 |
8.7% |
0.144 |
2.8% |
21% |
False |
False |
8,435 |
20 |
5.534 |
4.769 |
0.765 |
14.8% |
0.159 |
3.1% |
54% |
False |
False |
8,414 |
40 |
5.534 |
4.647 |
0.887 |
17.1% |
0.142 |
2.7% |
60% |
False |
False |
6,754 |
60 |
5.534 |
4.647 |
0.887 |
17.1% |
0.145 |
2.8% |
60% |
False |
False |
5,371 |
80 |
5.534 |
4.647 |
0.887 |
17.1% |
0.132 |
2.5% |
60% |
False |
False |
4,565 |
100 |
6.280 |
4.647 |
1.633 |
31.5% |
0.130 |
2.5% |
33% |
False |
False |
3,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.743 |
2.618 |
5.555 |
1.618 |
5.440 |
1.000 |
5.369 |
0.618 |
5.325 |
HIGH |
5.254 |
0.618 |
5.210 |
0.500 |
5.197 |
0.382 |
5.183 |
LOW |
5.139 |
0.618 |
5.068 |
1.000 |
5.024 |
1.618 |
4.953 |
2.618 |
4.838 |
4.250 |
4.650 |
|
|
Fisher Pivots for day following 24-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.197 |
5.178 |
PP |
5.191 |
5.175 |
S1 |
5.186 |
5.173 |
|