NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 12-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.354 |
4.321 |
-0.033 |
-0.8% |
4.158 |
High |
4.405 |
4.471 |
0.066 |
1.5% |
4.329 |
Low |
4.297 |
4.321 |
0.024 |
0.6% |
4.070 |
Close |
4.311 |
4.464 |
0.153 |
3.5% |
4.221 |
Range |
0.108 |
0.150 |
0.042 |
38.9% |
0.259 |
ATR |
0.160 |
0.160 |
0.000 |
0.0% |
0.000 |
Volume |
25,413 |
17,355 |
-8,058 |
-31.7% |
81,015 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.869 |
4.816 |
4.547 |
|
R3 |
4.719 |
4.666 |
4.505 |
|
R2 |
4.569 |
4.569 |
4.492 |
|
R1 |
4.516 |
4.516 |
4.478 |
4.543 |
PP |
4.419 |
4.419 |
4.419 |
4.432 |
S1 |
4.366 |
4.366 |
4.450 |
4.393 |
S2 |
4.269 |
4.269 |
4.437 |
|
S3 |
4.119 |
4.216 |
4.423 |
|
S4 |
3.969 |
4.066 |
4.382 |
|
|
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 |
4.471 |
4.070 |
0.401 |
9.0% |
0.169 |
3.8% |
98% |
True |
False |
20,350 |
10 |
4.603 |
4.070 |
0.533 |
11.9% |
0.169 |
3.8% |
74% |
False |
False |
17,839 |
20 |
4.639 |
4.070 |
0.569 |
12.7% |
0.158 |
3.5% |
69% |
False |
False |
14,293 |
40 |
4.643 |
4.070 |
0.573 |
12.8% |
0.158 |
3.5% |
69% |
False |
False |
11,921 |
60 |
5.626 |
4.070 |
1.556 |
34.9% |
0.141 |
3.2% |
25% |
False |
False |
9,545 |
80 |
5.951 |
4.070 |
1.881 |
42.1% |
0.141 |
3.2% |
21% |
False |
False |
7,817 |
100 |
6.111 |
4.070 |
2.041 |
45.7% |
0.148 |
3.3% |
19% |
False |
False |
6,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.109 |
2.618 |
4.864 |
1.618 |
4.714 |
1.000 |
4.621 |
0.618 |
4.564 |
HIGH |
4.471 |
0.618 |
4.414 |
0.500 |
4.396 |
0.382 |
4.378 |
LOW |
4.321 |
0.618 |
4.228 |
1.000 |
4.171 |
1.618 |
4.078 |
2.618 |
3.928 |
4.250 |
3.684 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.441 |
4.426 |
PP |
4.419 |
4.387 |
S1 |
4.396 |
4.349 |
|