NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5.170 |
5.381 |
0.211 |
4.1% |
5.214 |
| High |
5.240 |
5.393 |
0.153 |
2.9% |
5.381 |
| Low |
5.164 |
5.276 |
0.112 |
2.2% |
5.120 |
| Close |
5.228 |
5.381 |
0.153 |
2.9% |
5.228 |
| Range |
0.076 |
0.117 |
0.041 |
53.9% |
0.261 |
| ATR |
0.151 |
0.152 |
0.001 |
0.7% |
0.000 |
| Volume |
10,087 |
6,848 |
-3,239 |
-32.1% |
56,313 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.701 |
5.658 |
5.445 |
|
| R3 |
5.584 |
5.541 |
5.413 |
|
| R2 |
5.467 |
5.467 |
5.402 |
|
| R1 |
5.424 |
5.424 |
5.392 |
5.440 |
| PP |
5.350 |
5.350 |
5.350 |
5.358 |
| S1 |
5.307 |
5.307 |
5.370 |
5.323 |
| S2 |
5.233 |
5.233 |
5.360 |
|
| S3 |
5.116 |
5.190 |
5.349 |
|
| S4 |
4.999 |
5.073 |
5.317 |
|
|
| 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 |
5.393 |
5.120 |
0.273 |
5.1% |
0.130 |
2.4% |
96% |
True |
False |
10,270 |
| 10 |
5.393 |
4.807 |
0.586 |
10.9% |
0.168 |
3.1% |
98% |
True |
False |
9,119 |
| 20 |
5.393 |
4.647 |
0.746 |
13.9% |
0.149 |
2.8% |
98% |
True |
False |
7,105 |
| 40 |
5.393 |
4.647 |
0.746 |
13.9% |
0.135 |
2.5% |
98% |
True |
False |
5,547 |
| 60 |
5.393 |
4.647 |
0.746 |
13.9% |
0.136 |
2.5% |
98% |
True |
False |
4,622 |
| 80 |
5.810 |
4.647 |
1.163 |
21.6% |
0.127 |
2.4% |
63% |
False |
False |
3,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.890 |
|
2.618 |
5.699 |
|
1.618 |
5.582 |
|
1.000 |
5.510 |
|
0.618 |
5.465 |
|
HIGH |
5.393 |
|
0.618 |
5.348 |
|
0.500 |
5.335 |
|
0.382 |
5.321 |
|
LOW |
5.276 |
|
0.618 |
5.204 |
|
1.000 |
5.159 |
|
1.618 |
5.087 |
|
2.618 |
4.970 |
|
4.250 |
4.779 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.366 |
5.340 |
| PP |
5.350 |
5.298 |
| S1 |
5.335 |
5.257 |
|