NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5.059 |
5.178 |
0.119 |
2.4% |
4.925 |
| High |
5.226 |
5.240 |
0.014 |
0.3% |
5.249 |
| Low |
5.032 |
5.041 |
0.009 |
0.2% |
4.918 |
| Close |
5.212 |
5.049 |
-0.163 |
-3.1% |
5.049 |
| Range |
0.194 |
0.199 |
0.005 |
2.6% |
0.331 |
| ATR |
0.197 |
0.197 |
0.000 |
0.1% |
0.000 |
| Volume |
57,373 |
78,260 |
20,887 |
36.4% |
295,761 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.707 |
5.577 |
5.158 |
|
| R3 |
5.508 |
5.378 |
5.104 |
|
| R2 |
5.309 |
5.309 |
5.085 |
|
| R1 |
5.179 |
5.179 |
5.067 |
5.145 |
| PP |
5.110 |
5.110 |
5.110 |
5.093 |
| S1 |
4.980 |
4.980 |
5.031 |
4.946 |
| S2 |
4.911 |
4.911 |
5.013 |
|
| S3 |
4.712 |
4.781 |
4.994 |
|
| S4 |
4.513 |
4.582 |
4.940 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.065 |
5.888 |
5.231 |
|
| R3 |
5.734 |
5.557 |
5.140 |
|
| R2 |
5.403 |
5.403 |
5.110 |
|
| R1 |
5.226 |
5.226 |
5.079 |
5.315 |
| PP |
5.072 |
5.072 |
5.072 |
5.116 |
| S1 |
4.895 |
4.895 |
5.019 |
4.984 |
| S2 |
4.741 |
4.741 |
4.988 |
|
| S3 |
4.410 |
4.564 |
4.958 |
|
| S4 |
4.079 |
4.233 |
4.867 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.249 |
4.918 |
0.331 |
6.6% |
0.194 |
3.8% |
40% |
False |
False |
59,152 |
| 10 |
5.249 |
4.687 |
0.562 |
11.1% |
0.196 |
3.9% |
64% |
False |
False |
55,298 |
| 20 |
5.249 |
4.108 |
1.141 |
22.6% |
0.193 |
3.8% |
82% |
False |
False |
39,334 |
| 40 |
5.249 |
4.070 |
1.179 |
23.4% |
0.178 |
3.5% |
83% |
False |
False |
28,428 |
| 60 |
5.249 |
4.070 |
1.179 |
23.4% |
0.177 |
3.5% |
83% |
False |
False |
22,814 |
| 80 |
5.249 |
4.070 |
1.179 |
23.4% |
0.159 |
3.1% |
83% |
False |
False |
18,391 |
| 100 |
5.864 |
4.070 |
1.794 |
35.5% |
0.154 |
3.0% |
55% |
False |
False |
15,363 |
| 120 |
6.111 |
4.070 |
2.041 |
40.4% |
0.154 |
3.0% |
48% |
False |
False |
13,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.086 |
|
2.618 |
5.761 |
|
1.618 |
5.562 |
|
1.000 |
5.439 |
|
0.618 |
5.363 |
|
HIGH |
5.240 |
|
0.618 |
5.164 |
|
0.500 |
5.141 |
|
0.382 |
5.117 |
|
LOW |
5.041 |
|
0.618 |
4.918 |
|
1.000 |
4.842 |
|
1.618 |
4.719 |
|
2.618 |
4.520 |
|
4.250 |
4.195 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.141 |
5.133 |
| PP |
5.110 |
5.105 |
| S1 |
5.080 |
5.077 |
|