NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 17-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.307 |
4.325 |
0.018 |
0.4% |
4.015 |
High |
4.350 |
4.413 |
0.063 |
1.4% |
4.414 |
Low |
4.252 |
4.282 |
0.030 |
0.7% |
4.006 |
Close |
4.312 |
4.398 |
0.086 |
2.0% |
4.312 |
Range |
0.098 |
0.131 |
0.033 |
33.7% |
0.408 |
ATR |
0.173 |
0.170 |
-0.003 |
-1.7% |
0.000 |
Volume |
173,506 |
109,172 |
-64,334 |
-37.1% |
611,209 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.757 |
4.709 |
4.470 |
|
R3 |
4.626 |
4.578 |
4.434 |
|
R2 |
4.495 |
4.495 |
4.422 |
|
R1 |
4.447 |
4.447 |
4.410 |
4.471 |
PP |
4.364 |
4.364 |
4.364 |
4.377 |
S1 |
4.316 |
4.316 |
4.386 |
4.340 |
S2 |
4.233 |
4.233 |
4.374 |
|
S3 |
4.102 |
4.185 |
4.362 |
|
S4 |
3.971 |
4.054 |
4.326 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.468 |
5.298 |
4.536 |
|
R3 |
5.060 |
4.890 |
4.424 |
|
R2 |
4.652 |
4.652 |
4.387 |
|
R1 |
4.482 |
4.482 |
4.349 |
4.567 |
PP |
4.244 |
4.244 |
4.244 |
4.287 |
S1 |
4.074 |
4.074 |
4.275 |
4.159 |
S2 |
3.836 |
3.836 |
4.237 |
|
S3 |
3.428 |
3.666 |
4.200 |
|
S4 |
3.020 |
3.258 |
4.088 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.414 |
4.109 |
0.305 |
6.9% |
0.153 |
3.5% |
95% |
False |
False |
126,744 |
10 |
4.414 |
3.855 |
0.559 |
12.7% |
0.158 |
3.6% |
97% |
False |
False |
105,427 |
20 |
4.424 |
3.855 |
0.569 |
12.9% |
0.169 |
3.8% |
95% |
False |
False |
97,617 |
40 |
4.424 |
3.855 |
0.569 |
12.9% |
0.176 |
4.0% |
95% |
False |
False |
67,591 |
60 |
5.129 |
3.855 |
1.274 |
29.0% |
0.159 |
3.6% |
43% |
False |
False |
49,585 |
80 |
5.822 |
3.855 |
1.967 |
44.7% |
0.162 |
3.7% |
28% |
False |
False |
39,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.970 |
2.618 |
4.756 |
1.618 |
4.625 |
1.000 |
4.544 |
0.618 |
4.494 |
HIGH |
4.413 |
0.618 |
4.363 |
0.500 |
4.348 |
0.382 |
4.332 |
LOW |
4.282 |
0.618 |
4.201 |
1.000 |
4.151 |
1.618 |
4.070 |
2.618 |
3.939 |
4.250 |
3.725 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.381 |
4.360 |
PP |
4.364 |
4.322 |
S1 |
4.348 |
4.284 |
|