NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 03-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.156 |
5.310 |
0.154 |
3.0% |
5.090 |
High |
5.319 |
5.458 |
0.139 |
2.6% |
5.291 |
Low |
5.156 |
5.270 |
0.114 |
2.2% |
5.026 |
Close |
5.312 |
5.447 |
0.135 |
2.5% |
5.257 |
Range |
0.163 |
0.188 |
0.025 |
15.3% |
0.265 |
ATR |
0.134 |
0.138 |
0.004 |
2.9% |
0.000 |
Volume |
9,235 |
7,863 |
-1,372 |
-14.9% |
18,019 |
|
Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.956 |
5.889 |
5.550 |
|
R3 |
5.768 |
5.701 |
5.499 |
|
R2 |
5.580 |
5.580 |
5.481 |
|
R1 |
5.513 |
5.513 |
5.464 |
5.547 |
PP |
5.392 |
5.392 |
5.392 |
5.408 |
S1 |
5.325 |
5.325 |
5.430 |
5.359 |
S2 |
5.204 |
5.204 |
5.413 |
|
S3 |
5.016 |
5.137 |
5.395 |
|
S4 |
4.828 |
4.949 |
5.344 |
|
|
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 |
5.458 |
5.128 |
0.330 |
6.1% |
0.154 |
2.8% |
97% |
True |
False |
6,250 |
10 |
5.458 |
5.026 |
0.432 |
7.9% |
0.133 |
2.4% |
97% |
True |
False |
5,174 |
20 |
5.609 |
5.026 |
0.583 |
10.7% |
0.132 |
2.4% |
72% |
False |
False |
5,881 |
40 |
5.609 |
5.026 |
0.583 |
10.7% |
0.134 |
2.5% |
72% |
False |
False |
4,574 |
60 |
5.655 |
5.026 |
0.629 |
11.5% |
0.130 |
2.4% |
67% |
False |
False |
4,165 |
80 |
6.476 |
5.026 |
1.450 |
26.6% |
0.126 |
2.3% |
29% |
False |
False |
3,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.257 |
2.618 |
5.950 |
1.618 |
5.762 |
1.000 |
5.646 |
0.618 |
5.574 |
HIGH |
5.458 |
0.618 |
5.386 |
0.500 |
5.364 |
0.382 |
5.342 |
LOW |
5.270 |
0.618 |
5.154 |
1.000 |
5.082 |
1.618 |
4.966 |
2.618 |
4.778 |
4.250 |
4.471 |
|
|
Fisher Pivots for day following 03-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.419 |
5.399 |
PP |
5.392 |
5.350 |
S1 |
5.364 |
5.302 |
|