NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 09-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
5.000 |
4.981 |
-0.019 |
-0.4% |
4.476 |
High |
5.147 |
5.023 |
-0.124 |
-2.4% |
5.089 |
Low |
4.934 |
4.863 |
-0.071 |
-1.4% |
4.460 |
Close |
5.000 |
4.875 |
-0.125 |
-2.5% |
4.940 |
Range |
0.213 |
0.160 |
-0.053 |
-24.9% |
0.629 |
ATR |
0.189 |
0.187 |
-0.002 |
-1.1% |
0.000 |
Volume |
31,880 |
33,851 |
1,971 |
6.2% |
121,953 |
|
Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.400 |
5.298 |
4.963 |
|
R3 |
5.240 |
5.138 |
4.919 |
|
R2 |
5.080 |
5.080 |
4.904 |
|
R1 |
4.978 |
4.978 |
4.890 |
4.949 |
PP |
4.920 |
4.920 |
4.920 |
4.906 |
S1 |
4.818 |
4.818 |
4.860 |
4.789 |
S2 |
4.760 |
4.760 |
4.846 |
|
S3 |
4.600 |
4.658 |
4.831 |
|
S4 |
4.440 |
4.498 |
4.787 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.717 |
6.457 |
5.286 |
|
R3 |
6.088 |
5.828 |
5.113 |
|
R2 |
5.459 |
5.459 |
5.055 |
|
R1 |
5.199 |
5.199 |
4.998 |
5.329 |
PP |
4.830 |
4.830 |
4.830 |
4.895 |
S1 |
4.570 |
4.570 |
4.882 |
4.700 |
S2 |
4.201 |
4.201 |
4.825 |
|
S3 |
3.572 |
3.941 |
4.767 |
|
S4 |
2.943 |
3.312 |
4.594 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.147 |
4.592 |
0.555 |
11.4% |
0.245 |
5.0% |
51% |
False |
False |
38,604 |
10 |
5.147 |
4.378 |
0.769 |
15.8% |
0.204 |
4.2% |
65% |
False |
False |
28,292 |
20 |
5.147 |
4.115 |
1.032 |
21.2% |
0.184 |
3.8% |
74% |
False |
False |
24,871 |
40 |
5.147 |
4.115 |
1.032 |
21.2% |
0.167 |
3.4% |
74% |
False |
False |
19,364 |
60 |
5.147 |
4.115 |
1.032 |
21.2% |
0.162 |
3.3% |
74% |
False |
False |
17,367 |
80 |
5.885 |
4.115 |
1.770 |
36.3% |
0.152 |
3.1% |
43% |
False |
False |
15,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.703 |
2.618 |
5.442 |
1.618 |
5.282 |
1.000 |
5.183 |
0.618 |
5.122 |
HIGH |
5.023 |
0.618 |
4.962 |
0.500 |
4.943 |
0.382 |
4.924 |
LOW |
4.863 |
0.618 |
4.764 |
1.000 |
4.703 |
1.618 |
4.604 |
2.618 |
4.444 |
4.250 |
4.183 |
|
|
Fisher Pivots for day following 09-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
4.943 |
4.988 |
PP |
4.920 |
4.950 |
S1 |
4.898 |
4.913 |
|