NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 19-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.412 |
4.336 |
-0.076 |
-1.7% |
4.015 |
High |
4.494 |
4.341 |
-0.153 |
-3.4% |
4.414 |
Low |
4.296 |
4.131 |
-0.165 |
-3.8% |
4.006 |
Close |
4.342 |
4.158 |
-0.184 |
-4.2% |
4.312 |
Range |
0.198 |
0.210 |
0.012 |
6.1% |
0.408 |
ATR |
0.172 |
0.175 |
0.003 |
1.6% |
0.000 |
Volume |
116,913 |
107,676 |
-9,237 |
-7.9% |
611,209 |
|
Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.840 |
4.709 |
4.274 |
|
R3 |
4.630 |
4.499 |
4.216 |
|
R2 |
4.420 |
4.420 |
4.197 |
|
R1 |
4.289 |
4.289 |
4.177 |
4.250 |
PP |
4.210 |
4.210 |
4.210 |
4.190 |
S1 |
4.079 |
4.079 |
4.139 |
4.040 |
S2 |
4.000 |
4.000 |
4.120 |
|
S3 |
3.790 |
3.869 |
4.100 |
|
S4 |
3.580 |
3.659 |
4.043 |
|
|
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 |
4.131 |
0.363 |
8.7% |
0.179 |
4.3% |
7% |
False |
True |
127,763 |
10 |
4.494 |
3.855 |
0.639 |
15.4% |
0.179 |
4.3% |
47% |
False |
False |
111,857 |
20 |
4.494 |
3.855 |
0.639 |
15.4% |
0.178 |
4.3% |
47% |
False |
False |
101,987 |
40 |
4.494 |
3.855 |
0.639 |
15.4% |
0.181 |
4.4% |
47% |
False |
False |
72,380 |
60 |
5.067 |
3.855 |
1.212 |
29.1% |
0.162 |
3.9% |
25% |
False |
False |
52,998 |
80 |
5.738 |
3.855 |
1.883 |
45.3% |
0.164 |
3.9% |
16% |
False |
False |
41,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.234 |
2.618 |
4.891 |
1.618 |
4.681 |
1.000 |
4.551 |
0.618 |
4.471 |
HIGH |
4.341 |
0.618 |
4.261 |
0.500 |
4.236 |
0.382 |
4.211 |
LOW |
4.131 |
0.618 |
4.001 |
1.000 |
3.921 |
1.618 |
3.791 |
2.618 |
3.581 |
4.250 |
3.239 |
|
|
Fisher Pivots for day following 19-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.236 |
4.313 |
PP |
4.210 |
4.261 |
S1 |
4.184 |
4.210 |
|