NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 07-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.430 |
5.515 |
0.085 |
1.6% |
5.161 |
High |
5.582 |
5.611 |
0.029 |
0.5% |
5.582 |
Low |
5.394 |
5.434 |
0.040 |
0.7% |
5.145 |
Close |
5.490 |
5.605 |
0.115 |
2.1% |
5.490 |
Range |
0.188 |
0.177 |
-0.011 |
-5.9% |
0.437 |
ATR |
0.142 |
0.144 |
0.003 |
1.8% |
0.000 |
Volume |
12,796 |
12,518 |
-278 |
-2.2% |
35,526 |
|
Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.081 |
6.020 |
5.702 |
|
R3 |
5.904 |
5.843 |
5.654 |
|
R2 |
5.727 |
5.727 |
5.637 |
|
R1 |
5.666 |
5.666 |
5.621 |
5.697 |
PP |
5.550 |
5.550 |
5.550 |
5.565 |
S1 |
5.489 |
5.489 |
5.589 |
5.520 |
S2 |
5.373 |
5.373 |
5.573 |
|
S3 |
5.196 |
5.312 |
5.556 |
|
S4 |
5.019 |
5.135 |
5.508 |
|
|
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 |
5.611 |
5.145 |
0.466 |
8.3% |
0.180 |
3.2% |
99% |
True |
False |
9,608 |
10 |
5.611 |
5.026 |
0.585 |
10.4% |
0.147 |
2.6% |
99% |
True |
False |
6,606 |
20 |
5.611 |
5.026 |
0.585 |
10.4% |
0.138 |
2.5% |
99% |
True |
False |
6,715 |
40 |
5.611 |
5.026 |
0.585 |
10.4% |
0.136 |
2.4% |
99% |
True |
False |
5,047 |
60 |
5.611 |
5.026 |
0.585 |
10.4% |
0.133 |
2.4% |
99% |
True |
False |
4,475 |
80 |
6.476 |
5.026 |
1.450 |
25.9% |
0.128 |
2.3% |
40% |
False |
False |
3,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.363 |
2.618 |
6.074 |
1.618 |
5.897 |
1.000 |
5.788 |
0.618 |
5.720 |
HIGH |
5.611 |
0.618 |
5.543 |
0.500 |
5.523 |
0.382 |
5.502 |
LOW |
5.434 |
0.618 |
5.325 |
1.000 |
5.257 |
1.618 |
5.148 |
2.618 |
4.971 |
4.250 |
4.682 |
|
|
Fisher Pivots for day following 07-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.578 |
5.550 |
PP |
5.550 |
5.495 |
S1 |
5.523 |
5.441 |
|