NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 28-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.292 |
4.460 |
0.168 |
3.9% |
4.213 |
High |
4.451 |
4.520 |
0.069 |
1.6% |
4.520 |
Low |
4.290 |
4.400 |
0.110 |
2.6% |
4.168 |
Close |
4.422 |
4.464 |
0.042 |
0.9% |
4.464 |
Range |
0.161 |
0.120 |
-0.041 |
-25.5% |
0.352 |
ATR |
0.153 |
0.151 |
-0.002 |
-1.5% |
0.000 |
Volume |
14,802 |
13,589 |
-1,213 |
-8.2% |
62,968 |
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.821 |
4.763 |
4.530 |
|
R3 |
4.701 |
4.643 |
4.497 |
|
R2 |
4.581 |
4.581 |
4.486 |
|
R1 |
4.523 |
4.523 |
4.475 |
4.552 |
PP |
4.461 |
4.461 |
4.461 |
4.476 |
S1 |
4.403 |
4.403 |
4.453 |
4.432 |
S2 |
4.341 |
4.341 |
4.442 |
|
S3 |
4.221 |
4.283 |
4.431 |
|
S4 |
4.101 |
4.163 |
4.398 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.440 |
5.304 |
4.658 |
|
R3 |
5.088 |
4.952 |
4.561 |
|
R2 |
4.736 |
4.736 |
4.529 |
|
R1 |
4.600 |
4.600 |
4.496 |
4.668 |
PP |
4.384 |
4.384 |
4.384 |
4.418 |
S1 |
4.248 |
4.248 |
4.432 |
4.316 |
S2 |
4.032 |
4.032 |
4.399 |
|
S3 |
3.680 |
3.896 |
4.367 |
|
S4 |
3.328 |
3.544 |
4.270 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.520 |
4.168 |
0.352 |
7.9% |
0.128 |
2.9% |
84% |
True |
False |
12,593 |
10 |
4.702 |
4.168 |
0.534 |
12.0% |
0.145 |
3.2% |
55% |
False |
False |
15,223 |
20 |
4.702 |
4.140 |
0.562 |
12.6% |
0.141 |
3.2% |
58% |
False |
False |
15,940 |
40 |
4.702 |
4.140 |
0.562 |
12.6% |
0.158 |
3.5% |
58% |
False |
False |
12,332 |
60 |
4.936 |
4.140 |
0.796 |
17.8% |
0.145 |
3.3% |
41% |
False |
False |
10,130 |
80 |
5.884 |
4.140 |
1.744 |
39.1% |
0.144 |
3.2% |
19% |
False |
False |
8,334 |
100 |
6.160 |
4.140 |
2.020 |
45.3% |
0.144 |
3.2% |
16% |
False |
False |
7,025 |
120 |
6.160 |
4.140 |
2.020 |
45.3% |
0.147 |
3.3% |
16% |
False |
False |
6,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.030 |
2.618 |
4.834 |
1.618 |
4.714 |
1.000 |
4.640 |
0.618 |
4.594 |
HIGH |
4.520 |
0.618 |
4.474 |
0.500 |
4.460 |
0.382 |
4.446 |
LOW |
4.400 |
0.618 |
4.326 |
1.000 |
4.280 |
1.618 |
4.206 |
2.618 |
4.086 |
4.250 |
3.890 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.463 |
4.442 |
PP |
4.461 |
4.419 |
S1 |
4.460 |
4.397 |
|