NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 25-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
4.885 |
4.840 |
-0.045 |
-0.9% |
5.092 |
| High |
4.941 |
4.961 |
0.020 |
0.4% |
5.252 |
| Low |
4.788 |
4.824 |
0.036 |
0.8% |
4.771 |
| Close |
4.834 |
4.943 |
0.109 |
2.3% |
4.943 |
| Range |
0.153 |
0.137 |
-0.016 |
-10.5% |
0.481 |
| ATR |
0.195 |
0.191 |
-0.004 |
-2.1% |
0.000 |
| Volume |
23,148 |
13,253 |
-9,895 |
-42.7% |
101,484 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.320 |
5.269 |
5.018 |
|
| R3 |
5.183 |
5.132 |
4.981 |
|
| R2 |
5.046 |
5.046 |
4.968 |
|
| R1 |
4.995 |
4.995 |
4.956 |
5.021 |
| PP |
4.909 |
4.909 |
4.909 |
4.922 |
| S1 |
4.858 |
4.858 |
4.930 |
4.884 |
| S2 |
4.772 |
4.772 |
4.918 |
|
| S3 |
4.635 |
4.721 |
4.905 |
|
| S4 |
4.498 |
4.584 |
4.868 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.432 |
6.168 |
5.208 |
|
| R3 |
5.951 |
5.687 |
5.075 |
|
| R2 |
5.470 |
5.470 |
5.031 |
|
| R1 |
5.206 |
5.206 |
4.987 |
5.098 |
| PP |
4.989 |
4.989 |
4.989 |
4.934 |
| S1 |
4.725 |
4.725 |
4.899 |
4.617 |
| S2 |
4.508 |
4.508 |
4.855 |
|
| S3 |
4.027 |
4.244 |
4.811 |
|
| S4 |
3.546 |
3.763 |
4.678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.252 |
4.771 |
0.481 |
9.7% |
0.201 |
4.1% |
36% |
False |
False |
20,296 |
| 10 |
5.282 |
4.771 |
0.511 |
10.3% |
0.198 |
4.0% |
34% |
False |
False |
24,265 |
| 20 |
5.282 |
4.357 |
0.925 |
18.7% |
0.203 |
4.1% |
63% |
False |
False |
30,870 |
| 40 |
5.282 |
4.140 |
1.142 |
23.1% |
0.173 |
3.5% |
70% |
False |
False |
23,521 |
| 60 |
5.282 |
4.140 |
1.142 |
23.1% |
0.176 |
3.6% |
70% |
False |
False |
18,438 |
| 80 |
5.282 |
4.140 |
1.142 |
23.1% |
0.161 |
3.2% |
70% |
False |
False |
15,190 |
| 100 |
5.884 |
4.140 |
1.744 |
35.3% |
0.156 |
3.1% |
46% |
False |
False |
12,723 |
| 120 |
6.160 |
4.140 |
2.020 |
40.9% |
0.154 |
3.1% |
40% |
False |
False |
10,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.543 |
|
2.618 |
5.320 |
|
1.618 |
5.183 |
|
1.000 |
5.098 |
|
0.618 |
5.046 |
|
HIGH |
4.961 |
|
0.618 |
4.909 |
|
0.500 |
4.893 |
|
0.382 |
4.876 |
|
LOW |
4.824 |
|
0.618 |
4.739 |
|
1.000 |
4.687 |
|
1.618 |
4.602 |
|
2.618 |
4.465 |
|
4.250 |
4.242 |
|
|
| Fisher Pivots for day following 25-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.926 |
4.920 |
| PP |
4.909 |
4.898 |
| S1 |
4.893 |
4.875 |
|