NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 30-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.091 |
4.955 |
-0.136 |
-2.7% |
5.232 |
High |
5.091 |
4.982 |
-0.109 |
-2.1% |
5.507 |
Low |
4.933 |
4.864 |
-0.069 |
-1.4% |
5.085 |
Close |
4.944 |
4.980 |
0.036 |
0.7% |
5.273 |
Range |
0.158 |
0.118 |
-0.040 |
-25.3% |
0.422 |
ATR |
0.157 |
0.154 |
-0.003 |
-1.8% |
0.000 |
Volume |
6,042 |
11,146 |
5,104 |
84.5% |
33,690 |
|
Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.296 |
5.256 |
5.045 |
|
R3 |
5.178 |
5.138 |
5.012 |
|
R2 |
5.060 |
5.060 |
5.002 |
|
R1 |
5.020 |
5.020 |
4.991 |
5.040 |
PP |
4.942 |
4.942 |
4.942 |
4.952 |
S1 |
4.902 |
4.902 |
4.969 |
4.922 |
S2 |
4.824 |
4.824 |
4.958 |
|
S3 |
4.706 |
4.784 |
4.948 |
|
S4 |
4.588 |
4.666 |
4.915 |
|
|
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 |
4.864 |
0.419 |
8.4% |
0.127 |
2.5% |
28% |
False |
True |
7,381 |
10 |
5.510 |
4.864 |
0.646 |
13.0% |
0.149 |
3.0% |
18% |
False |
True |
6,916 |
20 |
5.534 |
4.864 |
0.670 |
13.5% |
0.156 |
3.1% |
17% |
False |
True |
8,783 |
40 |
5.534 |
4.647 |
0.887 |
17.8% |
0.140 |
2.8% |
38% |
False |
False |
7,103 |
60 |
5.534 |
4.647 |
0.887 |
17.8% |
0.139 |
2.8% |
38% |
False |
False |
5,613 |
80 |
5.534 |
4.647 |
0.887 |
17.8% |
0.134 |
2.7% |
38% |
False |
False |
4,800 |
100 |
6.280 |
4.647 |
1.633 |
32.8% |
0.130 |
2.6% |
20% |
False |
False |
4,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.484 |
2.618 |
5.291 |
1.618 |
5.173 |
1.000 |
5.100 |
0.618 |
5.055 |
HIGH |
4.982 |
0.618 |
4.937 |
0.500 |
4.923 |
0.382 |
4.909 |
LOW |
4.864 |
0.618 |
4.791 |
1.000 |
4.746 |
1.618 |
4.673 |
2.618 |
4.555 |
4.250 |
4.363 |
|
|
Fisher Pivots for day following 30-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.961 |
5.055 |
PP |
4.942 |
5.030 |
S1 |
4.923 |
5.005 |
|