NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 20-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.336 |
4.162 |
-0.174 |
-4.0% |
4.015 |
High |
4.341 |
4.207 |
-0.134 |
-3.1% |
4.414 |
Low |
4.131 |
4.040 |
-0.091 |
-2.2% |
4.006 |
Close |
4.158 |
4.106 |
-0.052 |
-1.3% |
4.312 |
Range |
0.210 |
0.167 |
-0.043 |
-20.5% |
0.408 |
ATR |
0.175 |
0.174 |
-0.001 |
-0.3% |
0.000 |
Volume |
107,676 |
106,976 |
-700 |
-0.7% |
611,209 |
|
Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.619 |
4.529 |
4.198 |
|
R3 |
4.452 |
4.362 |
4.152 |
|
R2 |
4.285 |
4.285 |
4.137 |
|
R1 |
4.195 |
4.195 |
4.121 |
4.157 |
PP |
4.118 |
4.118 |
4.118 |
4.098 |
S1 |
4.028 |
4.028 |
4.091 |
3.990 |
S2 |
3.951 |
3.951 |
4.075 |
|
S3 |
3.784 |
3.861 |
4.060 |
|
S4 |
3.617 |
3.694 |
4.014 |
|
|
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 |
4.040 |
0.454 |
11.1% |
0.161 |
3.9% |
15% |
False |
True |
122,848 |
10 |
4.494 |
3.900 |
0.594 |
14.5% |
0.171 |
4.2% |
35% |
False |
False |
115,477 |
20 |
4.494 |
3.855 |
0.639 |
15.6% |
0.176 |
4.3% |
39% |
False |
False |
104,718 |
40 |
4.494 |
3.855 |
0.639 |
15.6% |
0.183 |
4.5% |
39% |
False |
False |
74,753 |
60 |
5.008 |
3.855 |
1.153 |
28.1% |
0.162 |
4.0% |
22% |
False |
False |
54,630 |
80 |
5.738 |
3.855 |
1.883 |
45.9% |
0.163 |
4.0% |
13% |
False |
False |
43,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.917 |
2.618 |
4.644 |
1.618 |
4.477 |
1.000 |
4.374 |
0.618 |
4.310 |
HIGH |
4.207 |
0.618 |
4.143 |
0.500 |
4.124 |
0.382 |
4.104 |
LOW |
4.040 |
0.618 |
3.937 |
1.000 |
3.873 |
1.618 |
3.770 |
2.618 |
3.603 |
4.250 |
3.330 |
|
|
Fisher Pivots for day following 20-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.124 |
4.267 |
PP |
4.118 |
4.213 |
S1 |
4.112 |
4.160 |
|