NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 27-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.172 |
4.175 |
0.003 |
0.1% |
4.416 |
High |
4.315 |
4.330 |
0.015 |
0.3% |
4.587 |
Low |
4.135 |
4.154 |
0.019 |
0.5% |
4.094 |
Close |
4.179 |
4.294 |
0.115 |
2.8% |
4.106 |
Range |
0.180 |
0.176 |
-0.004 |
-2.2% |
0.493 |
ATR |
0.165 |
0.166 |
0.001 |
0.5% |
0.000 |
Volume |
70,379 |
108,945 |
38,566 |
54.8% |
319,294 |
|
Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.787 |
4.717 |
4.391 |
|
R3 |
4.611 |
4.541 |
4.342 |
|
R2 |
4.435 |
4.435 |
4.326 |
|
R1 |
4.365 |
4.365 |
4.310 |
4.400 |
PP |
4.259 |
4.259 |
4.259 |
4.277 |
S1 |
4.189 |
4.189 |
4.278 |
4.224 |
S2 |
4.083 |
4.083 |
4.262 |
|
S3 |
3.907 |
4.013 |
4.246 |
|
S4 |
3.731 |
3.837 |
4.197 |
|
|
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 |
4.330 |
4.036 |
0.294 |
6.8% |
0.143 |
3.3% |
88% |
True |
False |
71,121 |
10 |
4.587 |
4.036 |
0.551 |
12.8% |
0.151 |
3.5% |
47% |
False |
False |
71,370 |
20 |
4.587 |
3.971 |
0.616 |
14.3% |
0.161 |
3.8% |
52% |
False |
False |
54,915 |
40 |
4.587 |
3.971 |
0.616 |
14.3% |
0.179 |
4.2% |
52% |
False |
False |
43,790 |
60 |
4.987 |
3.971 |
1.016 |
23.7% |
0.160 |
3.7% |
32% |
False |
False |
33,168 |
80 |
5.810 |
3.971 |
1.839 |
42.8% |
0.156 |
3.6% |
18% |
False |
False |
26,469 |
100 |
6.050 |
3.971 |
2.079 |
48.4% |
0.160 |
3.7% |
16% |
False |
False |
21,919 |
120 |
6.075 |
3.971 |
2.104 |
49.0% |
0.165 |
3.8% |
15% |
False |
False |
18,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.078 |
2.618 |
4.791 |
1.618 |
4.615 |
1.000 |
4.506 |
0.618 |
4.439 |
HIGH |
4.330 |
0.618 |
4.263 |
0.500 |
4.242 |
0.382 |
4.221 |
LOW |
4.154 |
0.618 |
4.045 |
1.000 |
3.978 |
1.618 |
3.869 |
2.618 |
3.693 |
4.250 |
3.406 |
|
|
Fisher Pivots for day following 27-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.277 |
4.257 |
PP |
4.259 |
4.220 |
S1 |
4.242 |
4.183 |
|