NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 18-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.325 |
4.412 |
0.087 |
2.0% |
4.015 |
High |
4.413 |
4.494 |
0.081 |
1.8% |
4.414 |
Low |
4.282 |
4.296 |
0.014 |
0.3% |
4.006 |
Close |
4.398 |
4.342 |
-0.056 |
-1.3% |
4.312 |
Range |
0.131 |
0.198 |
0.067 |
51.1% |
0.408 |
ATR |
0.170 |
0.172 |
0.002 |
1.2% |
0.000 |
Volume |
109,172 |
116,913 |
7,741 |
7.1% |
611,209 |
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.971 |
4.855 |
4.451 |
|
R3 |
4.773 |
4.657 |
4.396 |
|
R2 |
4.575 |
4.575 |
4.378 |
|
R1 |
4.459 |
4.459 |
4.360 |
4.418 |
PP |
4.377 |
4.377 |
4.377 |
4.357 |
S1 |
4.261 |
4.261 |
4.324 |
4.220 |
S2 |
4.179 |
4.179 |
4.306 |
|
S3 |
3.981 |
4.063 |
4.288 |
|
S4 |
3.783 |
3.865 |
4.233 |
|
|
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 |
4.494 |
4.133 |
0.361 |
8.3% |
0.169 |
3.9% |
58% |
True |
False |
124,671 |
10 |
4.494 |
3.855 |
0.639 |
14.7% |
0.169 |
3.9% |
76% |
True |
False |
109,204 |
20 |
4.494 |
3.855 |
0.639 |
14.7% |
0.173 |
4.0% |
76% |
True |
False |
99,651 |
40 |
4.494 |
3.855 |
0.639 |
14.7% |
0.178 |
4.1% |
76% |
True |
False |
69,999 |
60 |
5.075 |
3.855 |
1.220 |
28.1% |
0.160 |
3.7% |
40% |
False |
False |
51,356 |
80 |
5.804 |
3.855 |
1.949 |
44.9% |
0.163 |
3.8% |
25% |
False |
False |
40,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.336 |
2.618 |
5.012 |
1.618 |
4.814 |
1.000 |
4.692 |
0.618 |
4.616 |
HIGH |
4.494 |
0.618 |
4.418 |
0.500 |
4.395 |
0.382 |
4.372 |
LOW |
4.296 |
0.618 |
4.174 |
1.000 |
4.098 |
1.618 |
3.976 |
2.618 |
3.778 |
4.250 |
3.455 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.395 |
4.373 |
PP |
4.377 |
4.363 |
S1 |
4.360 |
4.352 |
|