NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 11-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.430 |
4.382 |
-0.048 |
-1.1% |
4.228 |
High |
4.492 |
4.472 |
-0.020 |
-0.4% |
4.385 |
Low |
4.320 |
4.373 |
0.053 |
1.2% |
4.140 |
Close |
4.430 |
4.382 |
-0.048 |
-1.1% |
4.298 |
Range |
0.172 |
0.099 |
-0.073 |
-42.4% |
0.245 |
ATR |
0.160 |
0.155 |
-0.004 |
-2.7% |
0.000 |
Volume |
15,103 |
20,450 |
5,347 |
35.4% |
67,064 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.706 |
4.643 |
4.436 |
|
R3 |
4.607 |
4.544 |
4.409 |
|
R2 |
4.508 |
4.508 |
4.400 |
|
R1 |
4.445 |
4.445 |
4.391 |
4.432 |
PP |
4.409 |
4.409 |
4.409 |
4.402 |
S1 |
4.346 |
4.346 |
4.373 |
4.333 |
S2 |
4.310 |
4.310 |
4.364 |
|
S3 |
4.211 |
4.247 |
4.355 |
|
S4 |
4.112 |
4.148 |
4.328 |
|
|
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 |
4.492 |
4.140 |
0.352 |
8.0% |
0.151 |
3.5% |
69% |
False |
False |
16,181 |
10 |
4.680 |
4.140 |
0.540 |
12.3% |
0.160 |
3.6% |
45% |
False |
False |
13,657 |
20 |
4.680 |
4.140 |
0.540 |
12.3% |
0.150 |
3.4% |
45% |
False |
False |
10,577 |
40 |
4.753 |
4.140 |
0.613 |
14.0% |
0.152 |
3.5% |
39% |
False |
False |
8,662 |
60 |
5.789 |
4.140 |
1.649 |
37.6% |
0.141 |
3.2% |
15% |
False |
False |
7,195 |
80 |
5.987 |
4.140 |
1.847 |
42.1% |
0.140 |
3.2% |
13% |
False |
False |
5,923 |
100 |
6.160 |
4.140 |
2.020 |
46.1% |
0.145 |
3.3% |
12% |
False |
False |
5,168 |
120 |
6.160 |
4.140 |
2.020 |
46.1% |
0.150 |
3.4% |
12% |
False |
False |
4,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.893 |
2.618 |
4.731 |
1.618 |
4.632 |
1.000 |
4.571 |
0.618 |
4.533 |
HIGH |
4.472 |
0.618 |
4.434 |
0.500 |
4.423 |
0.382 |
4.411 |
LOW |
4.373 |
0.618 |
4.312 |
1.000 |
4.274 |
1.618 |
4.213 |
2.618 |
4.114 |
4.250 |
3.952 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.423 |
4.368 |
PP |
4.409 |
4.353 |
S1 |
4.396 |
4.339 |
|