NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 14-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.478 |
5.631 |
0.153 |
2.8% |
5.515 |
High |
5.530 |
5.641 |
0.111 |
2.0% |
5.655 |
Low |
5.460 |
5.545 |
0.085 |
1.6% |
5.400 |
Close |
5.512 |
5.631 |
0.119 |
2.2% |
5.512 |
Range |
0.070 |
0.096 |
0.026 |
37.1% |
0.255 |
ATR |
0.140 |
0.140 |
-0.001 |
-0.6% |
0.000 |
Volume |
7,077 |
5,250 |
-1,827 |
-25.8% |
41,999 |
|
Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.894 |
5.858 |
5.684 |
|
R3 |
5.798 |
5.762 |
5.657 |
|
R2 |
5.702 |
5.702 |
5.649 |
|
R1 |
5.666 |
5.666 |
5.640 |
5.679 |
PP |
5.606 |
5.606 |
5.606 |
5.612 |
S1 |
5.570 |
5.570 |
5.622 |
5.583 |
S2 |
5.510 |
5.510 |
5.613 |
|
S3 |
5.414 |
5.474 |
5.605 |
|
S4 |
5.318 |
5.378 |
5.578 |
|
|
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 |
4.5% |
0.122 |
2.2% |
91% |
False |
False |
6,946 |
10 |
5.655 |
5.145 |
0.510 |
9.1% |
0.151 |
2.7% |
95% |
False |
False |
8,277 |
20 |
5.655 |
5.026 |
0.629 |
11.2% |
0.138 |
2.5% |
96% |
False |
False |
6,815 |
40 |
5.655 |
5.026 |
0.629 |
11.2% |
0.131 |
2.3% |
96% |
False |
False |
5,509 |
60 |
5.655 |
5.026 |
0.629 |
11.2% |
0.135 |
2.4% |
96% |
False |
False |
4,913 |
80 |
6.110 |
5.026 |
1.084 |
19.3% |
0.127 |
2.2% |
56% |
False |
False |
4,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.049 |
2.618 |
5.892 |
1.618 |
5.796 |
1.000 |
5.737 |
0.618 |
5.700 |
HIGH |
5.641 |
0.618 |
5.604 |
0.500 |
5.593 |
0.382 |
5.582 |
LOW |
5.545 |
0.618 |
5.486 |
1.000 |
5.449 |
1.618 |
5.390 |
2.618 |
5.294 |
4.250 |
5.137 |
|
|
Fisher Pivots for day following 14-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.618 |
5.594 |
PP |
5.606 |
5.557 |
S1 |
5.593 |
5.521 |
|