NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 02-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.161 |
5.156 |
-0.005 |
-0.1% |
5.090 |
High |
5.327 |
5.319 |
-0.008 |
-0.2% |
5.291 |
Low |
5.145 |
5.156 |
0.011 |
0.2% |
5.026 |
Close |
5.161 |
5.312 |
0.151 |
2.9% |
5.257 |
Range |
0.182 |
0.163 |
-0.019 |
-10.4% |
0.265 |
ATR |
0.132 |
0.134 |
0.002 |
1.7% |
0.000 |
Volume |
5,632 |
9,235 |
3,603 |
64.0% |
18,019 |
|
Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.751 |
5.695 |
5.402 |
|
R3 |
5.588 |
5.532 |
5.357 |
|
R2 |
5.425 |
5.425 |
5.342 |
|
R1 |
5.369 |
5.369 |
5.327 |
5.397 |
PP |
5.262 |
5.262 |
5.262 |
5.277 |
S1 |
5.206 |
5.206 |
5.297 |
5.234 |
S2 |
5.099 |
5.099 |
5.282 |
|
S3 |
4.936 |
5.043 |
5.267 |
|
S4 |
4.773 |
4.880 |
5.222 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.986 |
5.887 |
5.403 |
|
R3 |
5.721 |
5.622 |
5.330 |
|
R2 |
5.456 |
5.456 |
5.306 |
|
R1 |
5.357 |
5.357 |
5.281 |
5.407 |
PP |
5.191 |
5.191 |
5.191 |
5.216 |
S1 |
5.092 |
5.092 |
5.233 |
5.142 |
S2 |
4.926 |
4.926 |
5.208 |
|
S3 |
4.661 |
4.827 |
5.184 |
|
S4 |
4.396 |
4.562 |
5.111 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.327 |
5.120 |
0.207 |
3.9% |
0.144 |
2.7% |
93% |
False |
False |
5,411 |
10 |
5.375 |
5.026 |
0.349 |
6.6% |
0.133 |
2.5% |
82% |
False |
False |
5,291 |
20 |
5.609 |
5.026 |
0.583 |
11.0% |
0.126 |
2.4% |
49% |
False |
False |
5,642 |
40 |
5.609 |
5.026 |
0.583 |
11.0% |
0.133 |
2.5% |
49% |
False |
False |
4,480 |
60 |
5.750 |
5.026 |
0.724 |
13.6% |
0.130 |
2.4% |
40% |
False |
False |
4,064 |
80 |
6.573 |
5.026 |
1.547 |
29.1% |
0.126 |
2.4% |
18% |
False |
False |
3,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.012 |
2.618 |
5.746 |
1.618 |
5.583 |
1.000 |
5.482 |
0.618 |
5.420 |
HIGH |
5.319 |
0.618 |
5.257 |
0.500 |
5.238 |
0.382 |
5.218 |
LOW |
5.156 |
0.618 |
5.055 |
1.000 |
4.993 |
1.618 |
4.892 |
2.618 |
4.729 |
4.250 |
4.463 |
|
|
Fisher Pivots for day following 02-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.287 |
5.287 |
PP |
5.262 |
5.261 |
S1 |
5.238 |
5.236 |
|