NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5.173 |
5.170 |
-0.003 |
-0.1% |
5.214 |
| High |
5.271 |
5.240 |
-0.031 |
-0.6% |
5.381 |
| Low |
5.120 |
5.164 |
0.044 |
0.9% |
5.120 |
| Close |
5.136 |
5.228 |
0.092 |
1.8% |
5.228 |
| Range |
0.151 |
0.076 |
-0.075 |
-49.7% |
0.261 |
| ATR |
0.154 |
0.151 |
-0.004 |
-2.3% |
0.000 |
| Volume |
10,292 |
10,087 |
-205 |
-2.0% |
56,313 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.439 |
5.409 |
5.270 |
|
| R3 |
5.363 |
5.333 |
5.249 |
|
| R2 |
5.287 |
5.287 |
5.242 |
|
| R1 |
5.257 |
5.257 |
5.235 |
5.272 |
| PP |
5.211 |
5.211 |
5.211 |
5.218 |
| S1 |
5.181 |
5.181 |
5.221 |
5.196 |
| S2 |
5.135 |
5.135 |
5.214 |
|
| S3 |
5.059 |
5.105 |
5.207 |
|
| S4 |
4.983 |
5.029 |
5.186 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.026 |
5.888 |
5.372 |
|
| R3 |
5.765 |
5.627 |
5.300 |
|
| R2 |
5.504 |
5.504 |
5.276 |
|
| R1 |
5.366 |
5.366 |
5.252 |
5.435 |
| PP |
5.243 |
5.243 |
5.243 |
5.278 |
| S1 |
5.105 |
5.105 |
5.204 |
5.174 |
| S2 |
4.982 |
4.982 |
5.180 |
|
| S3 |
4.721 |
4.844 |
5.156 |
|
| S4 |
4.460 |
4.583 |
5.084 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.381 |
5.120 |
0.261 |
5.0% |
0.151 |
2.9% |
41% |
False |
False |
11,262 |
| 10 |
5.381 |
4.807 |
0.574 |
11.0% |
0.168 |
3.2% |
73% |
False |
False |
8,974 |
| 20 |
5.381 |
4.647 |
0.734 |
14.0% |
0.149 |
2.8% |
79% |
False |
False |
7,192 |
| 40 |
5.381 |
4.647 |
0.734 |
14.0% |
0.135 |
2.6% |
79% |
False |
False |
5,429 |
| 60 |
5.381 |
4.647 |
0.734 |
14.0% |
0.138 |
2.6% |
79% |
False |
False |
4,517 |
| 80 |
5.989 |
4.647 |
1.342 |
25.7% |
0.127 |
2.4% |
43% |
False |
False |
3,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.563 |
|
2.618 |
5.439 |
|
1.618 |
5.363 |
|
1.000 |
5.316 |
|
0.618 |
5.287 |
|
HIGH |
5.240 |
|
0.618 |
5.211 |
|
0.500 |
5.202 |
|
0.382 |
5.193 |
|
LOW |
5.164 |
|
0.618 |
5.117 |
|
1.000 |
5.088 |
|
1.618 |
5.041 |
|
2.618 |
4.965 |
|
4.250 |
4.841 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.219 |
5.217 |
| PP |
5.211 |
5.206 |
| S1 |
5.202 |
5.196 |
|