NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 13-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.138 |
4.277 |
0.139 |
3.4% |
3.938 |
High |
4.292 |
4.414 |
0.122 |
2.8% |
4.101 |
Low |
4.133 |
4.154 |
0.021 |
0.5% |
3.855 |
Close |
4.284 |
4.339 |
0.055 |
1.3% |
4.015 |
Range |
0.159 |
0.260 |
0.101 |
63.5% |
0.246 |
ATR |
0.172 |
0.179 |
0.006 |
3.6% |
0.000 |
Volume |
92,216 |
131,549 |
39,333 |
42.7% |
443,260 |
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.082 |
4.971 |
4.482 |
|
R3 |
4.822 |
4.711 |
4.411 |
|
R2 |
4.562 |
4.562 |
4.387 |
|
R1 |
4.451 |
4.451 |
4.363 |
4.507 |
PP |
4.302 |
4.302 |
4.302 |
4.330 |
S1 |
4.191 |
4.191 |
4.315 |
4.247 |
S2 |
4.042 |
4.042 |
4.291 |
|
S3 |
3.782 |
3.931 |
4.268 |
|
S4 |
3.522 |
3.671 |
4.196 |
|
|
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 |
4.414 |
3.900 |
0.514 |
11.8% |
0.181 |
4.2% |
85% |
True |
False |
108,106 |
10 |
4.414 |
3.855 |
0.559 |
12.9% |
0.165 |
3.8% |
87% |
True |
False |
107,274 |
20 |
4.424 |
3.855 |
0.569 |
13.1% |
0.172 |
4.0% |
85% |
False |
False |
91,577 |
40 |
4.429 |
3.855 |
0.574 |
13.2% |
0.179 |
4.1% |
84% |
False |
False |
61,397 |
60 |
5.477 |
3.855 |
1.622 |
37.4% |
0.161 |
3.7% |
30% |
False |
False |
45,147 |
80 |
5.822 |
3.855 |
1.967 |
45.3% |
0.164 |
3.8% |
25% |
False |
False |
35,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.519 |
2.618 |
5.095 |
1.618 |
4.835 |
1.000 |
4.674 |
0.618 |
4.575 |
HIGH |
4.414 |
0.618 |
4.315 |
0.500 |
4.284 |
0.382 |
4.253 |
LOW |
4.154 |
0.618 |
3.993 |
1.000 |
3.894 |
1.618 |
3.733 |
2.618 |
3.473 |
4.250 |
3.049 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.321 |
4.313 |
PP |
4.302 |
4.287 |
S1 |
4.284 |
4.262 |
|