NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 12-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.157 |
4.138 |
-0.019 |
-0.5% |
3.938 |
High |
4.225 |
4.292 |
0.067 |
1.6% |
4.101 |
Low |
4.109 |
4.133 |
0.024 |
0.6% |
3.855 |
Close |
4.131 |
4.284 |
0.153 |
3.7% |
4.015 |
Range |
0.116 |
0.159 |
0.043 |
37.1% |
0.246 |
ATR |
0.173 |
0.172 |
-0.001 |
-0.5% |
0.000 |
Volume |
127,281 |
92,216 |
-35,065 |
-27.5% |
443,260 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.713 |
4.658 |
4.371 |
|
R3 |
4.554 |
4.499 |
4.328 |
|
R2 |
4.395 |
4.395 |
4.313 |
|
R1 |
4.340 |
4.340 |
4.299 |
4.368 |
PP |
4.236 |
4.236 |
4.236 |
4.250 |
S1 |
4.181 |
4.181 |
4.269 |
4.209 |
S2 |
4.077 |
4.077 |
4.255 |
|
S3 |
3.918 |
4.022 |
4.240 |
|
S4 |
3.759 |
3.863 |
4.197 |
|
|
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 |
4.292 |
3.855 |
0.437 |
10.2% |
0.178 |
4.2% |
98% |
True |
False |
95,952 |
10 |
4.386 |
3.855 |
0.531 |
12.4% |
0.181 |
4.2% |
81% |
False |
False |
104,555 |
20 |
4.424 |
3.855 |
0.569 |
13.3% |
0.172 |
4.0% |
75% |
False |
False |
89,505 |
40 |
4.511 |
3.855 |
0.656 |
15.3% |
0.175 |
4.1% |
65% |
False |
False |
58,526 |
60 |
5.501 |
3.855 |
1.646 |
38.4% |
0.158 |
3.7% |
26% |
False |
False |
43,093 |
80 |
5.822 |
3.855 |
1.967 |
45.9% |
0.163 |
3.8% |
22% |
False |
False |
34,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.968 |
2.618 |
4.708 |
1.618 |
4.549 |
1.000 |
4.451 |
0.618 |
4.390 |
HIGH |
4.292 |
0.618 |
4.231 |
0.500 |
4.213 |
0.382 |
4.194 |
LOW |
4.133 |
0.618 |
4.035 |
1.000 |
3.974 |
1.618 |
3.876 |
2.618 |
3.717 |
4.250 |
3.457 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.260 |
4.239 |
PP |
4.236 |
4.194 |
S1 |
4.213 |
4.149 |
|