NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 10-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.143 |
4.230 |
0.087 |
2.1% |
4.158 |
High |
4.243 |
4.420 |
0.177 |
4.2% |
4.329 |
Low |
4.111 |
4.226 |
0.115 |
2.8% |
4.070 |
Close |
4.221 |
4.357 |
0.136 |
3.2% |
4.221 |
Range |
0.132 |
0.194 |
0.062 |
47.0% |
0.259 |
ATR |
0.161 |
0.164 |
0.003 |
1.7% |
0.000 |
Volume |
21,261 |
19,572 |
-1,689 |
-7.9% |
81,015 |
|
Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.916 |
4.831 |
4.464 |
|
R3 |
4.722 |
4.637 |
4.410 |
|
R2 |
4.528 |
4.528 |
4.393 |
|
R1 |
4.443 |
4.443 |
4.375 |
4.486 |
PP |
4.334 |
4.334 |
4.334 |
4.356 |
S1 |
4.249 |
4.249 |
4.339 |
4.292 |
S2 |
4.140 |
4.140 |
4.321 |
|
S3 |
3.946 |
4.055 |
4.304 |
|
S4 |
3.752 |
3.861 |
4.250 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.984 |
4.861 |
4.363 |
|
R3 |
4.725 |
4.602 |
4.292 |
|
R2 |
4.466 |
4.466 |
4.268 |
|
R1 |
4.343 |
4.343 |
4.245 |
4.405 |
PP |
4.207 |
4.207 |
4.207 |
4.237 |
S1 |
4.084 |
4.084 |
4.197 |
4.146 |
S2 |
3.948 |
3.948 |
4.174 |
|
S3 |
3.689 |
3.825 |
4.150 |
|
S4 |
3.430 |
3.566 |
4.079 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.420 |
4.070 |
0.350 |
8.0% |
0.153 |
3.5% |
82% |
True |
False |
17,452 |
10 |
4.639 |
4.070 |
0.569 |
13.1% |
0.165 |
3.8% |
50% |
False |
False |
15,364 |
20 |
4.639 |
4.070 |
0.569 |
13.1% |
0.161 |
3.7% |
50% |
False |
False |
13,933 |
40 |
4.750 |
4.070 |
0.680 |
15.6% |
0.156 |
3.6% |
42% |
False |
False |
11,060 |
60 |
5.752 |
4.070 |
1.682 |
38.6% |
0.143 |
3.3% |
17% |
False |
False |
8,940 |
80 |
5.960 |
4.070 |
1.890 |
43.4% |
0.142 |
3.3% |
15% |
False |
False |
7,332 |
100 |
6.111 |
4.070 |
2.041 |
46.8% |
0.148 |
3.4% |
14% |
False |
False |
6,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.245 |
2.618 |
4.928 |
1.618 |
4.734 |
1.000 |
4.614 |
0.618 |
4.540 |
HIGH |
4.420 |
0.618 |
4.346 |
0.500 |
4.323 |
0.382 |
4.300 |
LOW |
4.226 |
0.618 |
4.106 |
1.000 |
4.032 |
1.618 |
3.912 |
2.618 |
3.718 |
4.250 |
3.402 |
|
|
Fisher Pivots for day following 10-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.346 |
4.320 |
PP |
4.334 |
4.282 |
S1 |
4.323 |
4.245 |
|