NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 24-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.117 |
4.037 |
-0.080 |
-1.9% |
4.325 |
High |
4.175 |
4.068 |
-0.107 |
-2.6% |
4.494 |
Low |
4.020 |
3.986 |
-0.034 |
-0.8% |
4.020 |
Close |
4.035 |
4.017 |
-0.018 |
-0.4% |
4.035 |
Range |
0.155 |
0.082 |
-0.073 |
-47.1% |
0.474 |
ATR |
0.173 |
0.166 |
-0.006 |
-3.8% |
0.000 |
Volume |
112,682 |
84,607 |
-28,075 |
-24.9% |
553,419 |
|
Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.270 |
4.225 |
4.062 |
|
R3 |
4.188 |
4.143 |
4.040 |
|
R2 |
4.106 |
4.106 |
4.032 |
|
R1 |
4.061 |
4.061 |
4.025 |
4.043 |
PP |
4.024 |
4.024 |
4.024 |
4.014 |
S1 |
3.979 |
3.979 |
4.009 |
3.961 |
S2 |
3.942 |
3.942 |
4.002 |
|
S3 |
3.860 |
3.897 |
3.994 |
|
S4 |
3.778 |
3.815 |
3.972 |
|
|
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 |
3.986 |
0.508 |
12.6% |
0.162 |
4.0% |
6% |
False |
True |
105,770 |
10 |
4.494 |
3.986 |
0.508 |
12.6% |
0.158 |
3.9% |
6% |
False |
True |
116,257 |
20 |
4.494 |
3.855 |
0.639 |
15.9% |
0.168 |
4.2% |
25% |
False |
False |
106,221 |
40 |
4.494 |
3.855 |
0.639 |
15.9% |
0.182 |
4.5% |
25% |
False |
False |
78,743 |
60 |
5.008 |
3.855 |
1.153 |
28.7% |
0.163 |
4.0% |
14% |
False |
False |
57,608 |
80 |
5.738 |
3.855 |
1.883 |
46.9% |
0.162 |
4.0% |
9% |
False |
False |
45,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.417 |
2.618 |
4.283 |
1.618 |
4.201 |
1.000 |
4.150 |
0.618 |
4.119 |
HIGH |
4.068 |
0.618 |
4.037 |
0.500 |
4.027 |
0.382 |
4.017 |
LOW |
3.986 |
0.618 |
3.935 |
1.000 |
3.904 |
1.618 |
3.853 |
2.618 |
3.771 |
4.250 |
3.638 |
|
|
Fisher Pivots for day following 24-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.027 |
4.097 |
PP |
4.024 |
4.070 |
S1 |
4.020 |
4.044 |
|