NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 11-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.015 |
4.157 |
0.142 |
3.5% |
3.938 |
High |
4.235 |
4.225 |
-0.010 |
-0.2% |
4.101 |
Low |
4.006 |
4.109 |
0.103 |
2.6% |
3.855 |
Close |
4.170 |
4.131 |
-0.039 |
-0.9% |
4.015 |
Range |
0.229 |
0.116 |
-0.113 |
-49.3% |
0.246 |
ATR |
0.178 |
0.173 |
-0.004 |
-2.5% |
0.000 |
Volume |
86,657 |
127,281 |
40,624 |
46.9% |
443,260 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.503 |
4.433 |
4.195 |
|
R3 |
4.387 |
4.317 |
4.163 |
|
R2 |
4.271 |
4.271 |
4.152 |
|
R1 |
4.201 |
4.201 |
4.142 |
4.178 |
PP |
4.155 |
4.155 |
4.155 |
4.144 |
S1 |
4.085 |
4.085 |
4.120 |
4.062 |
S2 |
4.039 |
4.039 |
4.110 |
|
S3 |
3.923 |
3.969 |
4.099 |
|
S4 |
3.807 |
3.853 |
4.067 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.728 |
4.618 |
4.150 |
|
R3 |
4.482 |
4.372 |
4.083 |
|
R2 |
4.236 |
4.236 |
4.060 |
|
R1 |
4.126 |
4.126 |
4.038 |
4.181 |
PP |
3.990 |
3.990 |
3.990 |
4.018 |
S1 |
3.880 |
3.880 |
3.992 |
3.935 |
S2 |
3.744 |
3.744 |
3.970 |
|
S3 |
3.498 |
3.634 |
3.947 |
|
S4 |
3.252 |
3.388 |
3.880 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.235 |
3.855 |
0.380 |
9.2% |
0.169 |
4.1% |
73% |
False |
False |
93,737 |
10 |
4.424 |
3.855 |
0.569 |
13.8% |
0.180 |
4.3% |
49% |
False |
False |
102,752 |
20 |
4.424 |
3.855 |
0.569 |
13.8% |
0.171 |
4.1% |
49% |
False |
False |
87,927 |
40 |
4.562 |
3.855 |
0.707 |
17.1% |
0.173 |
4.2% |
39% |
False |
False |
56,506 |
60 |
5.635 |
3.855 |
1.780 |
43.1% |
0.159 |
3.9% |
16% |
False |
False |
41,731 |
80 |
5.822 |
3.855 |
1.967 |
47.6% |
0.163 |
3.9% |
14% |
False |
False |
33,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.718 |
2.618 |
4.529 |
1.618 |
4.413 |
1.000 |
4.341 |
0.618 |
4.297 |
HIGH |
4.225 |
0.618 |
4.181 |
0.500 |
4.167 |
0.382 |
4.153 |
LOW |
4.109 |
0.618 |
4.037 |
1.000 |
3.993 |
1.618 |
3.921 |
2.618 |
3.805 |
4.250 |
3.616 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.167 |
4.110 |
PP |
4.155 |
4.089 |
S1 |
4.143 |
4.068 |
|