NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 22-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5.232 |
5.146 |
-0.086 |
-1.6% |
5.381 |
| High |
5.507 |
5.226 |
-0.281 |
-5.1% |
5.534 |
| Low |
5.200 |
5.085 |
-0.115 |
-2.2% |
5.276 |
| Close |
5.232 |
5.146 |
-0.086 |
-1.6% |
5.364 |
| Range |
0.307 |
0.141 |
-0.166 |
-54.1% |
0.258 |
| ATR |
0.164 |
0.163 |
-0.001 |
-0.7% |
0.000 |
| Volume |
4,514 |
6,239 |
1,725 |
38.2% |
46,643 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.575 |
5.502 |
5.224 |
|
| R3 |
5.434 |
5.361 |
5.185 |
|
| R2 |
5.293 |
5.293 |
5.172 |
|
| R1 |
5.220 |
5.220 |
5.159 |
5.217 |
| PP |
5.152 |
5.152 |
5.152 |
5.151 |
| S1 |
5.079 |
5.079 |
5.133 |
5.076 |
| S2 |
5.011 |
5.011 |
5.120 |
|
| S3 |
4.870 |
4.938 |
5.107 |
|
| S4 |
4.729 |
4.797 |
5.068 |
|
|
| 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 |
5.511 |
5.085 |
0.426 |
8.3% |
0.182 |
3.5% |
14% |
False |
True |
7,377 |
| 10 |
5.534 |
5.085 |
0.449 |
8.7% |
0.149 |
2.9% |
14% |
False |
True |
8,936 |
| 20 |
5.534 |
4.647 |
0.887 |
17.2% |
0.160 |
3.1% |
56% |
False |
False |
7,914 |
| 40 |
5.534 |
4.647 |
0.887 |
17.2% |
0.141 |
2.7% |
56% |
False |
False |
6,445 |
| 60 |
5.534 |
4.647 |
0.887 |
17.2% |
0.145 |
2.8% |
56% |
False |
False |
5,171 |
| 80 |
5.619 |
4.647 |
0.972 |
18.9% |
0.132 |
2.6% |
51% |
False |
False |
4,394 |
| 100 |
6.280 |
4.647 |
1.633 |
31.7% |
0.130 |
2.5% |
31% |
False |
False |
3,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.825 |
|
2.618 |
5.595 |
|
1.618 |
5.454 |
|
1.000 |
5.367 |
|
0.618 |
5.313 |
|
HIGH |
5.226 |
|
0.618 |
5.172 |
|
0.500 |
5.156 |
|
0.382 |
5.139 |
|
LOW |
5.085 |
|
0.618 |
4.998 |
|
1.000 |
4.944 |
|
1.618 |
4.857 |
|
2.618 |
4.716 |
|
4.250 |
4.486 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.156 |
5.298 |
| PP |
5.152 |
5.247 |
| S1 |
5.149 |
5.197 |
|