NYMEX Natural Gas Future March 2011
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 |
5.400 |
5.284 |
-0.116 |
-2.1% |
5.665 |
High |
5.407 |
5.305 |
-0.102 |
-1.9% |
5.709 |
Low |
5.285 |
5.237 |
-0.048 |
-0.9% |
5.384 |
Close |
5.291 |
5.299 |
0.008 |
0.2% |
5.576 |
Range |
0.122 |
0.068 |
-0.054 |
-44.3% |
0.325 |
ATR |
|
|
|
|
|
Volume |
3,803 |
5,804 |
2,001 |
52.6% |
29,167 |
|
Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.484 |
5.460 |
5.336 |
|
R3 |
5.416 |
5.392 |
5.318 |
|
R2 |
5.348 |
5.348 |
5.311 |
|
R1 |
5.324 |
5.324 |
5.305 |
5.336 |
PP |
5.280 |
5.280 |
5.280 |
5.287 |
S1 |
5.256 |
5.256 |
5.293 |
5.268 |
S2 |
5.212 |
5.212 |
5.287 |
|
S3 |
5.144 |
5.188 |
5.280 |
|
S4 |
5.076 |
5.120 |
5.262 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.531 |
6.379 |
5.755 |
|
R3 |
6.206 |
6.054 |
5.665 |
|
R2 |
5.881 |
5.881 |
5.636 |
|
R1 |
5.729 |
5.729 |
5.606 |
5.643 |
PP |
5.556 |
5.556 |
5.556 |
5.513 |
S1 |
5.404 |
5.404 |
5.546 |
5.318 |
S2 |
5.231 |
5.231 |
5.516 |
|
S3 |
4.906 |
5.079 |
5.487 |
|
S4 |
4.581 |
4.754 |
5.397 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.594 |
2.618 |
5.483 |
1.618 |
5.415 |
1.000 |
5.373 |
0.618 |
5.347 |
HIGH |
5.305 |
0.618 |
5.279 |
0.500 |
5.271 |
0.382 |
5.263 |
LOW |
5.237 |
0.618 |
5.195 |
1.000 |
5.169 |
1.618 |
5.127 |
2.618 |
5.059 |
4.250 |
4.948 |
|
|
Fisher Pivots for day following 30-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.290 |
5.392 |
PP |
5.280 |
5.361 |
S1 |
5.271 |
5.330 |
|