NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5.500 |
5.364 |
-0.136 |
-2.5% |
5.381 |
| High |
5.510 |
5.510 |
0.000 |
0.0% |
5.534 |
| Low |
5.360 |
5.353 |
-0.007 |
-0.1% |
5.276 |
| Close |
5.500 |
5.364 |
-0.136 |
-2.5% |
5.364 |
| Range |
0.150 |
0.157 |
0.007 |
4.7% |
0.258 |
| ATR |
0.153 |
0.153 |
0.000 |
0.2% |
0.000 |
| Volume |
7,829 |
5,894 |
-1,935 |
-24.7% |
46,643 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.880 |
5.779 |
5.450 |
|
| R3 |
5.723 |
5.622 |
5.407 |
|
| R2 |
5.566 |
5.566 |
5.393 |
|
| R1 |
5.465 |
5.465 |
5.378 |
5.443 |
| PP |
5.409 |
5.409 |
5.409 |
5.398 |
| S1 |
5.308 |
5.308 |
5.350 |
5.286 |
| S2 |
5.252 |
5.252 |
5.335 |
|
| S3 |
5.095 |
5.151 |
5.321 |
|
| S4 |
4.938 |
4.994 |
5.278 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.165 |
6.023 |
5.506 |
|
| R3 |
5.907 |
5.765 |
5.435 |
|
| R2 |
5.649 |
5.649 |
5.411 |
|
| R1 |
5.507 |
5.507 |
5.388 |
5.449 |
| PP |
5.391 |
5.391 |
5.391 |
5.363 |
| S1 |
5.249 |
5.249 |
5.340 |
5.191 |
| S2 |
5.133 |
5.133 |
5.317 |
|
| S3 |
4.875 |
4.991 |
5.293 |
|
| S4 |
4.617 |
4.733 |
5.222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.534 |
5.276 |
0.258 |
4.8% |
0.140 |
2.6% |
34% |
False |
False |
9,328 |
| 10 |
5.534 |
5.120 |
0.414 |
7.7% |
0.146 |
2.7% |
59% |
False |
False |
10,295 |
| 20 |
5.534 |
4.647 |
0.887 |
16.5% |
0.149 |
2.8% |
81% |
False |
False |
7,866 |
| 40 |
5.534 |
4.647 |
0.887 |
16.5% |
0.138 |
2.6% |
81% |
False |
False |
6,320 |
| 60 |
5.534 |
4.647 |
0.887 |
16.5% |
0.141 |
2.6% |
81% |
False |
False |
5,080 |
| 80 |
5.619 |
4.647 |
0.972 |
18.1% |
0.128 |
2.4% |
74% |
False |
False |
4,291 |
| 100 |
6.280 |
4.647 |
1.633 |
30.4% |
0.128 |
2.4% |
44% |
False |
False |
3,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.177 |
|
2.618 |
5.921 |
|
1.618 |
5.764 |
|
1.000 |
5.667 |
|
0.618 |
5.607 |
|
HIGH |
5.510 |
|
0.618 |
5.450 |
|
0.500 |
5.432 |
|
0.382 |
5.413 |
|
LOW |
5.353 |
|
0.618 |
5.256 |
|
1.000 |
5.196 |
|
1.618 |
5.099 |
|
2.618 |
4.942 |
|
4.250 |
4.686 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.432 |
5.432 |
| PP |
5.409 |
5.409 |
| S1 |
5.387 |
5.387 |
|