NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 11-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.446 |
5.478 |
0.032 |
0.6% |
5.515 |
High |
5.563 |
5.530 |
-0.033 |
-0.6% |
5.655 |
Low |
5.400 |
5.460 |
0.060 |
1.1% |
5.400 |
Close |
5.446 |
5.512 |
0.066 |
1.2% |
5.512 |
Range |
0.163 |
0.070 |
-0.093 |
-57.1% |
0.255 |
ATR |
0.145 |
0.140 |
-0.004 |
-3.0% |
0.000 |
Volume |
6,762 |
7,077 |
315 |
4.7% |
41,999 |
|
Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.711 |
5.681 |
5.551 |
|
R3 |
5.641 |
5.611 |
5.531 |
|
R2 |
5.571 |
5.571 |
5.525 |
|
R1 |
5.541 |
5.541 |
5.518 |
5.556 |
PP |
5.501 |
5.501 |
5.501 |
5.508 |
S1 |
5.471 |
5.471 |
5.506 |
5.486 |
S2 |
5.431 |
5.431 |
5.499 |
|
S3 |
5.361 |
5.401 |
5.493 |
|
S4 |
5.291 |
5.331 |
5.474 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.287 |
6.155 |
5.652 |
|
R3 |
6.032 |
5.900 |
5.582 |
|
R2 |
5.777 |
5.777 |
5.559 |
|
R1 |
5.645 |
5.645 |
5.535 |
5.584 |
PP |
5.522 |
5.522 |
5.522 |
5.492 |
S1 |
5.390 |
5.390 |
5.489 |
5.329 |
S2 |
5.267 |
5.267 |
5.465 |
|
S3 |
5.012 |
5.135 |
5.442 |
|
S4 |
4.757 |
4.880 |
5.372 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.655 |
5.400 |
0.255 |
4.6% |
0.138 |
2.5% |
44% |
False |
False |
8,399 |
10 |
5.655 |
5.145 |
0.510 |
9.3% |
0.152 |
2.8% |
72% |
False |
False |
8,249 |
20 |
5.655 |
5.026 |
0.629 |
11.4% |
0.141 |
2.6% |
77% |
False |
False |
7,038 |
40 |
5.655 |
5.026 |
0.629 |
11.4% |
0.131 |
2.4% |
77% |
False |
False |
5,467 |
60 |
5.655 |
5.026 |
0.629 |
11.4% |
0.136 |
2.5% |
77% |
False |
False |
4,840 |
80 |
6.311 |
5.026 |
1.285 |
23.3% |
0.128 |
2.3% |
38% |
False |
False |
4,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.828 |
2.618 |
5.713 |
1.618 |
5.643 |
1.000 |
5.600 |
0.618 |
5.573 |
HIGH |
5.530 |
0.618 |
5.503 |
0.500 |
5.495 |
0.382 |
5.487 |
LOW |
5.460 |
0.618 |
5.417 |
1.000 |
5.390 |
1.618 |
5.347 |
2.618 |
5.277 |
4.250 |
5.163 |
|
|
Fisher Pivots for day following 11-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.506 |
5.502 |
PP |
5.501 |
5.492 |
S1 |
5.495 |
5.482 |
|