NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 24-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.422 |
5.491 |
0.069 |
1.3% |
5.631 |
High |
5.532 |
5.542 |
0.010 |
0.2% |
5.762 |
Low |
5.422 |
5.440 |
0.018 |
0.3% |
5.545 |
Close |
5.514 |
5.479 |
-0.035 |
-0.6% |
5.603 |
Range |
0.110 |
0.102 |
-0.008 |
-7.3% |
0.217 |
ATR |
0.147 |
0.144 |
-0.003 |
-2.2% |
0.000 |
Volume |
8,130 |
7,588 |
-542 |
-6.7% |
34,471 |
|
Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.793 |
5.738 |
5.535 |
|
R3 |
5.691 |
5.636 |
5.507 |
|
R2 |
5.589 |
5.589 |
5.498 |
|
R1 |
5.534 |
5.534 |
5.488 |
5.511 |
PP |
5.487 |
5.487 |
5.487 |
5.475 |
S1 |
5.432 |
5.432 |
5.470 |
5.409 |
S2 |
5.385 |
5.385 |
5.460 |
|
S3 |
5.283 |
5.330 |
5.451 |
|
S4 |
5.181 |
5.228 |
5.423 |
|
|
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% |
0.161 |
2.9% |
31% |
False |
False |
6,818 |
10 |
5.762 |
5.361 |
0.401 |
7.3% |
0.136 |
2.5% |
29% |
False |
False |
6,977 |
20 |
5.762 |
5.128 |
0.634 |
11.6% |
0.147 |
2.7% |
55% |
False |
False |
7,437 |
40 |
5.762 |
5.026 |
0.736 |
13.4% |
0.137 |
2.5% |
62% |
False |
False |
6,352 |
60 |
5.762 |
5.026 |
0.736 |
13.4% |
0.141 |
2.6% |
62% |
False |
False |
5,444 |
80 |
5.846 |
5.026 |
0.820 |
15.0% |
0.132 |
2.4% |
55% |
False |
False |
4,738 |
100 |
6.573 |
5.026 |
1.547 |
28.2% |
0.130 |
2.4% |
29% |
False |
False |
4,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.976 |
2.618 |
5.809 |
1.618 |
5.707 |
1.000 |
5.644 |
0.618 |
5.605 |
HIGH |
5.542 |
0.618 |
5.503 |
0.500 |
5.491 |
0.382 |
5.479 |
LOW |
5.440 |
0.618 |
5.377 |
1.000 |
5.338 |
1.618 |
5.275 |
2.618 |
5.173 |
4.250 |
5.007 |
|
|
Fisher Pivots for day following 24-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.491 |
5.470 |
PP |
5.487 |
5.461 |
S1 |
5.483 |
5.452 |
|