NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
4.285 |
4.499 |
0.214 |
5.0% |
4.135 |
| High |
4.496 |
4.745 |
0.249 |
5.5% |
4.470 |
| Low |
4.285 |
4.440 |
0.155 |
3.6% |
4.108 |
| Close |
4.484 |
4.735 |
0.251 |
5.6% |
4.409 |
| Range |
0.211 |
0.305 |
0.094 |
44.5% |
0.362 |
| ATR |
0.163 |
0.173 |
0.010 |
6.2% |
0.000 |
| Volume |
18,063 |
26,410 |
8,347 |
46.2% |
90,379 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.555 |
5.450 |
4.903 |
|
| R3 |
5.250 |
5.145 |
4.819 |
|
| R2 |
4.945 |
4.945 |
4.791 |
|
| R1 |
4.840 |
4.840 |
4.763 |
4.893 |
| PP |
4.640 |
4.640 |
4.640 |
4.666 |
| S1 |
4.535 |
4.535 |
4.707 |
4.588 |
| S2 |
4.335 |
4.335 |
4.679 |
|
| S3 |
4.030 |
4.230 |
4.651 |
|
| S4 |
3.725 |
3.925 |
4.567 |
|
|
| 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 |
4.745 |
4.229 |
0.516 |
10.9% |
0.204 |
4.3% |
98% |
True |
False |
22,026 |
| 10 |
4.745 |
4.108 |
0.637 |
13.5% |
0.170 |
3.6% |
98% |
True |
False |
20,405 |
| 20 |
4.745 |
4.070 |
0.675 |
14.3% |
0.170 |
3.6% |
99% |
True |
False |
20,929 |
| 40 |
4.745 |
4.070 |
0.675 |
14.3% |
0.166 |
3.5% |
99% |
True |
False |
17,061 |
| 60 |
4.875 |
4.070 |
0.805 |
17.0% |
0.157 |
3.3% |
83% |
False |
False |
13,813 |
| 80 |
5.752 |
4.070 |
1.682 |
35.5% |
0.146 |
3.1% |
40% |
False |
False |
11,338 |
| 100 |
5.960 |
4.070 |
1.890 |
39.9% |
0.147 |
3.1% |
35% |
False |
False |
9,520 |
| 120 |
6.111 |
4.070 |
2.041 |
43.1% |
0.153 |
3.2% |
33% |
False |
False |
8,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.041 |
|
2.618 |
5.543 |
|
1.618 |
5.238 |
|
1.000 |
5.050 |
|
0.618 |
4.933 |
|
HIGH |
4.745 |
|
0.618 |
4.628 |
|
0.500 |
4.593 |
|
0.382 |
4.557 |
|
LOW |
4.440 |
|
0.618 |
4.252 |
|
1.000 |
4.135 |
|
1.618 |
3.947 |
|
2.618 |
3.642 |
|
4.250 |
3.144 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.688 |
4.662 |
| PP |
4.640 |
4.588 |
| S1 |
4.593 |
4.515 |
|