NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 16-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.659 |
5.752 |
0.093 |
1.6% |
5.515 |
High |
5.755 |
5.762 |
0.007 |
0.1% |
5.655 |
Low |
5.641 |
5.609 |
-0.032 |
-0.6% |
5.400 |
Close |
5.752 |
5.636 |
-0.116 |
-2.0% |
5.512 |
Range |
0.114 |
0.153 |
0.039 |
34.2% |
0.255 |
ATR |
0.139 |
0.140 |
0.001 |
0.7% |
0.000 |
Volume |
8,213 |
9,146 |
933 |
11.4% |
41,999 |
|
Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.128 |
6.035 |
5.720 |
|
R3 |
5.975 |
5.882 |
5.678 |
|
R2 |
5.822 |
5.822 |
5.664 |
|
R1 |
5.729 |
5.729 |
5.650 |
5.699 |
PP |
5.669 |
5.669 |
5.669 |
5.654 |
S1 |
5.576 |
5.576 |
5.622 |
5.546 |
S2 |
5.516 |
5.516 |
5.608 |
|
S3 |
5.363 |
5.423 |
5.594 |
|
S4 |
5.210 |
5.270 |
5.552 |
|
|
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 |
5.762 |
5.400 |
0.362 |
6.4% |
0.119 |
2.1% |
65% |
True |
False |
7,289 |
10 |
5.762 |
5.270 |
0.492 |
8.7% |
0.143 |
2.5% |
74% |
True |
False |
8,526 |
20 |
5.762 |
5.026 |
0.736 |
13.1% |
0.138 |
2.4% |
83% |
True |
False |
6,909 |
40 |
5.762 |
5.026 |
0.736 |
13.1% |
0.132 |
2.3% |
83% |
True |
False |
5,803 |
60 |
5.762 |
5.026 |
0.736 |
13.1% |
0.136 |
2.4% |
83% |
True |
False |
5,073 |
80 |
5.953 |
5.026 |
0.927 |
16.4% |
0.127 |
2.3% |
66% |
False |
False |
4,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.412 |
2.618 |
6.163 |
1.618 |
6.010 |
1.000 |
5.915 |
0.618 |
5.857 |
HIGH |
5.762 |
0.618 |
5.704 |
0.500 |
5.686 |
0.382 |
5.667 |
LOW |
5.609 |
0.618 |
5.514 |
1.000 |
5.456 |
1.618 |
5.361 |
2.618 |
5.208 |
4.250 |
4.959 |
|
|
Fisher Pivots for day following 16-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.686 |
5.654 |
PP |
5.669 |
5.648 |
S1 |
5.653 |
5.642 |
|