NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 30-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.423 |
5.220 |
-0.203 |
-3.7% |
5.485 |
High |
5.423 |
5.258 |
-0.165 |
-3.0% |
5.732 |
Low |
5.227 |
5.153 |
-0.074 |
-1.4% |
5.361 |
Close |
5.239 |
5.252 |
0.013 |
0.2% |
5.562 |
Range |
0.196 |
0.105 |
-0.091 |
-46.4% |
0.371 |
ATR |
0.145 |
0.142 |
-0.003 |
-2.0% |
0.000 |
Volume |
4,732 |
7,889 |
3,157 |
66.7% |
32,727 |
|
Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.536 |
5.499 |
5.310 |
|
R3 |
5.431 |
5.394 |
5.281 |
|
R2 |
5.326 |
5.326 |
5.271 |
|
R1 |
5.289 |
5.289 |
5.262 |
5.308 |
PP |
5.221 |
5.221 |
5.221 |
5.230 |
S1 |
5.184 |
5.184 |
5.242 |
5.203 |
S2 |
5.116 |
5.116 |
5.233 |
|
S3 |
5.011 |
5.079 |
5.223 |
|
S4 |
4.906 |
4.974 |
5.194 |
|
|
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 |
5.570 |
5.153 |
0.417 |
7.9% |
0.123 |
2.3% |
24% |
False |
True |
5,536 |
10 |
5.747 |
5.153 |
0.594 |
11.3% |
0.144 |
2.7% |
17% |
False |
True |
6,018 |
20 |
5.762 |
5.153 |
0.609 |
11.6% |
0.143 |
2.7% |
16% |
False |
True |
7,272 |
40 |
5.762 |
5.026 |
0.736 |
14.0% |
0.135 |
2.6% |
31% |
False |
False |
6,457 |
60 |
5.762 |
5.026 |
0.736 |
14.0% |
0.136 |
2.6% |
31% |
False |
False |
5,410 |
80 |
5.762 |
5.026 |
0.736 |
14.0% |
0.133 |
2.5% |
31% |
False |
False |
4,866 |
100 |
6.573 |
5.026 |
1.547 |
29.5% |
0.130 |
2.5% |
15% |
False |
False |
4,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.704 |
2.618 |
5.533 |
1.618 |
5.428 |
1.000 |
5.363 |
0.618 |
5.323 |
HIGH |
5.258 |
0.618 |
5.218 |
0.500 |
5.206 |
0.382 |
5.193 |
LOW |
5.153 |
0.618 |
5.088 |
1.000 |
5.048 |
1.618 |
4.983 |
2.618 |
4.878 |
4.250 |
4.707 |
|
|
Fisher Pivots for day following 30-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.237 |
5.344 |
PP |
5.221 |
5.313 |
S1 |
5.206 |
5.283 |
|