NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 21-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.399 |
4.301 |
-0.098 |
-2.2% |
4.554 |
High |
4.417 |
4.383 |
-0.034 |
-0.8% |
4.702 |
Low |
4.271 |
4.232 |
-0.039 |
-0.9% |
4.232 |
Close |
4.322 |
4.241 |
-0.081 |
-1.9% |
4.241 |
Range |
0.146 |
0.151 |
0.005 |
3.4% |
0.470 |
ATR |
0.158 |
0.157 |
0.000 |
-0.3% |
0.000 |
Volume |
13,390 |
14,815 |
1,425 |
10.6% |
89,269 |
|
Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.738 |
4.641 |
4.324 |
|
R3 |
4.587 |
4.490 |
4.283 |
|
R2 |
4.436 |
4.436 |
4.269 |
|
R1 |
4.339 |
4.339 |
4.255 |
4.312 |
PP |
4.285 |
4.285 |
4.285 |
4.272 |
S1 |
4.188 |
4.188 |
4.227 |
4.161 |
S2 |
4.134 |
4.134 |
4.213 |
|
S3 |
3.983 |
4.037 |
4.199 |
|
S4 |
3.832 |
3.886 |
4.158 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.802 |
5.491 |
4.500 |
|
R3 |
5.332 |
5.021 |
4.370 |
|
R2 |
4.862 |
4.862 |
4.327 |
|
R1 |
4.551 |
4.551 |
4.284 |
4.472 |
PP |
4.392 |
4.392 |
4.392 |
4.352 |
S1 |
4.081 |
4.081 |
4.198 |
4.002 |
S2 |
3.922 |
3.922 |
4.155 |
|
S3 |
3.452 |
3.611 |
4.112 |
|
S4 |
2.982 |
3.141 |
3.983 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.702 |
4.232 |
0.470 |
11.1% |
0.161 |
3.8% |
2% |
False |
True |
17,853 |
10 |
4.702 |
4.232 |
0.470 |
11.1% |
0.153 |
3.6% |
2% |
False |
True |
18,877 |
20 |
4.702 |
4.140 |
0.562 |
13.3% |
0.154 |
3.6% |
18% |
False |
False |
15,105 |
40 |
4.702 |
4.140 |
0.562 |
13.3% |
0.163 |
3.8% |
18% |
False |
False |
11,637 |
60 |
5.170 |
4.140 |
1.030 |
24.3% |
0.144 |
3.4% |
10% |
False |
False |
9,324 |
80 |
5.884 |
4.140 |
1.744 |
41.1% |
0.144 |
3.4% |
6% |
False |
False |
7,662 |
100 |
6.160 |
4.140 |
2.020 |
47.6% |
0.146 |
3.4% |
5% |
False |
False |
6,483 |
120 |
6.160 |
4.140 |
2.020 |
47.6% |
0.148 |
3.5% |
5% |
False |
False |
5,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.025 |
2.618 |
4.778 |
1.618 |
4.627 |
1.000 |
4.534 |
0.618 |
4.476 |
HIGH |
4.383 |
0.618 |
4.325 |
0.500 |
4.308 |
0.382 |
4.290 |
LOW |
4.232 |
0.618 |
4.139 |
1.000 |
4.081 |
1.618 |
3.988 |
2.618 |
3.837 |
4.250 |
3.590 |
|
|
Fisher Pivots for day following 21-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.308 |
4.396 |
PP |
4.285 |
4.344 |
S1 |
4.263 |
4.293 |
|