NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 22-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.485 |
5.485 |
0.000 |
0.0% |
5.631 |
High |
5.732 |
5.519 |
-0.213 |
-3.7% |
5.762 |
Low |
5.450 |
5.361 |
-0.089 |
-1.6% |
5.545 |
Close |
5.485 |
5.422 |
-0.063 |
-1.1% |
5.603 |
Range |
0.282 |
0.158 |
-0.124 |
-44.0% |
0.217 |
ATR |
0.150 |
0.150 |
0.001 |
0.4% |
0.000 |
Volume |
5,787 |
6,720 |
933 |
16.1% |
34,471 |
|
Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.908 |
5.823 |
5.509 |
|
R3 |
5.750 |
5.665 |
5.465 |
|
R2 |
5.592 |
5.592 |
5.451 |
|
R1 |
5.507 |
5.507 |
5.436 |
5.471 |
PP |
5.434 |
5.434 |
5.434 |
5.416 |
S1 |
5.349 |
5.349 |
5.408 |
5.313 |
S2 |
5.276 |
5.276 |
5.393 |
|
S3 |
5.118 |
5.191 |
5.379 |
|
S4 |
4.960 |
5.033 |
5.335 |
|
|
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 |
5.361 |
0.401 |
7.4% |
0.174 |
3.2% |
15% |
False |
True |
6,703 |
10 |
5.762 |
5.361 |
0.401 |
7.4% |
0.141 |
2.6% |
15% |
False |
True |
6,886 |
20 |
5.762 |
5.026 |
0.736 |
13.6% |
0.148 |
2.7% |
54% |
False |
False |
6,974 |
40 |
5.762 |
5.026 |
0.736 |
13.6% |
0.137 |
2.5% |
54% |
False |
False |
6,105 |
60 |
5.762 |
5.026 |
0.736 |
13.6% |
0.142 |
2.6% |
54% |
False |
False |
5,287 |
80 |
5.953 |
5.026 |
0.927 |
17.1% |
0.132 |
2.4% |
43% |
False |
False |
4,604 |
100 |
6.573 |
5.026 |
1.547 |
28.5% |
0.130 |
2.4% |
26% |
False |
False |
4,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.191 |
2.618 |
5.933 |
1.618 |
5.775 |
1.000 |
5.677 |
0.618 |
5.617 |
HIGH |
5.519 |
0.618 |
5.459 |
0.500 |
5.440 |
0.382 |
5.421 |
LOW |
5.361 |
0.618 |
5.263 |
1.000 |
5.203 |
1.618 |
5.105 |
2.618 |
4.947 |
4.250 |
4.690 |
|
|
Fisher Pivots for day following 22-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.440 |
5.554 |
PP |
5.434 |
5.510 |
S1 |
5.428 |
5.466 |
|