NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 15-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.631 |
5.659 |
0.028 |
0.5% |
5.515 |
High |
5.641 |
5.755 |
0.114 |
2.0% |
5.655 |
Low |
5.545 |
5.641 |
0.096 |
1.7% |
5.400 |
Close |
5.631 |
5.752 |
0.121 |
2.1% |
5.512 |
Range |
0.096 |
0.114 |
0.018 |
18.8% |
0.255 |
ATR |
0.140 |
0.139 |
-0.001 |
-0.8% |
0.000 |
Volume |
5,250 |
8,213 |
2,963 |
56.4% |
41,999 |
|
Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.058 |
6.019 |
5.815 |
|
R3 |
5.944 |
5.905 |
5.783 |
|
R2 |
5.830 |
5.830 |
5.773 |
|
R1 |
5.791 |
5.791 |
5.762 |
5.811 |
PP |
5.716 |
5.716 |
5.716 |
5.726 |
S1 |
5.677 |
5.677 |
5.742 |
5.697 |
S2 |
5.602 |
5.602 |
5.731 |
|
S3 |
5.488 |
5.563 |
5.721 |
|
S4 |
5.374 |
5.449 |
5.689 |
|
|
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 |
5.755 |
5.400 |
0.355 |
6.2% |
0.108 |
1.9% |
99% |
True |
False |
7,070 |
10 |
5.755 |
5.156 |
0.599 |
10.4% |
0.144 |
2.5% |
99% |
True |
False |
8,535 |
20 |
5.755 |
5.026 |
0.729 |
12.7% |
0.139 |
2.4% |
100% |
True |
False |
6,799 |
40 |
5.755 |
5.026 |
0.729 |
12.7% |
0.131 |
2.3% |
100% |
True |
False |
5,645 |
60 |
5.755 |
5.026 |
0.729 |
12.7% |
0.135 |
2.3% |
100% |
True |
False |
4,977 |
80 |
5.966 |
5.026 |
0.940 |
16.3% |
0.127 |
2.2% |
77% |
False |
False |
4,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.240 |
2.618 |
6.053 |
1.618 |
5.939 |
1.000 |
5.869 |
0.618 |
5.825 |
HIGH |
5.755 |
0.618 |
5.711 |
0.500 |
5.698 |
0.382 |
5.685 |
LOW |
5.641 |
0.618 |
5.571 |
1.000 |
5.527 |
1.618 |
5.457 |
2.618 |
5.343 |
4.250 |
5.157 |
|
|
Fisher Pivots for day following 15-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.734 |
5.704 |
PP |
5.716 |
5.656 |
S1 |
5.698 |
5.608 |
|