NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 18-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.699 |
5.603 |
-0.096 |
-1.7% |
5.631 |
High |
5.740 |
5.747 |
0.007 |
0.1% |
5.762 |
Low |
5.617 |
5.595 |
-0.022 |
-0.4% |
5.545 |
Close |
5.727 |
5.603 |
-0.124 |
-2.2% |
5.603 |
Range |
0.123 |
0.152 |
0.029 |
23.6% |
0.217 |
ATR |
0.138 |
0.139 |
0.001 |
0.7% |
0.000 |
Volume |
5,994 |
5,868 |
-126 |
-2.1% |
34,471 |
|
Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.104 |
6.006 |
5.687 |
|
R3 |
5.952 |
5.854 |
5.645 |
|
R2 |
5.800 |
5.800 |
5.631 |
|
R1 |
5.702 |
5.702 |
5.617 |
5.679 |
PP |
5.648 |
5.648 |
5.648 |
5.637 |
S1 |
5.550 |
5.550 |
5.589 |
5.527 |
S2 |
5.496 |
5.496 |
5.575 |
|
S3 |
5.344 |
5.398 |
5.561 |
|
S4 |
5.192 |
5.246 |
5.519 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.288 |
6.162 |
5.722 |
|
R3 |
6.071 |
5.945 |
5.663 |
|
R2 |
5.854 |
5.854 |
5.643 |
|
R1 |
5.728 |
5.728 |
5.623 |
5.683 |
PP |
5.637 |
5.637 |
5.637 |
5.614 |
S1 |
5.511 |
5.511 |
5.583 |
5.466 |
S2 |
5.420 |
5.420 |
5.563 |
|
S3 |
5.203 |
5.294 |
5.543 |
|
S4 |
4.986 |
5.077 |
5.484 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.762 |
5.545 |
0.217 |
3.9% |
0.128 |
2.3% |
27% |
False |
False |
6,894 |
10 |
5.762 |
5.400 |
0.362 |
6.5% |
0.133 |
2.4% |
56% |
False |
False |
7,647 |
20 |
5.762 |
5.026 |
0.736 |
13.1% |
0.137 |
2.4% |
78% |
False |
False |
6,724 |
40 |
5.762 |
5.026 |
0.736 |
13.1% |
0.133 |
2.4% |
78% |
False |
False |
5,977 |
60 |
5.762 |
5.026 |
0.736 |
13.1% |
0.138 |
2.5% |
78% |
False |
False |
5,170 |
80 |
5.953 |
5.026 |
0.927 |
16.5% |
0.128 |
2.3% |
62% |
False |
False |
4,473 |
100 |
6.573 |
5.026 |
1.547 |
27.6% |
0.129 |
2.3% |
37% |
False |
False |
3,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.393 |
2.618 |
6.145 |
1.618 |
5.993 |
1.000 |
5.899 |
0.618 |
5.841 |
HIGH |
5.747 |
0.618 |
5.689 |
0.500 |
5.671 |
0.382 |
5.653 |
LOW |
5.595 |
0.618 |
5.501 |
1.000 |
5.443 |
1.618 |
5.349 |
2.618 |
5.197 |
4.250 |
4.949 |
|
|
Fisher Pivots for day following 18-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.671 |
5.679 |
PP |
5.648 |
5.653 |
S1 |
5.626 |
5.628 |
|