NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 17-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.752 |
5.699 |
-0.053 |
-0.9% |
5.515 |
High |
5.762 |
5.740 |
-0.022 |
-0.4% |
5.655 |
Low |
5.609 |
5.617 |
0.008 |
0.1% |
5.400 |
Close |
5.636 |
5.727 |
0.091 |
1.6% |
5.512 |
Range |
0.153 |
0.123 |
-0.030 |
-19.6% |
0.255 |
ATR |
0.140 |
0.138 |
-0.001 |
-0.8% |
0.000 |
Volume |
9,146 |
5,994 |
-3,152 |
-34.5% |
41,999 |
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.064 |
6.018 |
5.795 |
|
R3 |
5.941 |
5.895 |
5.761 |
|
R2 |
5.818 |
5.818 |
5.750 |
|
R1 |
5.772 |
5.772 |
5.738 |
5.795 |
PP |
5.695 |
5.695 |
5.695 |
5.706 |
S1 |
5.649 |
5.649 |
5.716 |
5.672 |
S2 |
5.572 |
5.572 |
5.704 |
|
S3 |
5.449 |
5.526 |
5.693 |
|
S4 |
5.326 |
5.403 |
5.659 |
|
|
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 |
5.460 |
0.302 |
5.3% |
0.111 |
1.9% |
88% |
False |
False |
7,136 |
10 |
5.762 |
5.394 |
0.368 |
6.4% |
0.136 |
2.4% |
90% |
False |
False |
8,339 |
20 |
5.762 |
5.026 |
0.736 |
12.9% |
0.135 |
2.4% |
95% |
False |
False |
6,757 |
40 |
5.762 |
5.026 |
0.736 |
12.9% |
0.133 |
2.3% |
95% |
False |
False |
5,898 |
60 |
5.762 |
5.026 |
0.736 |
12.9% |
0.136 |
2.4% |
95% |
False |
False |
5,125 |
80 |
5.953 |
5.026 |
0.927 |
16.2% |
0.128 |
2.2% |
76% |
False |
False |
4,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.263 |
2.618 |
6.062 |
1.618 |
5.939 |
1.000 |
5.863 |
0.618 |
5.816 |
HIGH |
5.740 |
0.618 |
5.693 |
0.500 |
5.679 |
0.382 |
5.664 |
LOW |
5.617 |
0.618 |
5.541 |
1.000 |
5.494 |
1.618 |
5.418 |
2.618 |
5.295 |
4.250 |
5.094 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.711 |
5.713 |
PP |
5.695 |
5.699 |
S1 |
5.679 |
5.686 |
|