NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 14-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.381 |
4.415 |
0.034 |
0.8% |
4.131 |
High |
4.512 |
4.445 |
-0.067 |
-1.5% |
4.512 |
Low |
4.259 |
4.348 |
0.089 |
2.1% |
4.116 |
Close |
4.440 |
4.409 |
-0.031 |
-0.7% |
4.409 |
Range |
0.253 |
0.097 |
-0.156 |
-61.7% |
0.396 |
ATR |
0.178 |
0.172 |
-0.006 |
-3.2% |
0.000 |
Volume |
74,519 |
97,984 |
23,465 |
31.5% |
301,557 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.692 |
4.647 |
4.462 |
|
R3 |
4.595 |
4.550 |
4.436 |
|
R2 |
4.498 |
4.498 |
4.427 |
|
R1 |
4.453 |
4.453 |
4.418 |
4.427 |
PP |
4.401 |
4.401 |
4.401 |
4.388 |
S1 |
4.356 |
4.356 |
4.400 |
4.330 |
S2 |
4.304 |
4.304 |
4.391 |
|
S3 |
4.207 |
4.259 |
4.382 |
|
S4 |
4.110 |
4.162 |
4.356 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.534 |
5.367 |
4.627 |
|
R3 |
5.138 |
4.971 |
4.518 |
|
R2 |
4.742 |
4.742 |
4.482 |
|
R1 |
4.575 |
4.575 |
4.445 |
4.659 |
PP |
4.346 |
4.346 |
4.346 |
4.387 |
S1 |
4.179 |
4.179 |
4.373 |
4.263 |
S2 |
3.950 |
3.950 |
4.336 |
|
S3 |
3.554 |
3.783 |
4.300 |
|
S4 |
3.158 |
3.387 |
4.191 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.512 |
4.116 |
0.396 |
9.0% |
0.168 |
3.8% |
74% |
False |
False |
60,311 |
10 |
4.512 |
3.971 |
0.541 |
12.3% |
0.164 |
3.7% |
81% |
False |
False |
43,784 |
20 |
4.548 |
3.971 |
0.577 |
13.1% |
0.171 |
3.9% |
76% |
False |
False |
34,104 |
40 |
4.548 |
3.971 |
0.577 |
13.1% |
0.171 |
3.9% |
76% |
False |
False |
31,237 |
60 |
5.330 |
3.971 |
1.359 |
30.8% |
0.154 |
3.5% |
32% |
False |
False |
23,906 |
80 |
5.894 |
3.971 |
1.923 |
43.6% |
0.156 |
3.5% |
23% |
False |
False |
19,120 |
100 |
6.075 |
3.971 |
2.104 |
47.7% |
0.163 |
3.7% |
21% |
False |
False |
15,960 |
120 |
6.075 |
3.971 |
2.104 |
47.7% |
0.169 |
3.8% |
21% |
False |
False |
13,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.857 |
2.618 |
4.699 |
1.618 |
4.602 |
1.000 |
4.542 |
0.618 |
4.505 |
HIGH |
4.445 |
0.618 |
4.408 |
0.500 |
4.397 |
0.382 |
4.385 |
LOW |
4.348 |
0.618 |
4.288 |
1.000 |
4.251 |
1.618 |
4.191 |
2.618 |
4.094 |
4.250 |
3.936 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.405 |
4.396 |
PP |
4.401 |
4.384 |
S1 |
4.397 |
4.371 |
|