NYMEX Natural Gas Future November 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 |
4.969 |
5.134 |
0.165 |
3.3% |
4.817 |
| High |
5.148 |
5.330 |
0.182 |
3.5% |
5.330 |
| Low |
4.926 |
5.075 |
0.149 |
3.0% |
4.807 |
| Close |
5.138 |
5.202 |
0.064 |
1.2% |
5.202 |
| Range |
0.222 |
0.255 |
0.033 |
14.9% |
0.523 |
| ATR |
0.142 |
0.150 |
0.008 |
5.7% |
0.000 |
| Volume |
5,925 |
11,345 |
5,420 |
91.5% |
28,036 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.967 |
5.840 |
5.342 |
|
| R3 |
5.712 |
5.585 |
5.272 |
|
| R2 |
5.457 |
5.457 |
5.249 |
|
| R1 |
5.330 |
5.330 |
5.225 |
5.394 |
| PP |
5.202 |
5.202 |
5.202 |
5.234 |
| S1 |
5.075 |
5.075 |
5.179 |
5.139 |
| S2 |
4.947 |
4.947 |
5.155 |
|
| S3 |
4.692 |
4.820 |
5.132 |
|
| S4 |
4.437 |
4.565 |
5.062 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.682 |
6.465 |
5.490 |
|
| R3 |
6.159 |
5.942 |
5.346 |
|
| R2 |
5.636 |
5.636 |
5.298 |
|
| R1 |
5.419 |
5.419 |
5.250 |
5.528 |
| PP |
5.113 |
5.113 |
5.113 |
5.167 |
| S1 |
4.896 |
4.896 |
5.154 |
5.005 |
| S2 |
4.590 |
4.590 |
5.106 |
|
| S3 |
4.067 |
4.373 |
5.058 |
|
| S4 |
3.544 |
3.850 |
4.914 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.330 |
4.807 |
0.523 |
10.1% |
0.185 |
3.6% |
76% |
True |
False |
6,686 |
| 10 |
5.330 |
4.647 |
0.683 |
13.1% |
0.152 |
2.9% |
81% |
True |
False |
5,437 |
| 20 |
5.330 |
4.647 |
0.683 |
13.1% |
0.138 |
2.7% |
81% |
True |
False |
6,006 |
| 40 |
5.330 |
4.647 |
0.683 |
13.1% |
0.136 |
2.6% |
81% |
True |
False |
4,316 |
| 60 |
5.330 |
4.647 |
0.683 |
13.1% |
0.130 |
2.5% |
81% |
True |
False |
3,703 |
| 80 |
6.170 |
4.647 |
1.523 |
29.3% |
0.125 |
2.4% |
36% |
False |
False |
3,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.414 |
|
2.618 |
5.998 |
|
1.618 |
5.743 |
|
1.000 |
5.585 |
|
0.618 |
5.488 |
|
HIGH |
5.330 |
|
0.618 |
5.233 |
|
0.500 |
5.203 |
|
0.382 |
5.172 |
|
LOW |
5.075 |
|
0.618 |
4.917 |
|
1.000 |
4.820 |
|
1.618 |
4.662 |
|
2.618 |
4.407 |
|
4.250 |
3.991 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.203 |
5.159 |
| PP |
5.202 |
5.117 |
| S1 |
5.202 |
5.074 |
|