NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 17-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.555 |
4.554 |
-0.001 |
0.0% |
4.430 |
High |
4.566 |
4.616 |
0.050 |
1.1% |
4.634 |
Low |
4.468 |
4.497 |
0.029 |
0.6% |
4.320 |
Close |
4.530 |
4.608 |
0.078 |
1.7% |
4.530 |
Range |
0.098 |
0.119 |
0.021 |
21.4% |
0.314 |
ATR |
0.156 |
0.153 |
-0.003 |
-1.7% |
0.000 |
Volume |
23,741 |
18,247 |
-5,494 |
-23.1% |
99,509 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.931 |
4.888 |
4.673 |
|
R3 |
4.812 |
4.769 |
4.641 |
|
R2 |
4.693 |
4.693 |
4.630 |
|
R1 |
4.650 |
4.650 |
4.619 |
4.672 |
PP |
4.574 |
4.574 |
4.574 |
4.584 |
S1 |
4.531 |
4.531 |
4.597 |
4.553 |
S2 |
4.455 |
4.455 |
4.586 |
|
S3 |
4.336 |
4.412 |
4.575 |
|
S4 |
4.217 |
4.293 |
4.543 |
|
|
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 |
4.373 |
0.261 |
5.7% |
0.135 |
2.9% |
90% |
False |
False |
20,530 |
10 |
4.634 |
4.140 |
0.494 |
10.7% |
0.140 |
3.0% |
95% |
False |
False |
17,085 |
20 |
4.680 |
4.140 |
0.540 |
11.7% |
0.149 |
3.2% |
87% |
False |
False |
12,982 |
40 |
4.680 |
4.140 |
0.540 |
11.7% |
0.156 |
3.4% |
87% |
False |
False |
10,304 |
60 |
5.300 |
4.140 |
1.160 |
25.2% |
0.141 |
3.1% |
40% |
False |
False |
8,359 |
80 |
5.987 |
4.140 |
1.847 |
40.1% |
0.142 |
3.1% |
25% |
False |
False |
6,859 |
100 |
6.160 |
4.140 |
2.020 |
43.8% |
0.145 |
3.1% |
23% |
False |
False |
5,854 |
120 |
6.160 |
4.140 |
2.020 |
43.8% |
0.149 |
3.2% |
23% |
False |
False |
5,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.122 |
2.618 |
4.928 |
1.618 |
4.809 |
1.000 |
4.735 |
0.618 |
4.690 |
HIGH |
4.616 |
0.618 |
4.571 |
0.500 |
4.557 |
0.382 |
4.542 |
LOW |
4.497 |
0.618 |
4.423 |
1.000 |
4.378 |
1.618 |
4.304 |
2.618 |
4.185 |
4.250 |
3.991 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.591 |
4.579 |
PP |
4.574 |
4.549 |
S1 |
4.557 |
4.520 |
|