NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 28-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.180 |
5.210 |
0.030 |
0.6% |
5.232 |
High |
5.283 |
5.245 |
-0.038 |
-0.7% |
5.507 |
Low |
5.165 |
5.120 |
-0.045 |
-0.9% |
5.085 |
Close |
5.273 |
5.129 |
-0.144 |
-2.7% |
5.273 |
Range |
0.118 |
0.125 |
0.007 |
5.9% |
0.422 |
ATR |
0.154 |
0.154 |
0.000 |
0.0% |
0.000 |
Volume |
6,067 |
4,567 |
-1,500 |
-24.7% |
33,690 |
|
Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.540 |
5.459 |
5.198 |
|
R3 |
5.415 |
5.334 |
5.163 |
|
R2 |
5.290 |
5.290 |
5.152 |
|
R1 |
5.209 |
5.209 |
5.140 |
5.187 |
PP |
5.165 |
5.165 |
5.165 |
5.154 |
S1 |
5.084 |
5.084 |
5.118 |
5.062 |
S2 |
5.040 |
5.040 |
5.106 |
|
S3 |
4.915 |
4.959 |
5.095 |
|
S4 |
4.790 |
4.834 |
5.060 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.554 |
6.336 |
5.505 |
|
R3 |
6.132 |
5.914 |
5.389 |
|
R2 |
5.710 |
5.710 |
5.350 |
|
R1 |
5.492 |
5.492 |
5.312 |
5.601 |
PP |
5.288 |
5.288 |
5.288 |
5.343 |
S1 |
5.070 |
5.070 |
5.234 |
5.179 |
S2 |
4.866 |
4.866 |
5.196 |
|
S3 |
4.444 |
4.648 |
5.157 |
|
S4 |
4.022 |
4.226 |
5.041 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.283 |
5.085 |
0.198 |
3.9% |
0.121 |
2.4% |
22% |
False |
False |
6,748 |
10 |
5.534 |
5.085 |
0.449 |
8.8% |
0.149 |
2.9% |
10% |
False |
False |
7,805 |
20 |
5.534 |
4.807 |
0.727 |
14.2% |
0.159 |
3.1% |
44% |
False |
False |
8,462 |
40 |
5.534 |
4.647 |
0.887 |
17.3% |
0.137 |
2.7% |
54% |
False |
False |
6,815 |
60 |
5.534 |
4.647 |
0.887 |
17.3% |
0.142 |
2.8% |
54% |
False |
False |
5,443 |
80 |
5.534 |
4.647 |
0.887 |
17.3% |
0.132 |
2.6% |
54% |
False |
False |
4,639 |
100 |
6.280 |
4.647 |
1.633 |
31.8% |
0.130 |
2.5% |
30% |
False |
False |
3,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.776 |
2.618 |
5.572 |
1.618 |
5.447 |
1.000 |
5.370 |
0.618 |
5.322 |
HIGH |
5.245 |
0.618 |
5.197 |
0.500 |
5.183 |
0.382 |
5.168 |
LOW |
5.120 |
0.618 |
5.043 |
1.000 |
4.995 |
1.618 |
4.918 |
2.618 |
4.793 |
4.250 |
4.589 |
|
|
Fisher Pivots for day following 28-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.183 |
5.202 |
PP |
5.165 |
5.177 |
S1 |
5.147 |
5.153 |
|