NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 17-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.209 |
5.059 |
-0.150 |
-2.9% |
4.860 |
High |
5.249 |
5.226 |
-0.023 |
-0.4% |
5.044 |
Low |
5.016 |
5.032 |
0.016 |
0.3% |
4.687 |
Close |
5.031 |
5.212 |
0.181 |
3.6% |
4.833 |
Range |
0.233 |
0.194 |
-0.039 |
-16.7% |
0.357 |
ATR |
0.197 |
0.197 |
0.000 |
-0.1% |
0.000 |
Volume |
61,139 |
57,373 |
-3,766 |
-6.2% |
257,228 |
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.739 |
5.669 |
5.319 |
|
R3 |
5.545 |
5.475 |
5.265 |
|
R2 |
5.351 |
5.351 |
5.248 |
|
R1 |
5.281 |
5.281 |
5.230 |
5.316 |
PP |
5.157 |
5.157 |
5.157 |
5.174 |
S1 |
5.087 |
5.087 |
5.194 |
5.122 |
S2 |
4.963 |
4.963 |
5.176 |
|
S3 |
4.769 |
4.893 |
5.159 |
|
S4 |
4.575 |
4.699 |
5.105 |
|
|
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 |
4.732 |
0.517 |
9.9% |
0.181 |
3.5% |
93% |
False |
False |
52,764 |
10 |
5.249 |
4.659 |
0.590 |
11.3% |
0.212 |
4.1% |
94% |
False |
False |
52,777 |
20 |
5.249 |
4.108 |
1.141 |
21.9% |
0.191 |
3.7% |
97% |
False |
False |
36,591 |
40 |
5.249 |
4.070 |
1.179 |
22.6% |
0.178 |
3.4% |
97% |
False |
False |
26,711 |
60 |
5.249 |
4.070 |
1.179 |
22.6% |
0.174 |
3.3% |
97% |
False |
False |
21,575 |
80 |
5.249 |
4.070 |
1.179 |
22.6% |
0.158 |
3.0% |
97% |
False |
False |
17,450 |
100 |
5.864 |
4.070 |
1.794 |
34.4% |
0.153 |
2.9% |
64% |
False |
False |
14,597 |
120 |
6.111 |
4.070 |
2.041 |
39.2% |
0.154 |
2.9% |
56% |
False |
False |
12,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.051 |
2.618 |
5.734 |
1.618 |
5.540 |
1.000 |
5.420 |
0.618 |
5.346 |
HIGH |
5.226 |
0.618 |
5.152 |
0.500 |
5.129 |
0.382 |
5.106 |
LOW |
5.032 |
0.618 |
4.912 |
1.000 |
4.838 |
1.618 |
4.718 |
2.618 |
4.524 |
4.250 |
4.208 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
5.184 |
5.186 |
PP |
5.157 |
5.159 |
S1 |
5.129 |
5.133 |
|