NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 04-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.310 |
5.430 |
0.120 |
2.3% |
5.161 |
High |
5.458 |
5.582 |
0.124 |
2.3% |
5.582 |
Low |
5.270 |
5.394 |
0.124 |
2.4% |
5.145 |
Close |
5.447 |
5.490 |
0.043 |
0.8% |
5.490 |
Range |
0.188 |
0.188 |
0.000 |
0.0% |
0.437 |
ATR |
0.138 |
0.142 |
0.004 |
2.6% |
0.000 |
Volume |
7,863 |
12,796 |
4,933 |
62.7% |
35,526 |
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.053 |
5.959 |
5.593 |
|
R3 |
5.865 |
5.771 |
5.542 |
|
R2 |
5.677 |
5.677 |
5.524 |
|
R1 |
5.583 |
5.583 |
5.507 |
5.630 |
PP |
5.489 |
5.489 |
5.489 |
5.512 |
S1 |
5.395 |
5.395 |
5.473 |
5.442 |
S2 |
5.301 |
5.301 |
5.456 |
|
S3 |
5.113 |
5.207 |
5.438 |
|
S4 |
4.925 |
5.019 |
5.387 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.717 |
6.540 |
5.730 |
|
R3 |
6.280 |
6.103 |
5.610 |
|
R2 |
5.843 |
5.843 |
5.570 |
|
R1 |
5.666 |
5.666 |
5.530 |
5.755 |
PP |
5.406 |
5.406 |
5.406 |
5.450 |
S1 |
5.229 |
5.229 |
5.450 |
5.318 |
S2 |
4.969 |
4.969 |
5.410 |
|
S3 |
4.532 |
4.792 |
5.370 |
|
S4 |
4.095 |
4.355 |
5.250 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.582 |
5.145 |
0.437 |
8.0% |
0.166 |
3.0% |
79% |
True |
False |
8,099 |
10 |
5.582 |
5.026 |
0.556 |
10.1% |
0.142 |
2.6% |
83% |
True |
False |
5,801 |
20 |
5.609 |
5.026 |
0.583 |
10.6% |
0.135 |
2.5% |
80% |
False |
False |
6,331 |
40 |
5.609 |
5.026 |
0.583 |
10.6% |
0.135 |
2.5% |
80% |
False |
False |
4,825 |
60 |
5.610 |
5.026 |
0.584 |
10.6% |
0.131 |
2.4% |
79% |
False |
False |
4,319 |
80 |
6.476 |
5.026 |
1.450 |
26.4% |
0.127 |
2.3% |
32% |
False |
False |
3,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.381 |
2.618 |
6.074 |
1.618 |
5.886 |
1.000 |
5.770 |
0.618 |
5.698 |
HIGH |
5.582 |
0.618 |
5.510 |
0.500 |
5.488 |
0.382 |
5.466 |
LOW |
5.394 |
0.618 |
5.278 |
1.000 |
5.206 |
1.618 |
5.090 |
2.618 |
4.902 |
4.250 |
4.595 |
|
|
Fisher Pivots for day following 04-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.489 |
5.450 |
PP |
5.489 |
5.409 |
S1 |
5.488 |
5.369 |
|