NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 05-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.009 |
4.030 |
0.021 |
0.5% |
4.380 |
High |
4.046 |
4.040 |
-0.006 |
-0.1% |
4.424 |
Low |
3.963 |
3.925 |
-0.038 |
-1.0% |
3.885 |
Close |
4.013 |
3.991 |
-0.022 |
-0.5% |
3.920 |
Range |
0.083 |
0.115 |
0.032 |
38.6% |
0.539 |
ATR |
0.175 |
0.171 |
-0.004 |
-2.5% |
0.000 |
Volume |
79,141 |
81,142 |
2,001 |
2.5% |
513,621 |
|
Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.330 |
4.276 |
4.054 |
|
R3 |
4.215 |
4.161 |
4.023 |
|
R2 |
4.100 |
4.100 |
4.012 |
|
R1 |
4.046 |
4.046 |
4.002 |
4.016 |
PP |
3.985 |
3.985 |
3.985 |
3.970 |
S1 |
3.931 |
3.931 |
3.980 |
3.901 |
S2 |
3.870 |
3.870 |
3.970 |
|
S3 |
3.755 |
3.816 |
3.959 |
|
S4 |
3.640 |
3.701 |
3.928 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.693 |
5.346 |
4.216 |
|
R3 |
5.154 |
4.807 |
4.068 |
|
R2 |
4.615 |
4.615 |
4.019 |
|
R1 |
4.268 |
4.268 |
3.969 |
4.172 |
PP |
4.076 |
4.076 |
4.076 |
4.029 |
S1 |
3.729 |
3.729 |
3.871 |
3.633 |
S2 |
3.537 |
3.537 |
3.821 |
|
S3 |
2.998 |
3.190 |
3.772 |
|
S4 |
2.459 |
2.651 |
3.624 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.386 |
3.885 |
0.501 |
12.6% |
0.184 |
4.6% |
21% |
False |
False |
113,158 |
10 |
4.424 |
3.885 |
0.539 |
13.5% |
0.178 |
4.5% |
20% |
False |
False |
92,116 |
20 |
4.424 |
3.885 |
0.539 |
13.5% |
0.178 |
4.5% |
20% |
False |
False |
77,861 |
40 |
4.725 |
3.885 |
0.840 |
21.0% |
0.168 |
4.2% |
13% |
False |
False |
48,583 |
60 |
5.635 |
3.885 |
1.750 |
43.8% |
0.158 |
4.0% |
6% |
False |
False |
35,928 |
80 |
5.830 |
3.885 |
1.945 |
48.7% |
0.166 |
4.2% |
5% |
False |
False |
28,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.529 |
2.618 |
4.341 |
1.618 |
4.226 |
1.000 |
4.155 |
0.618 |
4.111 |
HIGH |
4.040 |
0.618 |
3.996 |
0.500 |
3.983 |
0.382 |
3.969 |
LOW |
3.925 |
0.618 |
3.854 |
1.000 |
3.810 |
1.618 |
3.739 |
2.618 |
3.624 |
4.250 |
3.436 |
|
|
Fisher Pivots for day following 05-May-2010 |
Pivot |
1 day |
3 day |
R1 |
3.988 |
3.983 |
PP |
3.985 |
3.976 |
S1 |
3.983 |
3.968 |
|