NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 25-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.111 |
4.105 |
-0.006 |
-0.1% |
4.416 |
High |
4.132 |
4.154 |
0.022 |
0.5% |
4.587 |
Low |
4.049 |
4.036 |
-0.013 |
-0.3% |
4.094 |
Close |
4.075 |
4.114 |
0.039 |
1.0% |
4.106 |
Range |
0.083 |
0.118 |
0.035 |
42.2% |
0.493 |
ATR |
0.166 |
0.162 |
-0.003 |
-2.1% |
0.000 |
Volume |
52,927 |
64,177 |
11,250 |
21.3% |
319,294 |
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.455 |
4.403 |
4.179 |
|
R3 |
4.337 |
4.285 |
4.146 |
|
R2 |
4.219 |
4.219 |
4.136 |
|
R1 |
4.167 |
4.167 |
4.125 |
4.193 |
PP |
4.101 |
4.101 |
4.101 |
4.115 |
S1 |
4.049 |
4.049 |
4.103 |
4.075 |
S2 |
3.983 |
3.983 |
4.092 |
|
S3 |
3.865 |
3.931 |
4.082 |
|
S4 |
3.747 |
3.813 |
4.049 |
|
|
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 |
4.433 |
4.036 |
0.397 |
9.6% |
0.146 |
3.6% |
20% |
False |
True |
59,505 |
10 |
4.587 |
4.036 |
0.551 |
13.4% |
0.156 |
3.8% |
14% |
False |
True |
64,901 |
20 |
4.587 |
3.971 |
0.616 |
15.0% |
0.171 |
4.2% |
23% |
False |
False |
48,654 |
40 |
4.587 |
3.971 |
0.616 |
15.0% |
0.178 |
4.3% |
23% |
False |
False |
40,012 |
60 |
5.000 |
3.971 |
1.029 |
25.0% |
0.157 |
3.8% |
14% |
False |
False |
30,460 |
80 |
5.810 |
3.971 |
1.839 |
44.7% |
0.155 |
3.8% |
8% |
False |
False |
24,306 |
100 |
6.050 |
3.971 |
2.079 |
50.5% |
0.161 |
3.9% |
7% |
False |
False |
20,171 |
120 |
6.075 |
3.971 |
2.104 |
51.1% |
0.166 |
4.0% |
7% |
False |
False |
17,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.656 |
2.618 |
4.463 |
1.618 |
4.345 |
1.000 |
4.272 |
0.618 |
4.227 |
HIGH |
4.154 |
0.618 |
4.109 |
0.500 |
4.095 |
0.382 |
4.081 |
LOW |
4.036 |
0.618 |
3.963 |
1.000 |
3.918 |
1.618 |
3.845 |
2.618 |
3.727 |
4.250 |
3.535 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.108 |
4.144 |
PP |
4.101 |
4.134 |
S1 |
4.095 |
4.124 |
|