NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 25-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.491 |
5.490 |
-0.001 |
0.0% |
5.485 |
High |
5.542 |
5.570 |
0.028 |
0.5% |
5.732 |
Low |
5.440 |
5.479 |
0.039 |
0.7% |
5.361 |
Close |
5.479 |
5.562 |
0.083 |
1.5% |
5.562 |
Range |
0.102 |
0.091 |
-0.011 |
-10.8% |
0.371 |
ATR |
0.144 |
0.140 |
-0.004 |
-2.6% |
0.000 |
Volume |
7,588 |
4,502 |
-3,086 |
-40.7% |
32,727 |
|
Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.810 |
5.777 |
5.612 |
|
R3 |
5.719 |
5.686 |
5.587 |
|
R2 |
5.628 |
5.628 |
5.579 |
|
R1 |
5.595 |
5.595 |
5.570 |
5.612 |
PP |
5.537 |
5.537 |
5.537 |
5.545 |
S1 |
5.504 |
5.504 |
5.554 |
5.521 |
S2 |
5.446 |
5.446 |
5.545 |
|
S3 |
5.355 |
5.413 |
5.537 |
|
S4 |
5.264 |
5.322 |
5.512 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.665 |
6.484 |
5.766 |
|
R3 |
6.294 |
6.113 |
5.664 |
|
R2 |
5.923 |
5.923 |
5.630 |
|
R1 |
5.742 |
5.742 |
5.596 |
5.833 |
PP |
5.552 |
5.552 |
5.552 |
5.597 |
S1 |
5.371 |
5.371 |
5.528 |
5.462 |
S2 |
5.181 |
5.181 |
5.494 |
|
S3 |
4.810 |
5.000 |
5.460 |
|
S4 |
4.439 |
4.629 |
5.358 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.732 |
5.361 |
0.371 |
6.7% |
0.149 |
2.7% |
54% |
False |
False |
6,545 |
10 |
5.762 |
5.361 |
0.401 |
7.2% |
0.138 |
2.5% |
50% |
False |
False |
6,719 |
20 |
5.762 |
5.145 |
0.617 |
11.1% |
0.145 |
2.6% |
68% |
False |
False |
7,484 |
40 |
5.762 |
5.026 |
0.736 |
13.2% |
0.132 |
2.4% |
73% |
False |
False |
6,408 |
60 |
5.762 |
5.026 |
0.736 |
13.2% |
0.140 |
2.5% |
73% |
False |
False |
5,474 |
80 |
5.831 |
5.026 |
0.805 |
14.5% |
0.132 |
2.4% |
67% |
False |
False |
4,770 |
100 |
6.573 |
5.026 |
1.547 |
27.8% |
0.130 |
2.3% |
35% |
False |
False |
4,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.957 |
2.618 |
5.808 |
1.618 |
5.717 |
1.000 |
5.661 |
0.618 |
5.626 |
HIGH |
5.570 |
0.618 |
5.535 |
0.500 |
5.525 |
0.382 |
5.514 |
LOW |
5.479 |
0.618 |
5.423 |
1.000 |
5.388 |
1.618 |
5.332 |
2.618 |
5.241 |
4.250 |
5.092 |
|
|
Fisher Pivots for day following 25-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.550 |
5.540 |
PP |
5.537 |
5.518 |
S1 |
5.525 |
5.496 |
|