NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 12-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.255 |
4.235 |
-0.020 |
-0.5% |
4.051 |
High |
4.321 |
4.389 |
0.068 |
1.6% |
4.300 |
Low |
4.211 |
4.230 |
0.019 |
0.5% |
3.971 |
Close |
4.225 |
4.385 |
0.160 |
3.8% |
4.124 |
Range |
0.110 |
0.159 |
0.049 |
44.5% |
0.329 |
ATR |
0.173 |
0.172 |
-0.001 |
-0.4% |
0.000 |
Volume |
52,874 |
40,114 |
-12,760 |
-24.1% |
136,288 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.812 |
4.757 |
4.472 |
|
R3 |
4.653 |
4.598 |
4.429 |
|
R2 |
4.494 |
4.494 |
4.414 |
|
R1 |
4.439 |
4.439 |
4.400 |
4.467 |
PP |
4.335 |
4.335 |
4.335 |
4.348 |
S1 |
4.280 |
4.280 |
4.370 |
4.308 |
S2 |
4.176 |
4.176 |
4.356 |
|
S3 |
4.017 |
4.121 |
4.341 |
|
S4 |
3.858 |
3.962 |
4.298 |
|
|
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 |
4.389 |
3.971 |
0.418 |
9.5% |
0.191 |
4.4% |
99% |
True |
False |
37,450 |
10 |
4.507 |
3.971 |
0.536 |
12.2% |
0.187 |
4.3% |
77% |
False |
False |
34,170 |
20 |
4.548 |
3.971 |
0.577 |
13.2% |
0.171 |
3.9% |
72% |
False |
False |
30,297 |
40 |
4.595 |
3.971 |
0.624 |
14.2% |
0.170 |
3.9% |
66% |
False |
False |
27,385 |
60 |
5.571 |
3.971 |
1.600 |
36.5% |
0.153 |
3.5% |
26% |
False |
False |
21,198 |
80 |
5.894 |
3.971 |
1.923 |
43.9% |
0.156 |
3.5% |
22% |
False |
False |
17,076 |
100 |
6.075 |
3.971 |
2.104 |
48.0% |
0.164 |
3.7% |
20% |
False |
False |
14,292 |
120 |
6.075 |
3.971 |
2.104 |
48.0% |
0.169 |
3.9% |
20% |
False |
False |
12,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.065 |
2.618 |
4.805 |
1.618 |
4.646 |
1.000 |
4.548 |
0.618 |
4.487 |
HIGH |
4.389 |
0.618 |
4.328 |
0.500 |
4.310 |
0.382 |
4.291 |
LOW |
4.230 |
0.618 |
4.132 |
1.000 |
4.071 |
1.618 |
3.973 |
2.618 |
3.814 |
4.250 |
3.554 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.360 |
4.341 |
PP |
4.335 |
4.297 |
S1 |
4.310 |
4.253 |
|