NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 14-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.528 |
4.555 |
0.027 |
0.6% |
4.430 |
High |
4.634 |
4.566 |
-0.068 |
-1.5% |
4.634 |
Low |
4.406 |
4.468 |
0.062 |
1.4% |
4.320 |
Close |
4.562 |
4.530 |
-0.032 |
-0.7% |
4.530 |
Range |
0.228 |
0.098 |
-0.130 |
-57.0% |
0.314 |
ATR |
0.160 |
0.156 |
-0.004 |
-2.8% |
0.000 |
Volume |
21,641 |
23,741 |
2,100 |
9.7% |
99,509 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.815 |
4.771 |
4.584 |
|
R3 |
4.717 |
4.673 |
4.557 |
|
R2 |
4.619 |
4.619 |
4.548 |
|
R1 |
4.575 |
4.575 |
4.539 |
4.548 |
PP |
4.521 |
4.521 |
4.521 |
4.508 |
S1 |
4.477 |
4.477 |
4.521 |
4.450 |
S2 |
4.423 |
4.423 |
4.512 |
|
S3 |
4.325 |
4.379 |
4.503 |
|
S4 |
4.227 |
4.281 |
4.476 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.437 |
5.297 |
4.703 |
|
R3 |
5.123 |
4.983 |
4.616 |
|
R2 |
4.809 |
4.809 |
4.588 |
|
R1 |
4.669 |
4.669 |
4.559 |
4.739 |
PP |
4.495 |
4.495 |
4.495 |
4.530 |
S1 |
4.355 |
4.355 |
4.501 |
4.425 |
S2 |
4.181 |
4.181 |
4.472 |
|
S3 |
3.867 |
4.041 |
4.444 |
|
S4 |
3.553 |
3.727 |
4.357 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.634 |
4.320 |
0.314 |
6.9% |
0.146 |
3.2% |
67% |
False |
False |
19,901 |
10 |
4.634 |
4.140 |
0.494 |
10.9% |
0.138 |
3.1% |
79% |
False |
False |
16,657 |
20 |
4.680 |
4.140 |
0.540 |
11.9% |
0.151 |
3.3% |
72% |
False |
False |
12,416 |
40 |
4.680 |
4.140 |
0.540 |
11.9% |
0.156 |
3.4% |
72% |
False |
False |
10,039 |
60 |
5.419 |
4.140 |
1.279 |
28.2% |
0.141 |
3.1% |
30% |
False |
False |
8,101 |
80 |
5.987 |
4.140 |
1.847 |
40.8% |
0.142 |
3.1% |
21% |
False |
False |
6,667 |
100 |
6.160 |
4.140 |
2.020 |
44.6% |
0.144 |
3.2% |
19% |
False |
False |
5,726 |
120 |
6.160 |
4.140 |
2.020 |
44.6% |
0.150 |
3.3% |
19% |
False |
False |
5,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.983 |
2.618 |
4.823 |
1.618 |
4.725 |
1.000 |
4.664 |
0.618 |
4.627 |
HIGH |
4.566 |
0.618 |
4.529 |
0.500 |
4.517 |
0.382 |
4.505 |
LOW |
4.468 |
0.618 |
4.407 |
1.000 |
4.370 |
1.618 |
4.309 |
2.618 |
4.211 |
4.250 |
4.052 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.526 |
4.526 |
PP |
4.521 |
4.521 |
S1 |
4.517 |
4.517 |
|