NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 29-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.210 |
5.091 |
-0.119 |
-2.3% |
5.232 |
High |
5.245 |
5.091 |
-0.154 |
-2.9% |
5.507 |
Low |
5.120 |
4.933 |
-0.187 |
-3.7% |
5.085 |
Close |
5.129 |
4.944 |
-0.185 |
-3.6% |
5.273 |
Range |
0.125 |
0.158 |
0.033 |
26.4% |
0.422 |
ATR |
0.154 |
0.157 |
0.003 |
2.0% |
0.000 |
Volume |
4,567 |
6,042 |
1,475 |
32.3% |
33,690 |
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.463 |
5.362 |
5.031 |
|
R3 |
5.305 |
5.204 |
4.987 |
|
R2 |
5.147 |
5.147 |
4.973 |
|
R1 |
5.046 |
5.046 |
4.958 |
5.018 |
PP |
4.989 |
4.989 |
4.989 |
4.975 |
S1 |
4.888 |
4.888 |
4.930 |
4.860 |
S2 |
4.831 |
4.831 |
4.915 |
|
S3 |
4.673 |
4.730 |
4.901 |
|
S4 |
4.515 |
4.572 |
4.857 |
|
|
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 |
4.933 |
0.350 |
7.1% |
0.124 |
2.5% |
3% |
False |
True |
6,709 |
10 |
5.511 |
4.933 |
0.578 |
11.7% |
0.153 |
3.1% |
2% |
False |
True |
7,043 |
20 |
5.534 |
4.818 |
0.716 |
14.5% |
0.158 |
3.2% |
18% |
False |
False |
8,433 |
40 |
5.534 |
4.647 |
0.887 |
17.9% |
0.138 |
2.8% |
33% |
False |
False |
6,880 |
60 |
5.534 |
4.647 |
0.887 |
17.9% |
0.141 |
2.8% |
33% |
False |
False |
5,466 |
80 |
5.534 |
4.647 |
0.887 |
17.9% |
0.133 |
2.7% |
33% |
False |
False |
4,684 |
100 |
6.280 |
4.647 |
1.633 |
33.0% |
0.130 |
2.6% |
18% |
False |
False |
4,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.763 |
2.618 |
5.505 |
1.618 |
5.347 |
1.000 |
5.249 |
0.618 |
5.189 |
HIGH |
5.091 |
0.618 |
5.031 |
0.500 |
5.012 |
0.382 |
4.993 |
LOW |
4.933 |
0.618 |
4.835 |
1.000 |
4.775 |
1.618 |
4.677 |
2.618 |
4.519 |
4.250 |
4.262 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.012 |
5.108 |
PP |
4.989 |
5.053 |
S1 |
4.967 |
4.999 |
|