NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 13-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.524 |
4.528 |
0.004 |
0.1% |
4.228 |
High |
4.530 |
4.634 |
0.104 |
2.3% |
4.385 |
Low |
4.399 |
4.406 |
0.007 |
0.2% |
4.140 |
Close |
4.524 |
4.562 |
0.038 |
0.8% |
4.298 |
Range |
0.131 |
0.228 |
0.097 |
74.0% |
0.245 |
ATR |
0.155 |
0.160 |
0.005 |
3.4% |
0.000 |
Volume |
18,574 |
21,641 |
3,067 |
16.5% |
67,064 |
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.218 |
5.118 |
4.687 |
|
R3 |
4.990 |
4.890 |
4.625 |
|
R2 |
4.762 |
4.762 |
4.604 |
|
R1 |
4.662 |
4.662 |
4.583 |
4.712 |
PP |
4.534 |
4.534 |
4.534 |
4.559 |
S1 |
4.434 |
4.434 |
4.541 |
4.484 |
S2 |
4.306 |
4.306 |
4.520 |
|
S3 |
4.078 |
4.206 |
4.499 |
|
S4 |
3.850 |
3.978 |
4.437 |
|
|
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 |
4.634 |
4.186 |
0.448 |
9.8% |
0.153 |
3.4% |
84% |
True |
False |
18,851 |
10 |
4.634 |
4.140 |
0.494 |
10.8% |
0.145 |
3.2% |
85% |
True |
False |
16,108 |
20 |
4.680 |
4.140 |
0.540 |
11.8% |
0.152 |
3.3% |
78% |
False |
False |
11,678 |
40 |
4.680 |
4.140 |
0.540 |
11.8% |
0.158 |
3.5% |
78% |
False |
False |
9,516 |
60 |
5.613 |
4.140 |
1.473 |
32.3% |
0.142 |
3.1% |
29% |
False |
False |
7,748 |
80 |
5.987 |
4.140 |
1.847 |
40.5% |
0.141 |
3.1% |
23% |
False |
False |
6,390 |
100 |
6.160 |
4.140 |
2.020 |
44.3% |
0.144 |
3.2% |
21% |
False |
False |
5,528 |
120 |
6.160 |
4.140 |
2.020 |
44.3% |
0.150 |
3.3% |
21% |
False |
False |
4,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.603 |
2.618 |
5.231 |
1.618 |
5.003 |
1.000 |
4.862 |
0.618 |
4.775 |
HIGH |
4.634 |
0.618 |
4.547 |
0.500 |
4.520 |
0.382 |
4.493 |
LOW |
4.406 |
0.618 |
4.265 |
1.000 |
4.178 |
1.618 |
4.037 |
2.618 |
3.809 |
4.250 |
3.437 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.548 |
4.543 |
PP |
4.534 |
4.523 |
S1 |
4.520 |
4.504 |
|