NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 10-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.043 |
4.131 |
0.088 |
2.2% |
4.051 |
High |
4.150 |
4.335 |
0.185 |
4.5% |
4.300 |
Low |
4.013 |
4.116 |
0.103 |
2.6% |
3.971 |
Close |
4.124 |
4.271 |
0.147 |
3.6% |
4.124 |
Range |
0.137 |
0.219 |
0.082 |
59.9% |
0.329 |
ATR |
0.174 |
0.178 |
0.003 |
1.8% |
0.000 |
Volume |
32,046 |
36,066 |
4,020 |
12.5% |
136,288 |
|
Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.898 |
4.803 |
4.391 |
|
R3 |
4.679 |
4.584 |
4.331 |
|
R2 |
4.460 |
4.460 |
4.311 |
|
R1 |
4.365 |
4.365 |
4.291 |
4.413 |
PP |
4.241 |
4.241 |
4.241 |
4.264 |
S1 |
4.146 |
4.146 |
4.251 |
4.194 |
S2 |
4.022 |
4.022 |
4.231 |
|
S3 |
3.803 |
3.927 |
4.211 |
|
S4 |
3.584 |
3.708 |
4.151 |
|
|
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 |
4.335 |
3.971 |
0.364 |
8.5% |
0.175 |
4.1% |
82% |
True |
False |
28,266 |
10 |
4.548 |
3.971 |
0.577 |
13.5% |
0.184 |
4.3% |
52% |
False |
False |
28,734 |
20 |
4.548 |
3.971 |
0.577 |
13.5% |
0.175 |
4.1% |
52% |
False |
False |
31,625 |
40 |
4.681 |
3.971 |
0.710 |
16.6% |
0.168 |
3.9% |
42% |
False |
False |
25,461 |
60 |
5.703 |
3.971 |
1.732 |
40.6% |
0.155 |
3.6% |
17% |
False |
False |
19,881 |
80 |
5.900 |
3.971 |
1.929 |
45.2% |
0.158 |
3.7% |
16% |
False |
False |
16,075 |
100 |
6.075 |
3.971 |
2.104 |
49.3% |
0.163 |
3.8% |
14% |
False |
False |
13,423 |
120 |
6.075 |
3.971 |
2.104 |
49.3% |
0.170 |
4.0% |
14% |
False |
False |
11,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.266 |
2.618 |
4.908 |
1.618 |
4.689 |
1.000 |
4.554 |
0.618 |
4.470 |
HIGH |
4.335 |
0.618 |
4.251 |
0.500 |
4.226 |
0.382 |
4.200 |
LOW |
4.116 |
0.618 |
3.981 |
1.000 |
3.897 |
1.618 |
3.762 |
2.618 |
3.543 |
4.250 |
3.185 |
|
|
Fisher Pivots for day following 10-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.256 |
4.232 |
PP |
4.241 |
4.192 |
S1 |
4.226 |
4.153 |
|