NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 04-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
4.555 |
4.765 |
0.210 |
4.6% |
4.490 |
High |
4.769 |
5.027 |
0.258 |
5.4% |
5.027 |
Low |
4.491 |
4.695 |
0.204 |
4.5% |
4.357 |
Close |
4.765 |
4.863 |
0.098 |
2.1% |
4.863 |
Range |
0.278 |
0.332 |
0.054 |
19.4% |
0.670 |
ATR |
0.164 |
0.176 |
0.012 |
7.3% |
0.000 |
Volume |
27,902 |
41,793 |
13,891 |
49.8% |
113,157 |
|
Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.858 |
5.692 |
5.046 |
|
R3 |
5.526 |
5.360 |
4.954 |
|
R2 |
5.194 |
5.194 |
4.924 |
|
R1 |
5.028 |
5.028 |
4.893 |
5.111 |
PP |
4.862 |
4.862 |
4.862 |
4.903 |
S1 |
4.696 |
4.696 |
4.833 |
4.779 |
S2 |
4.530 |
4.530 |
4.802 |
|
S3 |
4.198 |
4.364 |
4.772 |
|
S4 |
3.866 |
4.032 |
4.680 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.759 |
6.481 |
5.232 |
|
R3 |
6.089 |
5.811 |
5.047 |
|
R2 |
5.419 |
5.419 |
4.986 |
|
R1 |
5.141 |
5.141 |
4.924 |
5.280 |
PP |
4.749 |
4.749 |
4.749 |
4.819 |
S1 |
4.471 |
4.471 |
4.802 |
4.610 |
S2 |
4.079 |
4.079 |
4.740 |
|
S3 |
3.409 |
3.801 |
4.679 |
|
S4 |
2.739 |
3.131 |
4.495 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.027 |
4.357 |
0.670 |
13.8% |
0.220 |
4.5% |
76% |
True |
False |
25,349 |
10 |
5.027 |
4.168 |
0.859 |
17.7% |
0.177 |
3.6% |
81% |
True |
False |
19,094 |
20 |
5.027 |
4.168 |
0.859 |
17.7% |
0.165 |
3.4% |
81% |
True |
False |
19,169 |
40 |
5.027 |
4.140 |
0.887 |
18.2% |
0.162 |
3.3% |
82% |
True |
False |
14,254 |
60 |
5.027 |
4.140 |
0.887 |
18.2% |
0.155 |
3.2% |
82% |
True |
False |
11,665 |
80 |
5.789 |
4.140 |
1.649 |
33.9% |
0.147 |
3.0% |
44% |
False |
False |
9,629 |
100 |
5.990 |
4.140 |
1.850 |
38.0% |
0.147 |
3.0% |
39% |
False |
False |
8,085 |
120 |
6.160 |
4.140 |
2.020 |
41.5% |
0.149 |
3.1% |
36% |
False |
False |
7,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.438 |
2.618 |
5.896 |
1.618 |
5.564 |
1.000 |
5.359 |
0.618 |
5.232 |
HIGH |
5.027 |
0.618 |
4.900 |
0.500 |
4.861 |
0.382 |
4.822 |
LOW |
4.695 |
0.618 |
4.490 |
1.000 |
4.363 |
1.618 |
4.158 |
2.618 |
3.826 |
4.250 |
3.284 |
|
|
Fisher Pivots for day following 04-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.862 |
4.807 |
PP |
4.862 |
4.751 |
S1 |
4.861 |
4.695 |
|