NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 21-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.251 |
4.193 |
-0.058 |
-1.4% |
4.416 |
High |
4.285 |
4.251 |
-0.034 |
-0.8% |
4.587 |
Low |
4.122 |
4.094 |
-0.028 |
-0.7% |
4.094 |
Close |
4.185 |
4.106 |
-0.079 |
-1.9% |
4.106 |
Range |
0.163 |
0.157 |
-0.006 |
-3.7% |
0.493 |
ATR |
0.173 |
0.172 |
-0.001 |
-0.7% |
0.000 |
Volume |
64,284 |
59,179 |
-5,105 |
-7.9% |
319,294 |
|
Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.621 |
4.521 |
4.192 |
|
R3 |
4.464 |
4.364 |
4.149 |
|
R2 |
4.307 |
4.307 |
4.135 |
|
R1 |
4.207 |
4.207 |
4.120 |
4.179 |
PP |
4.150 |
4.150 |
4.150 |
4.136 |
S1 |
4.050 |
4.050 |
4.092 |
4.022 |
S2 |
3.993 |
3.993 |
4.077 |
|
S3 |
3.836 |
3.893 |
4.063 |
|
S4 |
3.679 |
3.736 |
4.020 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.741 |
5.417 |
4.377 |
|
R3 |
5.248 |
4.924 |
4.242 |
|
R2 |
4.755 |
4.755 |
4.196 |
|
R1 |
4.431 |
4.431 |
4.151 |
4.347 |
PP |
4.262 |
4.262 |
4.262 |
4.220 |
S1 |
3.938 |
3.938 |
4.061 |
3.854 |
S2 |
3.769 |
3.769 |
4.016 |
|
S3 |
3.276 |
3.445 |
3.970 |
|
S4 |
2.783 |
2.952 |
3.835 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.587 |
4.094 |
0.493 |
12.0% |
0.171 |
4.2% |
2% |
False |
True |
63,858 |
10 |
4.587 |
4.094 |
0.493 |
12.0% |
0.169 |
4.1% |
2% |
False |
True |
62,085 |
20 |
4.587 |
3.971 |
0.616 |
15.0% |
0.172 |
4.2% |
22% |
False |
False |
44,796 |
40 |
4.587 |
3.971 |
0.616 |
15.0% |
0.179 |
4.4% |
22% |
False |
False |
37,746 |
60 |
5.085 |
3.971 |
1.114 |
27.1% |
0.158 |
3.9% |
12% |
False |
False |
28,694 |
80 |
5.810 |
3.971 |
1.839 |
44.8% |
0.157 |
3.8% |
7% |
False |
False |
22,963 |
100 |
6.075 |
3.971 |
2.104 |
51.2% |
0.162 |
3.9% |
6% |
False |
False |
19,038 |
120 |
6.075 |
3.971 |
2.104 |
51.2% |
0.167 |
4.1% |
6% |
False |
False |
16,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.918 |
2.618 |
4.662 |
1.618 |
4.505 |
1.000 |
4.408 |
0.618 |
4.348 |
HIGH |
4.251 |
0.618 |
4.191 |
0.500 |
4.173 |
0.382 |
4.154 |
LOW |
4.094 |
0.618 |
3.997 |
1.000 |
3.937 |
1.618 |
3.840 |
2.618 |
3.683 |
4.250 |
3.427 |
|
|
Fisher Pivots for day following 21-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.173 |
4.264 |
PP |
4.150 |
4.211 |
S1 |
4.128 |
4.159 |
|