NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 11-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.230 |
4.354 |
0.124 |
2.9% |
4.158 |
High |
4.420 |
4.405 |
-0.015 |
-0.3% |
4.329 |
Low |
4.226 |
4.297 |
0.071 |
1.7% |
4.070 |
Close |
4.357 |
4.311 |
-0.046 |
-1.1% |
4.221 |
Range |
0.194 |
0.108 |
-0.086 |
-44.3% |
0.259 |
ATR |
0.164 |
0.160 |
-0.004 |
-2.4% |
0.000 |
Volume |
19,572 |
25,413 |
5,841 |
29.8% |
81,015 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.662 |
4.594 |
4.370 |
|
R3 |
4.554 |
4.486 |
4.341 |
|
R2 |
4.446 |
4.446 |
4.331 |
|
R1 |
4.378 |
4.378 |
4.321 |
4.358 |
PP |
4.338 |
4.338 |
4.338 |
4.328 |
S1 |
4.270 |
4.270 |
4.301 |
4.250 |
S2 |
4.230 |
4.230 |
4.291 |
|
S3 |
4.122 |
4.162 |
4.281 |
|
S4 |
4.014 |
4.054 |
4.252 |
|
|
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 |
8.1% |
0.160 |
3.7% |
69% |
False |
False |
20,617 |
10 |
4.639 |
4.070 |
0.569 |
13.2% |
0.166 |
3.9% |
42% |
False |
False |
17,102 |
20 |
4.639 |
4.070 |
0.569 |
13.2% |
0.157 |
3.6% |
42% |
False |
False |
14,463 |
40 |
4.715 |
4.070 |
0.645 |
15.0% |
0.157 |
3.6% |
37% |
False |
False |
11,572 |
60 |
5.752 |
4.070 |
1.682 |
39.0% |
0.141 |
3.3% |
14% |
False |
False |
9,331 |
80 |
5.951 |
4.070 |
1.881 |
43.6% |
0.140 |
3.3% |
13% |
False |
False |
7,627 |
100 |
6.111 |
4.070 |
2.041 |
47.3% |
0.148 |
3.4% |
12% |
False |
False |
6,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.864 |
2.618 |
4.688 |
1.618 |
4.580 |
1.000 |
4.513 |
0.618 |
4.472 |
HIGH |
4.405 |
0.618 |
4.364 |
0.500 |
4.351 |
0.382 |
4.338 |
LOW |
4.297 |
0.618 |
4.230 |
1.000 |
4.189 |
1.618 |
4.122 |
2.618 |
4.014 |
4.250 |
3.838 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.351 |
4.296 |
PP |
4.338 |
4.281 |
S1 |
4.324 |
4.266 |
|