NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 24-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.193 |
4.111 |
-0.082 |
-2.0% |
4.416 |
High |
4.251 |
4.132 |
-0.119 |
-2.8% |
4.587 |
Low |
4.094 |
4.049 |
-0.045 |
-1.1% |
4.094 |
Close |
4.106 |
4.075 |
-0.031 |
-0.8% |
4.106 |
Range |
0.157 |
0.083 |
-0.074 |
-47.1% |
0.493 |
ATR |
0.172 |
0.166 |
-0.006 |
-3.7% |
0.000 |
Volume |
59,179 |
52,927 |
-6,252 |
-10.6% |
319,294 |
|
Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.334 |
4.288 |
4.121 |
|
R3 |
4.251 |
4.205 |
4.098 |
|
R2 |
4.168 |
4.168 |
4.090 |
|
R1 |
4.122 |
4.122 |
4.083 |
4.104 |
PP |
4.085 |
4.085 |
4.085 |
4.076 |
S1 |
4.039 |
4.039 |
4.067 |
4.021 |
S2 |
4.002 |
4.002 |
4.060 |
|
S3 |
3.919 |
3.956 |
4.052 |
|
S4 |
3.836 |
3.873 |
4.029 |
|
|
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 |
4.049 |
0.538 |
13.2% |
0.162 |
4.0% |
5% |
False |
True |
60,144 |
10 |
4.587 |
4.049 |
0.538 |
13.2% |
0.156 |
3.8% |
5% |
False |
True |
63,771 |
20 |
4.587 |
3.971 |
0.616 |
15.1% |
0.170 |
4.2% |
17% |
False |
False |
46,252 |
40 |
4.587 |
3.971 |
0.616 |
15.1% |
0.178 |
4.4% |
17% |
False |
False |
38,710 |
60 |
5.085 |
3.971 |
1.114 |
27.3% |
0.158 |
3.9% |
9% |
False |
False |
29,496 |
80 |
5.810 |
3.971 |
1.839 |
45.1% |
0.156 |
3.8% |
6% |
False |
False |
23,572 |
100 |
6.050 |
3.971 |
2.079 |
51.0% |
0.161 |
4.0% |
5% |
False |
False |
19,549 |
120 |
6.075 |
3.971 |
2.104 |
51.6% |
0.166 |
4.1% |
5% |
False |
False |
16,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.485 |
2.618 |
4.349 |
1.618 |
4.266 |
1.000 |
4.215 |
0.618 |
4.183 |
HIGH |
4.132 |
0.618 |
4.100 |
0.500 |
4.091 |
0.382 |
4.081 |
LOW |
4.049 |
0.618 |
3.998 |
1.000 |
3.966 |
1.618 |
3.915 |
2.618 |
3.832 |
4.250 |
3.696 |
|
|
Fisher Pivots for day following 24-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.091 |
4.167 |
PP |
4.085 |
4.136 |
S1 |
4.080 |
4.106 |
|