NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
4.448 |
4.285 |
-0.163 |
-3.7% |
4.135 |
| High |
4.494 |
4.496 |
0.002 |
0.0% |
4.470 |
| Low |
4.298 |
4.285 |
-0.013 |
-0.3% |
4.108 |
| Close |
4.316 |
4.484 |
0.168 |
3.9% |
4.409 |
| Range |
0.196 |
0.211 |
0.015 |
7.7% |
0.362 |
| ATR |
0.160 |
0.163 |
0.004 |
2.3% |
0.000 |
| Volume |
26,547 |
18,063 |
-8,484 |
-32.0% |
90,379 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.055 |
4.980 |
4.600 |
|
| R3 |
4.844 |
4.769 |
4.542 |
|
| R2 |
4.633 |
4.633 |
4.523 |
|
| R1 |
4.558 |
4.558 |
4.503 |
4.596 |
| PP |
4.422 |
4.422 |
4.422 |
4.440 |
| S1 |
4.347 |
4.347 |
4.465 |
4.385 |
| S2 |
4.211 |
4.211 |
4.445 |
|
| S3 |
4.000 |
4.136 |
4.426 |
|
| S4 |
3.789 |
3.925 |
4.368 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.415 |
5.274 |
4.608 |
|
| R3 |
5.053 |
4.912 |
4.509 |
|
| R2 |
4.691 |
4.691 |
4.475 |
|
| R1 |
4.550 |
4.550 |
4.442 |
4.621 |
| PP |
4.329 |
4.329 |
4.329 |
4.364 |
| S1 |
4.188 |
4.188 |
4.376 |
4.259 |
| S2 |
3.967 |
3.967 |
4.343 |
|
| S3 |
3.605 |
3.826 |
4.309 |
|
| S4 |
3.243 |
3.464 |
4.210 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.496 |
4.212 |
0.284 |
6.3% |
0.177 |
4.0% |
96% |
True |
False |
19,800 |
| 10 |
4.506 |
4.108 |
0.398 |
8.9% |
0.160 |
3.6% |
94% |
False |
False |
20,093 |
| 20 |
4.655 |
4.070 |
0.585 |
13.0% |
0.161 |
3.6% |
71% |
False |
False |
20,543 |
| 40 |
4.655 |
4.070 |
0.585 |
13.0% |
0.162 |
3.6% |
71% |
False |
False |
16,766 |
| 60 |
4.875 |
4.070 |
0.805 |
18.0% |
0.154 |
3.4% |
51% |
False |
False |
13,455 |
| 80 |
5.864 |
4.070 |
1.794 |
40.0% |
0.145 |
3.2% |
23% |
False |
False |
11,062 |
| 100 |
5.980 |
4.070 |
1.910 |
42.6% |
0.146 |
3.2% |
22% |
False |
False |
9,282 |
| 120 |
6.111 |
4.070 |
2.041 |
45.5% |
0.152 |
3.4% |
20% |
False |
False |
8,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.393 |
|
2.618 |
5.048 |
|
1.618 |
4.837 |
|
1.000 |
4.707 |
|
0.618 |
4.626 |
|
HIGH |
4.496 |
|
0.618 |
4.415 |
|
0.500 |
4.391 |
|
0.382 |
4.366 |
|
LOW |
4.285 |
|
0.618 |
4.155 |
|
1.000 |
4.074 |
|
1.618 |
3.944 |
|
2.618 |
3.733 |
|
4.250 |
3.388 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.453 |
4.453 |
| PP |
4.422 |
4.422 |
| S1 |
4.391 |
4.391 |
|