NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 09-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.640 |
5.474 |
-0.166 |
-2.9% |
5.161 |
High |
5.655 |
5.552 |
-0.103 |
-1.8% |
5.582 |
Low |
5.474 |
5.453 |
-0.021 |
-0.4% |
5.145 |
Close |
5.521 |
5.474 |
-0.047 |
-0.9% |
5.490 |
Range |
0.181 |
0.099 |
-0.082 |
-45.3% |
0.437 |
ATR |
0.147 |
0.143 |
-0.003 |
-2.3% |
0.000 |
Volume |
7,592 |
8,050 |
458 |
6.0% |
35,526 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.790 |
5.731 |
5.528 |
|
R3 |
5.691 |
5.632 |
5.501 |
|
R2 |
5.592 |
5.592 |
5.492 |
|
R1 |
5.533 |
5.533 |
5.483 |
5.524 |
PP |
5.493 |
5.493 |
5.493 |
5.488 |
S1 |
5.434 |
5.434 |
5.465 |
5.425 |
S2 |
5.394 |
5.394 |
5.456 |
|
S3 |
5.295 |
5.335 |
5.447 |
|
S4 |
5.196 |
5.236 |
5.420 |
|
|
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 |
5.270 |
0.385 |
7.0% |
0.167 |
3.0% |
53% |
False |
False |
9,763 |
10 |
5.655 |
5.120 |
0.535 |
9.8% |
0.156 |
2.8% |
66% |
False |
False |
7,587 |
20 |
5.655 |
5.026 |
0.629 |
11.5% |
0.140 |
2.6% |
71% |
False |
False |
6,871 |
40 |
5.655 |
5.026 |
0.629 |
11.5% |
0.134 |
2.4% |
71% |
False |
False |
5,322 |
60 |
5.655 |
5.026 |
0.629 |
11.5% |
0.135 |
2.5% |
71% |
False |
False |
4,663 |
80 |
6.476 |
5.026 |
1.450 |
26.5% |
0.127 |
2.3% |
31% |
False |
False |
4,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.973 |
2.618 |
5.811 |
1.618 |
5.712 |
1.000 |
5.651 |
0.618 |
5.613 |
HIGH |
5.552 |
0.618 |
5.514 |
0.500 |
5.503 |
0.382 |
5.491 |
LOW |
5.453 |
0.618 |
5.392 |
1.000 |
5.354 |
1.618 |
5.293 |
2.618 |
5.194 |
4.250 |
5.032 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.503 |
5.545 |
PP |
5.493 |
5.521 |
S1 |
5.484 |
5.498 |
|