NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5.240 |
5.117 |
-0.123 |
-2.3% |
4.862 |
| High |
5.282 |
5.255 |
-0.027 |
-0.5% |
5.082 |
| Low |
5.054 |
5.072 |
0.018 |
0.4% |
4.744 |
| Close |
5.071 |
5.241 |
0.170 |
3.4% |
4.884 |
| Range |
0.228 |
0.183 |
-0.045 |
-19.7% |
0.338 |
| ATR |
0.190 |
0.190 |
0.000 |
-0.2% |
0.000 |
| Volume |
28,340 |
18,406 |
-9,934 |
-35.1% |
248,004 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.738 |
5.673 |
5.342 |
|
| R3 |
5.555 |
5.490 |
5.291 |
|
| R2 |
5.372 |
5.372 |
5.275 |
|
| R1 |
5.307 |
5.307 |
5.258 |
5.340 |
| PP |
5.189 |
5.189 |
5.189 |
5.206 |
| S1 |
5.124 |
5.124 |
5.224 |
5.157 |
| S2 |
5.006 |
5.006 |
5.207 |
|
| S3 |
4.823 |
4.941 |
5.191 |
|
| S4 |
4.640 |
4.758 |
5.140 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.917 |
5.739 |
5.070 |
|
| R3 |
5.579 |
5.401 |
4.977 |
|
| R2 |
5.241 |
5.241 |
4.946 |
|
| R1 |
5.063 |
5.063 |
4.915 |
5.152 |
| PP |
4.903 |
4.903 |
4.903 |
4.948 |
| S1 |
4.725 |
4.725 |
4.853 |
4.814 |
| S2 |
4.565 |
4.565 |
4.822 |
|
| S3 |
4.227 |
4.387 |
4.791 |
|
| S4 |
3.889 |
4.049 |
4.698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.282 |
4.784 |
0.498 |
9.5% |
0.181 |
3.4% |
92% |
False |
False |
32,848 |
| 10 |
5.282 |
4.695 |
0.587 |
11.2% |
0.209 |
4.0% |
93% |
False |
False |
40,536 |
| 20 |
5.282 |
4.168 |
1.114 |
21.3% |
0.184 |
3.5% |
96% |
False |
False |
28,395 |
| 40 |
5.282 |
4.140 |
1.142 |
21.8% |
0.171 |
3.3% |
96% |
False |
False |
21,427 |
| 60 |
5.282 |
4.140 |
1.142 |
21.8% |
0.168 |
3.2% |
96% |
False |
False |
16,896 |
| 80 |
5.282 |
4.140 |
1.142 |
21.8% |
0.153 |
2.9% |
96% |
False |
False |
13,800 |
| 100 |
5.884 |
4.140 |
1.744 |
33.3% |
0.152 |
2.9% |
63% |
False |
False |
11,563 |
| 120 |
6.160 |
4.140 |
2.020 |
38.5% |
0.151 |
2.9% |
55% |
False |
False |
9,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.033 |
|
2.618 |
5.734 |
|
1.618 |
5.551 |
|
1.000 |
5.438 |
|
0.618 |
5.368 |
|
HIGH |
5.255 |
|
0.618 |
5.185 |
|
0.500 |
5.164 |
|
0.382 |
5.142 |
|
LOW |
5.072 |
|
0.618 |
4.959 |
|
1.000 |
4.889 |
|
1.618 |
4.776 |
|
2.618 |
4.593 |
|
4.250 |
4.294 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.215 |
5.217 |
| PP |
5.189 |
5.192 |
| S1 |
5.164 |
5.168 |
|