NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 23-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.485 |
5.422 |
-0.063 |
-1.1% |
5.631 |
High |
5.519 |
5.532 |
0.013 |
0.2% |
5.762 |
Low |
5.361 |
5.422 |
0.061 |
1.1% |
5.545 |
Close |
5.422 |
5.514 |
0.092 |
1.7% |
5.603 |
Range |
0.158 |
0.110 |
-0.048 |
-30.4% |
0.217 |
ATR |
0.150 |
0.147 |
-0.003 |
-1.9% |
0.000 |
Volume |
6,720 |
8,130 |
1,410 |
21.0% |
34,471 |
|
Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.819 |
5.777 |
5.575 |
|
R3 |
5.709 |
5.667 |
5.544 |
|
R2 |
5.599 |
5.599 |
5.534 |
|
R1 |
5.557 |
5.557 |
5.524 |
5.578 |
PP |
5.489 |
5.489 |
5.489 |
5.500 |
S1 |
5.447 |
5.447 |
5.504 |
5.468 |
S2 |
5.379 |
5.379 |
5.494 |
|
S3 |
5.269 |
5.337 |
5.484 |
|
S4 |
5.159 |
5.227 |
5.454 |
|
|
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 |
5.747 |
5.361 |
0.386 |
7.0% |
0.165 |
3.0% |
40% |
False |
False |
6,499 |
10 |
5.762 |
5.361 |
0.401 |
7.3% |
0.142 |
2.6% |
38% |
False |
False |
6,894 |
20 |
5.762 |
5.120 |
0.642 |
11.6% |
0.149 |
2.7% |
61% |
False |
False |
7,241 |
40 |
5.762 |
5.026 |
0.736 |
13.3% |
0.137 |
2.5% |
66% |
False |
False |
6,242 |
60 |
5.762 |
5.026 |
0.736 |
13.3% |
0.142 |
2.6% |
66% |
False |
False |
5,383 |
80 |
5.846 |
5.026 |
0.820 |
14.9% |
0.131 |
2.4% |
60% |
False |
False |
4,686 |
100 |
6.573 |
5.026 |
1.547 |
28.1% |
0.130 |
2.4% |
32% |
False |
False |
4,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.000 |
2.618 |
5.820 |
1.618 |
5.710 |
1.000 |
5.642 |
0.618 |
5.600 |
HIGH |
5.532 |
0.618 |
5.490 |
0.500 |
5.477 |
0.382 |
5.464 |
LOW |
5.422 |
0.618 |
5.354 |
1.000 |
5.312 |
1.618 |
5.244 |
2.618 |
5.134 |
4.250 |
4.955 |
|
|
Fisher Pivots for day following 23-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.502 |
5.547 |
PP |
5.489 |
5.536 |
S1 |
5.477 |
5.525 |
|