NYMEX Natural Gas Future August 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 |
4.499 |
4.737 |
0.238 |
5.3% |
4.448 |
| High |
4.745 |
5.017 |
0.272 |
5.7% |
5.017 |
| Low |
4.440 |
4.659 |
0.219 |
4.9% |
4.285 |
| Close |
4.735 |
4.842 |
0.107 |
2.3% |
4.842 |
| Range |
0.305 |
0.358 |
0.053 |
17.4% |
0.732 |
| ATR |
0.173 |
0.187 |
0.013 |
7.6% |
0.000 |
| Volume |
26,410 |
53,047 |
26,637 |
100.9% |
124,067 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.913 |
5.736 |
5.039 |
|
| R3 |
5.555 |
5.378 |
4.940 |
|
| R2 |
5.197 |
5.197 |
4.908 |
|
| R1 |
5.020 |
5.020 |
4.875 |
5.109 |
| PP |
4.839 |
4.839 |
4.839 |
4.884 |
| S1 |
4.662 |
4.662 |
4.809 |
4.751 |
| S2 |
4.481 |
4.481 |
4.776 |
|
| S3 |
4.123 |
4.304 |
4.744 |
|
| S4 |
3.765 |
3.946 |
4.645 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.911 |
6.608 |
5.245 |
|
| R3 |
6.179 |
5.876 |
5.043 |
|
| R2 |
5.447 |
5.447 |
4.976 |
|
| R1 |
5.144 |
5.144 |
4.909 |
5.296 |
| PP |
4.715 |
4.715 |
4.715 |
4.790 |
| S1 |
4.412 |
4.412 |
4.775 |
4.564 |
| S2 |
3.983 |
3.983 |
4.708 |
|
| S3 |
3.251 |
3.680 |
4.641 |
|
| S4 |
2.519 |
2.948 |
4.439 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.017 |
4.285 |
0.732 |
15.1% |
0.241 |
5.0% |
76% |
True |
False |
28,974 |
| 10 |
5.017 |
4.108 |
0.909 |
18.8% |
0.190 |
3.9% |
81% |
True |
False |
23,370 |
| 20 |
5.017 |
4.108 |
0.909 |
18.8% |
0.175 |
3.6% |
81% |
True |
False |
22,674 |
| 40 |
5.017 |
4.070 |
0.947 |
19.6% |
0.170 |
3.5% |
82% |
True |
False |
18,085 |
| 60 |
5.017 |
4.070 |
0.947 |
19.6% |
0.160 |
3.3% |
82% |
True |
False |
14,608 |
| 80 |
5.752 |
4.070 |
1.682 |
34.7% |
0.149 |
3.1% |
46% |
False |
False |
11,969 |
| 100 |
5.960 |
4.070 |
1.890 |
39.0% |
0.149 |
3.1% |
41% |
False |
False |
10,037 |
| 120 |
6.111 |
4.070 |
2.041 |
42.2% |
0.153 |
3.2% |
38% |
False |
False |
8,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.539 |
|
2.618 |
5.954 |
|
1.618 |
5.596 |
|
1.000 |
5.375 |
|
0.618 |
5.238 |
|
HIGH |
5.017 |
|
0.618 |
4.880 |
|
0.500 |
4.838 |
|
0.382 |
4.796 |
|
LOW |
4.659 |
|
0.618 |
4.438 |
|
1.000 |
4.301 |
|
1.618 |
4.080 |
|
2.618 |
3.722 |
|
4.250 |
3.138 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.841 |
4.778 |
| PP |
4.839 |
4.715 |
| S1 |
4.838 |
4.651 |
|