NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5.164 |
5.173 |
0.009 |
0.2% |
4.817 |
| High |
5.265 |
5.271 |
0.006 |
0.1% |
5.330 |
| Low |
5.146 |
5.120 |
-0.026 |
-0.5% |
4.807 |
| Close |
5.164 |
5.136 |
-0.028 |
-0.5% |
5.202 |
| Range |
0.119 |
0.151 |
0.032 |
26.9% |
0.523 |
| ATR |
0.154 |
0.154 |
0.000 |
-0.2% |
0.000 |
| Volume |
11,589 |
10,292 |
-1,297 |
-11.2% |
28,036 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.629 |
5.533 |
5.219 |
|
| R3 |
5.478 |
5.382 |
5.178 |
|
| R2 |
5.327 |
5.327 |
5.164 |
|
| R1 |
5.231 |
5.231 |
5.150 |
5.204 |
| PP |
5.176 |
5.176 |
5.176 |
5.162 |
| S1 |
5.080 |
5.080 |
5.122 |
5.053 |
| S2 |
5.025 |
5.025 |
5.108 |
|
| S3 |
4.874 |
4.929 |
5.094 |
|
| S4 |
4.723 |
4.778 |
5.053 |
|
|
| 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 |
5.381 |
5.075 |
0.306 |
6.0% |
0.187 |
3.6% |
20% |
False |
False |
11,514 |
| 10 |
5.381 |
4.769 |
0.612 |
11.9% |
0.174 |
3.4% |
60% |
False |
False |
8,394 |
| 20 |
5.381 |
4.647 |
0.734 |
14.3% |
0.151 |
2.9% |
67% |
False |
False |
7,088 |
| 40 |
5.381 |
4.647 |
0.734 |
14.3% |
0.138 |
2.7% |
67% |
False |
False |
5,265 |
| 60 |
5.381 |
4.647 |
0.734 |
14.3% |
0.137 |
2.7% |
67% |
False |
False |
4,363 |
| 80 |
6.038 |
4.647 |
1.391 |
27.1% |
0.127 |
2.5% |
35% |
False |
False |
3,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.913 |
|
2.618 |
5.666 |
|
1.618 |
5.515 |
|
1.000 |
5.422 |
|
0.618 |
5.364 |
|
HIGH |
5.271 |
|
0.618 |
5.213 |
|
0.500 |
5.196 |
|
0.382 |
5.178 |
|
LOW |
5.120 |
|
0.618 |
5.027 |
|
1.000 |
4.969 |
|
1.618 |
4.876 |
|
2.618 |
4.725 |
|
4.250 |
4.478 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.196 |
5.251 |
| PP |
5.176 |
5.212 |
| S1 |
5.156 |
5.174 |
|