NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 25-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
5.220 |
5.180 |
-0.040 |
-0.8% |
5.232 |
| High |
5.254 |
5.283 |
0.029 |
0.6% |
5.507 |
| Low |
5.139 |
5.165 |
0.026 |
0.5% |
5.085 |
| Close |
5.180 |
5.273 |
0.093 |
1.8% |
5.273 |
| Range |
0.115 |
0.118 |
0.003 |
2.6% |
0.422 |
| ATR |
0.156 |
0.154 |
-0.003 |
-1.7% |
0.000 |
| Volume |
9,084 |
6,067 |
-3,017 |
-33.2% |
33,690 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.594 |
5.552 |
5.338 |
|
| R3 |
5.476 |
5.434 |
5.305 |
|
| R2 |
5.358 |
5.358 |
5.295 |
|
| R1 |
5.316 |
5.316 |
5.284 |
5.337 |
| PP |
5.240 |
5.240 |
5.240 |
5.251 |
| S1 |
5.198 |
5.198 |
5.262 |
5.219 |
| S2 |
5.122 |
5.122 |
5.251 |
|
| S3 |
5.004 |
5.080 |
5.241 |
|
| S4 |
4.886 |
4.962 |
5.208 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.554 |
6.336 |
5.505 |
|
| R3 |
6.132 |
5.914 |
5.389 |
|
| R2 |
5.710 |
5.710 |
5.350 |
|
| R1 |
5.492 |
5.492 |
5.312 |
5.601 |
| PP |
5.288 |
5.288 |
5.288 |
5.343 |
| S1 |
5.070 |
5.070 |
5.234 |
5.179 |
| S2 |
4.866 |
4.866 |
5.196 |
|
| S3 |
4.444 |
4.648 |
5.157 |
|
| S4 |
4.022 |
4.226 |
5.041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.507 |
5.085 |
0.422 |
8.0% |
0.157 |
3.0% |
45% |
False |
False |
6,738 |
| 10 |
5.534 |
5.085 |
0.449 |
8.5% |
0.149 |
2.8% |
42% |
False |
False |
8,033 |
| 20 |
5.534 |
4.807 |
0.727 |
13.8% |
0.158 |
3.0% |
64% |
False |
False |
8,503 |
| 40 |
5.534 |
4.647 |
0.887 |
16.8% |
0.137 |
2.6% |
71% |
False |
False |
6,858 |
| 60 |
5.534 |
4.647 |
0.887 |
16.8% |
0.144 |
2.7% |
71% |
False |
False |
5,429 |
| 80 |
5.534 |
4.647 |
0.887 |
16.8% |
0.132 |
2.5% |
71% |
False |
False |
4,610 |
| 100 |
6.280 |
4.647 |
1.633 |
31.0% |
0.130 |
2.5% |
38% |
False |
False |
3,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.785 |
|
2.618 |
5.592 |
|
1.618 |
5.474 |
|
1.000 |
5.401 |
|
0.618 |
5.356 |
|
HIGH |
5.283 |
|
0.618 |
5.238 |
|
0.500 |
5.224 |
|
0.382 |
5.210 |
|
LOW |
5.165 |
|
0.618 |
5.092 |
|
1.000 |
5.047 |
|
1.618 |
4.974 |
|
2.618 |
4.856 |
|
4.250 |
4.664 |
|
|
| Fisher Pivots for day following 25-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.257 |
5.252 |
| PP |
5.240 |
5.232 |
| S1 |
5.224 |
5.211 |
|