NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 17-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.415 |
4.416 |
0.001 |
0.0% |
4.131 |
High |
4.445 |
4.499 |
0.054 |
1.2% |
4.512 |
Low |
4.348 |
4.372 |
0.024 |
0.6% |
4.116 |
Close |
4.409 |
4.489 |
0.080 |
1.8% |
4.409 |
Range |
0.097 |
0.127 |
0.030 |
30.9% |
0.396 |
ATR |
0.172 |
0.169 |
-0.003 |
-1.9% |
0.000 |
Volume |
97,984 |
71,501 |
-26,483 |
-27.0% |
301,557 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.834 |
4.789 |
4.559 |
|
R3 |
4.707 |
4.662 |
4.524 |
|
R2 |
4.580 |
4.580 |
4.512 |
|
R1 |
4.535 |
4.535 |
4.501 |
4.558 |
PP |
4.453 |
4.453 |
4.453 |
4.465 |
S1 |
4.408 |
4.408 |
4.477 |
4.431 |
S2 |
4.326 |
4.326 |
4.466 |
|
S3 |
4.199 |
4.281 |
4.454 |
|
S4 |
4.072 |
4.154 |
4.419 |
|
|
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 |
4.211 |
0.301 |
6.7% |
0.149 |
3.3% |
92% |
False |
False |
67,398 |
10 |
4.512 |
3.971 |
0.541 |
12.1% |
0.162 |
3.6% |
96% |
False |
False |
47,832 |
20 |
4.548 |
3.971 |
0.577 |
12.9% |
0.169 |
3.8% |
90% |
False |
False |
36,551 |
40 |
4.548 |
3.971 |
0.577 |
12.9% |
0.172 |
3.8% |
90% |
False |
False |
32,615 |
60 |
5.216 |
3.971 |
1.245 |
27.7% |
0.154 |
3.4% |
42% |
False |
False |
24,974 |
80 |
5.894 |
3.971 |
1.923 |
42.8% |
0.156 |
3.5% |
27% |
False |
False |
19,994 |
100 |
6.075 |
3.971 |
2.104 |
46.9% |
0.161 |
3.6% |
25% |
False |
False |
16,652 |
120 |
6.075 |
3.971 |
2.104 |
46.9% |
0.169 |
3.8% |
25% |
False |
False |
14,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.039 |
2.618 |
4.831 |
1.618 |
4.704 |
1.000 |
4.626 |
0.618 |
4.577 |
HIGH |
4.499 |
0.618 |
4.450 |
0.500 |
4.436 |
0.382 |
4.421 |
LOW |
4.372 |
0.618 |
4.294 |
1.000 |
4.245 |
1.618 |
4.167 |
2.618 |
4.040 |
4.250 |
3.832 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.471 |
4.455 |
PP |
4.453 |
4.420 |
S1 |
4.436 |
4.386 |
|