NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 06-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.143 |
4.098 |
-0.045 |
-1.1% |
4.481 |
High |
4.153 |
4.300 |
0.147 |
3.5% |
4.548 |
Low |
4.041 |
3.971 |
-0.070 |
-1.7% |
4.018 |
Close |
4.107 |
4.042 |
-0.065 |
-1.6% |
4.050 |
Range |
0.112 |
0.329 |
0.217 |
193.8% |
0.530 |
ATR |
0.166 |
0.177 |
0.012 |
7.0% |
0.000 |
Volume |
26,416 |
26,154 |
-262 |
-1.0% |
138,783 |
|
Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.091 |
4.896 |
4.223 |
|
R3 |
4.762 |
4.567 |
4.132 |
|
R2 |
4.433 |
4.433 |
4.102 |
|
R1 |
4.238 |
4.238 |
4.072 |
4.171 |
PP |
4.104 |
4.104 |
4.104 |
4.071 |
S1 |
3.909 |
3.909 |
4.012 |
3.842 |
S2 |
3.775 |
3.775 |
3.982 |
|
S3 |
3.446 |
3.580 |
3.952 |
|
S4 |
3.117 |
3.251 |
3.861 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.795 |
5.453 |
4.342 |
|
R3 |
5.265 |
4.923 |
4.196 |
|
R2 |
4.735 |
4.735 |
4.147 |
|
R1 |
4.393 |
4.393 |
4.099 |
4.299 |
PP |
4.205 |
4.205 |
4.205 |
4.159 |
S1 |
3.863 |
3.863 |
4.001 |
3.769 |
S2 |
3.675 |
3.675 |
3.953 |
|
S3 |
3.145 |
3.333 |
3.904 |
|
S4 |
2.615 |
2.803 |
3.759 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.300 |
3.971 |
0.329 |
8.1% |
0.168 |
4.2% |
22% |
True |
True |
29,797 |
10 |
4.548 |
3.971 |
0.577 |
14.3% |
0.185 |
4.6% |
12% |
False |
True |
27,077 |
20 |
4.548 |
3.971 |
0.577 |
14.3% |
0.178 |
4.4% |
12% |
False |
True |
34,006 |
40 |
4.789 |
3.971 |
0.818 |
20.2% |
0.165 |
4.1% |
9% |
False |
True |
24,612 |
60 |
5.703 |
3.971 |
1.732 |
42.9% |
0.153 |
3.8% |
4% |
False |
True |
19,006 |
80 |
5.900 |
3.971 |
1.929 |
47.7% |
0.159 |
3.9% |
4% |
False |
True |
15,342 |
100 |
6.075 |
3.971 |
2.104 |
52.1% |
0.163 |
4.0% |
3% |
False |
True |
12,790 |
120 |
6.075 |
3.971 |
2.104 |
52.1% |
0.169 |
4.2% |
3% |
False |
True |
10,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.698 |
2.618 |
5.161 |
1.618 |
4.832 |
1.000 |
4.629 |
0.618 |
4.503 |
HIGH |
4.300 |
0.618 |
4.174 |
0.500 |
4.136 |
0.382 |
4.097 |
LOW |
3.971 |
0.618 |
3.768 |
1.000 |
3.642 |
1.618 |
3.439 |
2.618 |
3.110 |
4.250 |
2.573 |
|
|
Fisher Pivots for day following 06-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.136 |
4.136 |
PP |
4.104 |
4.104 |
S1 |
4.073 |
4.073 |
|