NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 07-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.098 |
4.043 |
-0.055 |
-1.3% |
4.051 |
High |
4.300 |
4.150 |
-0.150 |
-3.5% |
4.300 |
Low |
3.971 |
4.013 |
0.042 |
1.1% |
3.971 |
Close |
4.042 |
4.124 |
0.082 |
2.0% |
4.124 |
Range |
0.329 |
0.137 |
-0.192 |
-58.4% |
0.329 |
ATR |
0.177 |
0.174 |
-0.003 |
-1.6% |
0.000 |
Volume |
26,154 |
32,046 |
5,892 |
22.5% |
136,288 |
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.507 |
4.452 |
4.199 |
|
R3 |
4.370 |
4.315 |
4.162 |
|
R2 |
4.233 |
4.233 |
4.149 |
|
R1 |
4.178 |
4.178 |
4.137 |
4.206 |
PP |
4.096 |
4.096 |
4.096 |
4.109 |
S1 |
4.041 |
4.041 |
4.111 |
4.069 |
S2 |
3.959 |
3.959 |
4.099 |
|
S3 |
3.822 |
3.904 |
4.086 |
|
S4 |
3.685 |
3.767 |
4.049 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.119 |
4.950 |
4.305 |
|
R3 |
4.790 |
4.621 |
4.214 |
|
R2 |
4.461 |
4.461 |
4.184 |
|
R1 |
4.292 |
4.292 |
4.154 |
4.377 |
PP |
4.132 |
4.132 |
4.132 |
4.174 |
S1 |
3.963 |
3.963 |
4.094 |
4.048 |
S2 |
3.803 |
3.803 |
4.064 |
|
S3 |
3.474 |
3.634 |
4.034 |
|
S4 |
3.145 |
3.305 |
3.943 |
|
|
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 |
8.0% |
0.160 |
3.9% |
47% |
False |
False |
27,257 |
10 |
4.548 |
3.971 |
0.577 |
14.0% |
0.175 |
4.2% |
27% |
False |
False |
27,507 |
20 |
4.548 |
3.971 |
0.577 |
14.0% |
0.175 |
4.3% |
27% |
False |
False |
32,785 |
40 |
4.694 |
3.971 |
0.723 |
17.5% |
0.165 |
4.0% |
21% |
False |
False |
24,858 |
60 |
5.703 |
3.971 |
1.732 |
42.0% |
0.153 |
3.7% |
9% |
False |
False |
19,406 |
80 |
5.900 |
3.971 |
1.929 |
46.8% |
0.159 |
3.8% |
8% |
False |
False |
15,676 |
100 |
6.075 |
3.971 |
2.104 |
51.0% |
0.163 |
3.9% |
7% |
False |
False |
13,078 |
120 |
6.075 |
3.971 |
2.104 |
51.0% |
0.169 |
4.1% |
7% |
False |
False |
11,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.732 |
2.618 |
4.509 |
1.618 |
4.372 |
1.000 |
4.287 |
0.618 |
4.235 |
HIGH |
4.150 |
0.618 |
4.098 |
0.500 |
4.082 |
0.382 |
4.065 |
LOW |
4.013 |
0.618 |
3.928 |
1.000 |
3.876 |
1.618 |
3.791 |
2.618 |
3.654 |
4.250 |
3.431 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.110 |
4.136 |
PP |
4.096 |
4.132 |
S1 |
4.082 |
4.128 |
|