NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 25-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.037 |
4.045 |
0.008 |
0.2% |
4.325 |
High |
4.068 |
4.082 |
0.014 |
0.3% |
4.494 |
Low |
3.986 |
3.986 |
0.000 |
0.0% |
4.020 |
Close |
4.017 |
4.051 |
0.034 |
0.8% |
4.035 |
Range |
0.082 |
0.096 |
0.014 |
17.1% |
0.474 |
ATR |
0.166 |
0.161 |
-0.005 |
-3.0% |
0.000 |
Volume |
84,607 |
62,436 |
-22,171 |
-26.2% |
553,419 |
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.328 |
4.285 |
4.104 |
|
R3 |
4.232 |
4.189 |
4.077 |
|
R2 |
4.136 |
4.136 |
4.069 |
|
R1 |
4.093 |
4.093 |
4.060 |
4.115 |
PP |
4.040 |
4.040 |
4.040 |
4.050 |
S1 |
3.997 |
3.997 |
4.042 |
4.019 |
S2 |
3.944 |
3.944 |
4.033 |
|
S3 |
3.848 |
3.901 |
4.025 |
|
S4 |
3.752 |
3.805 |
3.998 |
|
|
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 |
4.341 |
3.986 |
0.355 |
8.8% |
0.142 |
3.5% |
18% |
False |
True |
94,875 |
10 |
4.494 |
3.986 |
0.508 |
12.5% |
0.156 |
3.8% |
13% |
False |
True |
109,773 |
20 |
4.494 |
3.855 |
0.639 |
15.8% |
0.168 |
4.1% |
31% |
False |
False |
106,262 |
40 |
4.494 |
3.855 |
0.639 |
15.8% |
0.182 |
4.5% |
31% |
False |
False |
79,790 |
60 |
4.920 |
3.855 |
1.065 |
26.3% |
0.161 |
4.0% |
18% |
False |
False |
58,508 |
80 |
5.738 |
3.855 |
1.883 |
46.5% |
0.161 |
4.0% |
10% |
False |
False |
46,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.490 |
2.618 |
4.333 |
1.618 |
4.237 |
1.000 |
4.178 |
0.618 |
4.141 |
HIGH |
4.082 |
0.618 |
4.045 |
0.500 |
4.034 |
0.382 |
4.023 |
LOW |
3.986 |
0.618 |
3.927 |
1.000 |
3.890 |
1.618 |
3.831 |
2.618 |
3.735 |
4.250 |
3.578 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.045 |
4.081 |
PP |
4.040 |
4.071 |
S1 |
4.034 |
4.061 |
|