NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 06-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.030 |
3.978 |
-0.052 |
-1.3% |
4.380 |
High |
4.040 |
4.101 |
0.061 |
1.5% |
4.424 |
Low |
3.925 |
3.855 |
-0.070 |
-1.8% |
3.885 |
Close |
3.991 |
3.929 |
-0.062 |
-1.6% |
3.920 |
Range |
0.115 |
0.246 |
0.131 |
113.9% |
0.539 |
ATR |
0.171 |
0.176 |
0.005 |
3.1% |
0.000 |
Volume |
81,142 |
70,781 |
-10,361 |
-12.8% |
513,621 |
|
Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.700 |
4.560 |
4.064 |
|
R3 |
4.454 |
4.314 |
3.997 |
|
R2 |
4.208 |
4.208 |
3.974 |
|
R1 |
4.068 |
4.068 |
3.952 |
4.015 |
PP |
3.962 |
3.962 |
3.962 |
3.935 |
S1 |
3.822 |
3.822 |
3.906 |
3.769 |
S2 |
3.716 |
3.716 |
3.884 |
|
S3 |
3.470 |
3.576 |
3.861 |
|
S4 |
3.224 |
3.330 |
3.794 |
|
|
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 |
4.101 |
3.855 |
0.246 |
6.3% |
0.150 |
3.8% |
30% |
True |
True |
106,443 |
10 |
4.424 |
3.855 |
0.569 |
14.5% |
0.180 |
4.6% |
13% |
False |
True |
93,959 |
20 |
4.424 |
3.855 |
0.569 |
14.5% |
0.179 |
4.6% |
13% |
False |
True |
79,658 |
40 |
4.725 |
3.855 |
0.870 |
22.1% |
0.170 |
4.3% |
9% |
False |
True |
49,961 |
60 |
5.635 |
3.855 |
1.780 |
45.3% |
0.159 |
4.1% |
4% |
False |
True |
36,916 |
80 |
5.830 |
3.855 |
1.975 |
50.3% |
0.167 |
4.2% |
4% |
False |
True |
29,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.147 |
2.618 |
4.745 |
1.618 |
4.499 |
1.000 |
4.347 |
0.618 |
4.253 |
HIGH |
4.101 |
0.618 |
4.007 |
0.500 |
3.978 |
0.382 |
3.949 |
LOW |
3.855 |
0.618 |
3.703 |
1.000 |
3.609 |
1.618 |
3.457 |
2.618 |
3.211 |
4.250 |
2.810 |
|
|
Fisher Pivots for day following 06-May-2010 |
Pivot |
1 day |
3 day |
R1 |
3.978 |
3.978 |
PP |
3.962 |
3.962 |
S1 |
3.945 |
3.945 |
|