NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 21-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.162 |
4.117 |
-0.045 |
-1.1% |
4.325 |
High |
4.207 |
4.175 |
-0.032 |
-0.8% |
4.494 |
Low |
4.040 |
4.020 |
-0.020 |
-0.5% |
4.020 |
Close |
4.106 |
4.035 |
-0.071 |
-1.7% |
4.035 |
Range |
0.167 |
0.155 |
-0.012 |
-7.2% |
0.474 |
ATR |
0.174 |
0.173 |
-0.001 |
-0.8% |
0.000 |
Volume |
106,976 |
112,682 |
5,706 |
5.3% |
553,419 |
|
Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.542 |
4.443 |
4.120 |
|
R3 |
4.387 |
4.288 |
4.078 |
|
R2 |
4.232 |
4.232 |
4.063 |
|
R1 |
4.133 |
4.133 |
4.049 |
4.105 |
PP |
4.077 |
4.077 |
4.077 |
4.063 |
S1 |
3.978 |
3.978 |
4.021 |
3.950 |
S2 |
3.922 |
3.922 |
4.007 |
|
S3 |
3.767 |
3.823 |
3.992 |
|
S4 |
3.612 |
3.668 |
3.950 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.605 |
5.294 |
4.296 |
|
R3 |
5.131 |
4.820 |
4.165 |
|
R2 |
4.657 |
4.657 |
4.122 |
|
R1 |
4.346 |
4.346 |
4.078 |
4.265 |
PP |
4.183 |
4.183 |
4.183 |
4.142 |
S1 |
3.872 |
3.872 |
3.992 |
3.791 |
S2 |
3.709 |
3.709 |
3.948 |
|
S3 |
3.235 |
3.398 |
3.905 |
|
S4 |
2.761 |
2.924 |
3.774 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.494 |
4.020 |
0.474 |
11.7% |
0.172 |
4.3% |
3% |
False |
True |
110,683 |
10 |
4.494 |
4.006 |
0.488 |
12.1% |
0.172 |
4.3% |
6% |
False |
False |
116,462 |
20 |
4.494 |
3.855 |
0.639 |
15.8% |
0.171 |
4.2% |
28% |
False |
False |
106,075 |
40 |
4.494 |
3.855 |
0.639 |
15.8% |
0.183 |
4.5% |
28% |
False |
False |
77,128 |
60 |
5.008 |
3.855 |
1.153 |
28.6% |
0.163 |
4.0% |
16% |
False |
False |
56,367 |
80 |
5.738 |
3.855 |
1.883 |
46.7% |
0.163 |
4.0% |
10% |
False |
False |
44,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.834 |
2.618 |
4.581 |
1.618 |
4.426 |
1.000 |
4.330 |
0.618 |
4.271 |
HIGH |
4.175 |
0.618 |
4.116 |
0.500 |
4.098 |
0.382 |
4.079 |
LOW |
4.020 |
0.618 |
3.924 |
1.000 |
3.865 |
1.618 |
3.769 |
2.618 |
3.614 |
4.250 |
3.361 |
|
|
Fisher Pivots for day following 21-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.098 |
4.181 |
PP |
4.077 |
4.132 |
S1 |
4.056 |
4.084 |
|