NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 08-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.515 |
5.640 |
0.125 |
2.3% |
5.161 |
High |
5.611 |
5.655 |
0.044 |
0.8% |
5.582 |
Low |
5.434 |
5.474 |
0.040 |
0.7% |
5.145 |
Close |
5.605 |
5.521 |
-0.084 |
-1.5% |
5.490 |
Range |
0.177 |
0.181 |
0.004 |
2.3% |
0.437 |
ATR |
0.144 |
0.147 |
0.003 |
1.8% |
0.000 |
Volume |
12,518 |
7,592 |
-4,926 |
-39.4% |
35,526 |
|
Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.093 |
5.988 |
5.621 |
|
R3 |
5.912 |
5.807 |
5.571 |
|
R2 |
5.731 |
5.731 |
5.554 |
|
R1 |
5.626 |
5.626 |
5.538 |
5.588 |
PP |
5.550 |
5.550 |
5.550 |
5.531 |
S1 |
5.445 |
5.445 |
5.504 |
5.407 |
S2 |
5.369 |
5.369 |
5.488 |
|
S3 |
5.188 |
5.264 |
5.471 |
|
S4 |
5.007 |
5.083 |
5.421 |
|
|
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 |
5.655 |
5.156 |
0.499 |
9.0% |
0.179 |
3.2% |
73% |
True |
False |
10,000 |
10 |
5.655 |
5.026 |
0.629 |
11.4% |
0.155 |
2.8% |
79% |
True |
False |
7,063 |
20 |
5.655 |
5.026 |
0.629 |
11.4% |
0.139 |
2.5% |
79% |
True |
False |
6,814 |
40 |
5.655 |
5.026 |
0.629 |
11.4% |
0.135 |
2.4% |
79% |
True |
False |
5,178 |
60 |
5.655 |
5.026 |
0.629 |
11.4% |
0.135 |
2.4% |
79% |
True |
False |
4,556 |
80 |
6.476 |
5.026 |
1.450 |
26.3% |
0.129 |
2.3% |
34% |
False |
False |
3,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.424 |
2.618 |
6.129 |
1.618 |
5.948 |
1.000 |
5.836 |
0.618 |
5.767 |
HIGH |
5.655 |
0.618 |
5.586 |
0.500 |
5.565 |
0.382 |
5.543 |
LOW |
5.474 |
0.618 |
5.362 |
1.000 |
5.293 |
1.618 |
5.181 |
2.618 |
5.000 |
4.250 |
4.705 |
|
|
Fisher Pivots for day following 08-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.565 |
5.525 |
PP |
5.550 |
5.523 |
S1 |
5.536 |
5.522 |
|