NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 13-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.321 |
4.464 |
0.143 |
3.3% |
4.158 |
High |
4.471 |
4.581 |
0.110 |
2.5% |
4.329 |
Low |
4.321 |
4.341 |
0.020 |
0.5% |
4.070 |
Close |
4.464 |
4.511 |
0.047 |
1.1% |
4.221 |
Range |
0.150 |
0.240 |
0.090 |
60.0% |
0.259 |
ATR |
0.160 |
0.165 |
0.006 |
3.6% |
0.000 |
Volume |
17,355 |
24,191 |
6,836 |
39.4% |
81,015 |
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.198 |
5.094 |
4.643 |
|
R3 |
4.958 |
4.854 |
4.577 |
|
R2 |
4.718 |
4.718 |
4.555 |
|
R1 |
4.614 |
4.614 |
4.533 |
4.666 |
PP |
4.478 |
4.478 |
4.478 |
4.504 |
S1 |
4.374 |
4.374 |
4.489 |
4.426 |
S2 |
4.238 |
4.238 |
4.467 |
|
S3 |
3.998 |
4.134 |
4.445 |
|
S4 |
3.758 |
3.894 |
4.379 |
|
|
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 |
4.581 |
4.111 |
0.470 |
10.4% |
0.165 |
3.7% |
85% |
True |
False |
21,558 |
10 |
4.581 |
4.070 |
0.511 |
11.3% |
0.154 |
3.4% |
86% |
True |
False |
18,983 |
20 |
4.639 |
4.070 |
0.569 |
12.6% |
0.159 |
3.5% |
78% |
False |
False |
14,537 |
40 |
4.639 |
4.070 |
0.569 |
12.6% |
0.163 |
3.6% |
78% |
False |
False |
12,439 |
60 |
5.580 |
4.070 |
1.510 |
33.5% |
0.143 |
3.2% |
29% |
False |
False |
9,903 |
80 |
5.951 |
4.070 |
1.881 |
41.7% |
0.142 |
3.2% |
23% |
False |
False |
8,096 |
100 |
6.111 |
4.070 |
2.041 |
45.2% |
0.148 |
3.3% |
22% |
False |
False |
7,046 |
120 |
6.111 |
4.070 |
2.041 |
45.2% |
0.155 |
3.4% |
22% |
False |
False |
6,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.601 |
2.618 |
5.209 |
1.618 |
4.969 |
1.000 |
4.821 |
0.618 |
4.729 |
HIGH |
4.581 |
0.618 |
4.489 |
0.500 |
4.461 |
0.382 |
4.433 |
LOW |
4.341 |
0.618 |
4.193 |
1.000 |
4.101 |
1.618 |
3.953 |
2.618 |
3.713 |
4.250 |
3.321 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.494 |
4.487 |
PP |
4.478 |
4.463 |
S1 |
4.461 |
4.439 |
|