NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5.370 |
5.500 |
0.130 |
2.4% |
5.214 |
| High |
5.511 |
5.510 |
-0.001 |
0.0% |
5.381 |
| Low |
5.356 |
5.360 |
0.004 |
0.1% |
5.120 |
| Close |
5.370 |
5.500 |
0.130 |
2.4% |
5.228 |
| Range |
0.155 |
0.150 |
-0.005 |
-3.2% |
0.261 |
| ATR |
0.153 |
0.153 |
0.000 |
-0.1% |
0.000 |
| Volume |
12,410 |
7,829 |
-4,581 |
-36.9% |
56,313 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.907 |
5.853 |
5.583 |
|
| R3 |
5.757 |
5.703 |
5.541 |
|
| R2 |
5.607 |
5.607 |
5.528 |
|
| R1 |
5.553 |
5.553 |
5.514 |
5.575 |
| PP |
5.457 |
5.457 |
5.457 |
5.468 |
| S1 |
5.403 |
5.403 |
5.486 |
5.425 |
| S2 |
5.307 |
5.307 |
5.473 |
|
| S3 |
5.157 |
5.253 |
5.459 |
|
| S4 |
5.007 |
5.103 |
5.418 |
|
|
| 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 |
5.534 |
5.164 |
0.370 |
6.7% |
0.124 |
2.2% |
91% |
False |
False |
10,167 |
| 10 |
5.534 |
5.075 |
0.459 |
8.3% |
0.155 |
2.8% |
93% |
False |
False |
10,840 |
| 20 |
5.534 |
4.647 |
0.887 |
16.1% |
0.147 |
2.7% |
96% |
False |
False |
7,866 |
| 40 |
5.534 |
4.647 |
0.887 |
16.1% |
0.138 |
2.5% |
96% |
False |
False |
6,223 |
| 60 |
5.534 |
4.647 |
0.887 |
16.1% |
0.139 |
2.5% |
96% |
False |
False |
5,024 |
| 80 |
5.631 |
4.647 |
0.984 |
17.9% |
0.128 |
2.3% |
87% |
False |
False |
4,232 |
| 100 |
6.280 |
4.647 |
1.633 |
29.7% |
0.127 |
2.3% |
52% |
False |
False |
3,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.148 |
|
2.618 |
5.903 |
|
1.618 |
5.753 |
|
1.000 |
5.660 |
|
0.618 |
5.603 |
|
HIGH |
5.510 |
|
0.618 |
5.453 |
|
0.500 |
5.435 |
|
0.382 |
5.417 |
|
LOW |
5.360 |
|
0.618 |
5.267 |
|
1.000 |
5.210 |
|
1.618 |
5.117 |
|
2.618 |
4.967 |
|
4.250 |
4.723 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.478 |
5.482 |
| PP |
5.457 |
5.463 |
| S1 |
5.435 |
5.445 |
|