NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5.117 |
5.209 |
0.092 |
1.8% |
4.860 |
| High |
5.245 |
5.249 |
0.004 |
0.1% |
5.044 |
| Low |
5.076 |
5.016 |
-0.060 |
-1.2% |
4.687 |
| Close |
5.240 |
5.031 |
-0.209 |
-4.0% |
4.833 |
| Range |
0.169 |
0.233 |
0.064 |
37.9% |
0.357 |
| ATR |
0.194 |
0.197 |
0.003 |
1.4% |
0.000 |
| Volume |
57,717 |
61,139 |
3,422 |
5.9% |
257,228 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.798 |
5.647 |
5.159 |
|
| R3 |
5.565 |
5.414 |
5.095 |
|
| R2 |
5.332 |
5.332 |
5.074 |
|
| R1 |
5.181 |
5.181 |
5.052 |
5.140 |
| PP |
5.099 |
5.099 |
5.099 |
5.078 |
| S1 |
4.948 |
4.948 |
5.010 |
4.907 |
| S2 |
4.866 |
4.866 |
4.988 |
|
| S3 |
4.633 |
4.715 |
4.967 |
|
| S4 |
4.400 |
4.482 |
4.903 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.926 |
5.736 |
5.029 |
|
| R3 |
5.569 |
5.379 |
4.931 |
|
| R2 |
5.212 |
5.212 |
4.898 |
|
| R1 |
5.022 |
5.022 |
4.866 |
4.939 |
| PP |
4.855 |
4.855 |
4.855 |
4.813 |
| S1 |
4.665 |
4.665 |
4.800 |
4.582 |
| S2 |
4.498 |
4.498 |
4.768 |
|
| S3 |
4.141 |
4.308 |
4.735 |
|
| S4 |
3.784 |
3.951 |
4.637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.249 |
4.687 |
0.562 |
11.2% |
0.177 |
3.5% |
61% |
True |
False |
51,513 |
| 10 |
5.249 |
4.440 |
0.809 |
16.1% |
0.223 |
4.4% |
73% |
True |
False |
49,681 |
| 20 |
5.249 |
4.108 |
1.141 |
22.7% |
0.192 |
3.8% |
81% |
True |
False |
34,887 |
| 40 |
5.249 |
4.070 |
1.179 |
23.4% |
0.176 |
3.5% |
82% |
True |
False |
25,467 |
| 60 |
5.249 |
4.070 |
1.179 |
23.4% |
0.172 |
3.4% |
82% |
True |
False |
20,691 |
| 80 |
5.249 |
4.070 |
1.179 |
23.4% |
0.156 |
3.1% |
82% |
True |
False |
16,772 |
| 100 |
5.940 |
4.070 |
1.870 |
37.2% |
0.153 |
3.0% |
51% |
False |
False |
14,057 |
| 120 |
6.111 |
4.070 |
2.041 |
40.6% |
0.154 |
3.1% |
47% |
False |
False |
12,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.239 |
|
2.618 |
5.859 |
|
1.618 |
5.626 |
|
1.000 |
5.482 |
|
0.618 |
5.393 |
|
HIGH |
5.249 |
|
0.618 |
5.160 |
|
0.500 |
5.133 |
|
0.382 |
5.105 |
|
LOW |
5.016 |
|
0.618 |
4.872 |
|
1.000 |
4.783 |
|
1.618 |
4.639 |
|
2.618 |
4.406 |
|
4.250 |
4.026 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.133 |
5.084 |
| PP |
5.099 |
5.066 |
| S1 |
5.065 |
5.049 |
|