NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 13-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.235 |
4.381 |
0.146 |
3.4% |
4.051 |
High |
4.389 |
4.512 |
0.123 |
2.8% |
4.300 |
Low |
4.230 |
4.259 |
0.029 |
0.7% |
3.971 |
Close |
4.385 |
4.440 |
0.055 |
1.3% |
4.124 |
Range |
0.159 |
0.253 |
0.094 |
59.1% |
0.329 |
ATR |
0.172 |
0.178 |
0.006 |
3.4% |
0.000 |
Volume |
40,114 |
74,519 |
34,405 |
85.8% |
136,288 |
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.163 |
5.054 |
4.579 |
|
R3 |
4.910 |
4.801 |
4.510 |
|
R2 |
4.657 |
4.657 |
4.486 |
|
R1 |
4.548 |
4.548 |
4.463 |
4.603 |
PP |
4.404 |
4.404 |
4.404 |
4.431 |
S1 |
4.295 |
4.295 |
4.417 |
4.350 |
S2 |
4.151 |
4.151 |
4.394 |
|
S3 |
3.898 |
4.042 |
4.370 |
|
S4 |
3.645 |
3.789 |
4.301 |
|
|
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 |
4.512 |
4.013 |
0.499 |
11.2% |
0.176 |
4.0% |
86% |
True |
False |
47,123 |
10 |
4.512 |
3.971 |
0.541 |
12.2% |
0.172 |
3.9% |
87% |
True |
False |
38,460 |
20 |
4.548 |
3.971 |
0.577 |
13.0% |
0.172 |
3.9% |
81% |
False |
False |
31,234 |
40 |
4.548 |
3.971 |
0.577 |
13.0% |
0.175 |
3.9% |
81% |
False |
False |
29,004 |
60 |
5.524 |
3.971 |
1.553 |
35.0% |
0.155 |
3.5% |
30% |
False |
False |
22,354 |
80 |
5.894 |
3.971 |
1.923 |
43.3% |
0.157 |
3.5% |
24% |
False |
False |
17,953 |
100 |
6.075 |
3.971 |
2.104 |
47.4% |
0.163 |
3.7% |
22% |
False |
False |
15,018 |
120 |
6.075 |
3.971 |
2.104 |
47.4% |
0.170 |
3.8% |
22% |
False |
False |
12,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.587 |
2.618 |
5.174 |
1.618 |
4.921 |
1.000 |
4.765 |
0.618 |
4.668 |
HIGH |
4.512 |
0.618 |
4.415 |
0.500 |
4.386 |
0.382 |
4.356 |
LOW |
4.259 |
0.618 |
4.103 |
1.000 |
4.006 |
1.618 |
3.850 |
2.618 |
3.597 |
4.250 |
3.184 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.422 |
4.414 |
PP |
4.404 |
4.388 |
S1 |
4.386 |
4.362 |
|