NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 07-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.218 |
4.217 |
-0.001 |
0.0% |
4.228 |
High |
4.385 |
4.322 |
-0.063 |
-1.4% |
4.385 |
Low |
4.140 |
4.186 |
0.046 |
1.1% |
4.140 |
Close |
4.218 |
4.298 |
0.080 |
1.9% |
4.298 |
Range |
0.245 |
0.136 |
-0.109 |
-44.5% |
0.245 |
ATR |
0.159 |
0.157 |
-0.002 |
-1.0% |
0.000 |
Volume |
14,252 |
18,488 |
4,236 |
29.7% |
67,064 |
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.677 |
4.623 |
4.373 |
|
R3 |
4.541 |
4.487 |
4.335 |
|
R2 |
4.405 |
4.405 |
4.323 |
|
R1 |
4.351 |
4.351 |
4.310 |
4.378 |
PP |
4.269 |
4.269 |
4.269 |
4.282 |
S1 |
4.215 |
4.215 |
4.286 |
4.242 |
S2 |
4.133 |
4.133 |
4.273 |
|
S3 |
3.997 |
4.079 |
4.261 |
|
S4 |
3.861 |
3.943 |
4.223 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.009 |
4.899 |
4.433 |
|
R3 |
4.764 |
4.654 |
4.365 |
|
R2 |
4.519 |
4.519 |
4.343 |
|
R1 |
4.409 |
4.409 |
4.320 |
4.464 |
PP |
4.274 |
4.274 |
4.274 |
4.302 |
S1 |
4.164 |
4.164 |
4.276 |
4.219 |
S2 |
4.029 |
4.029 |
4.253 |
|
S3 |
3.784 |
3.919 |
4.231 |
|
S4 |
3.539 |
3.674 |
4.163 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.385 |
4.140 |
0.245 |
5.7% |
0.131 |
3.1% |
64% |
False |
False |
13,412 |
10 |
4.680 |
4.140 |
0.540 |
12.6% |
0.154 |
3.6% |
29% |
False |
False |
11,333 |
20 |
4.680 |
4.140 |
0.540 |
12.6% |
0.157 |
3.7% |
29% |
False |
False |
9,850 |
40 |
4.800 |
4.140 |
0.660 |
15.4% |
0.149 |
3.5% |
24% |
False |
False |
8,066 |
60 |
5.789 |
4.140 |
1.649 |
38.4% |
0.141 |
3.3% |
10% |
False |
False |
6,679 |
80 |
5.990 |
4.140 |
1.850 |
43.0% |
0.143 |
3.3% |
9% |
False |
False |
5,518 |
100 |
6.160 |
4.140 |
2.020 |
47.0% |
0.145 |
3.4% |
8% |
False |
False |
4,839 |
120 |
6.160 |
4.140 |
2.020 |
47.0% |
0.150 |
3.5% |
8% |
False |
False |
4,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.900 |
2.618 |
4.678 |
1.618 |
4.542 |
1.000 |
4.458 |
0.618 |
4.406 |
HIGH |
4.322 |
0.618 |
4.270 |
0.500 |
4.254 |
0.382 |
4.238 |
LOW |
4.186 |
0.618 |
4.102 |
1.000 |
4.050 |
1.618 |
3.966 |
2.618 |
3.830 |
4.250 |
3.608 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.283 |
4.286 |
PP |
4.269 |
4.274 |
S1 |
4.254 |
4.263 |
|