NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 01-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
5.220 |
5.191 |
-0.029 |
-0.6% |
5.485 |
High |
5.258 |
5.447 |
0.189 |
3.6% |
5.732 |
Low |
5.153 |
5.170 |
0.017 |
0.3% |
5.361 |
Close |
5.252 |
5.401 |
0.149 |
2.8% |
5.562 |
Range |
0.105 |
0.277 |
0.172 |
163.8% |
0.371 |
ATR |
0.142 |
0.152 |
0.010 |
6.8% |
0.000 |
Volume |
7,889 |
10,356 |
2,467 |
31.3% |
32,727 |
|
Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.170 |
6.063 |
5.553 |
|
R3 |
5.893 |
5.786 |
5.477 |
|
R2 |
5.616 |
5.616 |
5.452 |
|
R1 |
5.509 |
5.509 |
5.426 |
5.563 |
PP |
5.339 |
5.339 |
5.339 |
5.366 |
S1 |
5.232 |
5.232 |
5.376 |
5.286 |
S2 |
5.062 |
5.062 |
5.350 |
|
S3 |
4.785 |
4.955 |
5.325 |
|
S4 |
4.508 |
4.678 |
5.249 |
|
|
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 |
7.7% |
0.158 |
2.9% |
59% |
False |
False |
6,090 |
10 |
5.747 |
5.153 |
0.594 |
11.0% |
0.159 |
2.9% |
42% |
False |
False |
6,454 |
20 |
5.762 |
5.153 |
0.609 |
11.3% |
0.148 |
2.7% |
41% |
False |
False |
7,397 |
40 |
5.762 |
5.026 |
0.736 |
13.6% |
0.140 |
2.6% |
51% |
False |
False |
6,639 |
60 |
5.762 |
5.026 |
0.736 |
13.6% |
0.139 |
2.6% |
51% |
False |
False |
5,515 |
80 |
5.762 |
5.026 |
0.736 |
13.6% |
0.134 |
2.5% |
51% |
False |
False |
4,973 |
100 |
6.476 |
5.026 |
1.450 |
26.8% |
0.131 |
2.4% |
26% |
False |
False |
4,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.624 |
2.618 |
6.172 |
1.618 |
5.895 |
1.000 |
5.724 |
0.618 |
5.618 |
HIGH |
5.447 |
0.618 |
5.341 |
0.500 |
5.309 |
0.382 |
5.276 |
LOW |
5.170 |
0.618 |
4.999 |
1.000 |
4.893 |
1.618 |
4.722 |
2.618 |
4.445 |
4.250 |
3.993 |
|
|
Fisher Pivots for day following 01-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
5.370 |
5.367 |
PP |
5.339 |
5.334 |
S1 |
5.309 |
5.300 |
|