NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 10-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.474 |
5.446 |
-0.028 |
-0.5% |
5.161 |
High |
5.552 |
5.563 |
0.011 |
0.2% |
5.582 |
Low |
5.453 |
5.400 |
-0.053 |
-1.0% |
5.145 |
Close |
5.474 |
5.446 |
-0.028 |
-0.5% |
5.490 |
Range |
0.099 |
0.163 |
0.064 |
64.6% |
0.437 |
ATR |
0.143 |
0.145 |
0.001 |
1.0% |
0.000 |
Volume |
8,050 |
6,762 |
-1,288 |
-16.0% |
35,526 |
|
Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.959 |
5.865 |
5.536 |
|
R3 |
5.796 |
5.702 |
5.491 |
|
R2 |
5.633 |
5.633 |
5.476 |
|
R1 |
5.539 |
5.539 |
5.461 |
5.528 |
PP |
5.470 |
5.470 |
5.470 |
5.464 |
S1 |
5.376 |
5.376 |
5.431 |
5.365 |
S2 |
5.307 |
5.307 |
5.416 |
|
S3 |
5.144 |
5.213 |
5.401 |
|
S4 |
4.981 |
5.050 |
5.356 |
|
|
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 |
5.394 |
0.261 |
4.8% |
0.162 |
3.0% |
20% |
False |
False |
9,543 |
10 |
5.655 |
5.128 |
0.527 |
9.7% |
0.158 |
2.9% |
60% |
False |
False |
7,896 |
20 |
5.655 |
5.026 |
0.629 |
11.5% |
0.145 |
2.7% |
67% |
False |
False |
6,956 |
40 |
5.655 |
5.026 |
0.629 |
11.5% |
0.135 |
2.5% |
67% |
False |
False |
5,388 |
60 |
5.655 |
5.026 |
0.629 |
11.5% |
0.137 |
2.5% |
67% |
False |
False |
4,748 |
80 |
6.339 |
5.026 |
1.313 |
24.1% |
0.128 |
2.3% |
32% |
False |
False |
4,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.256 |
2.618 |
5.990 |
1.618 |
5.827 |
1.000 |
5.726 |
0.618 |
5.664 |
HIGH |
5.563 |
0.618 |
5.501 |
0.500 |
5.482 |
0.382 |
5.462 |
LOW |
5.400 |
0.618 |
5.299 |
1.000 |
5.237 |
1.618 |
5.136 |
2.618 |
4.973 |
4.250 |
4.707 |
|
|
Fisher Pivots for day following 10-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.482 |
5.528 |
PP |
5.470 |
5.500 |
S1 |
5.458 |
5.473 |
|