NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 18-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.472 |
4.507 |
0.035 |
0.8% |
4.230 |
High |
4.566 |
4.655 |
0.089 |
1.9% |
4.581 |
Low |
4.444 |
4.459 |
0.015 |
0.3% |
4.226 |
Close |
4.557 |
4.507 |
-0.050 |
-1.1% |
4.478 |
Range |
0.122 |
0.196 |
0.074 |
60.7% |
0.355 |
ATR |
0.158 |
0.161 |
0.003 |
1.7% |
0.000 |
Volume |
19,005 |
19,856 |
851 |
4.5% |
112,979 |
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.128 |
5.014 |
4.615 |
|
R3 |
4.932 |
4.818 |
4.561 |
|
R2 |
4.736 |
4.736 |
4.543 |
|
R1 |
4.622 |
4.622 |
4.525 |
4.605 |
PP |
4.540 |
4.540 |
4.540 |
4.532 |
S1 |
4.426 |
4.426 |
4.489 |
4.409 |
S2 |
4.344 |
4.344 |
4.471 |
|
S3 |
4.148 |
4.230 |
4.453 |
|
S4 |
3.952 |
4.034 |
4.399 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.493 |
5.341 |
4.673 |
|
R3 |
5.138 |
4.986 |
4.576 |
|
R2 |
4.783 |
4.783 |
4.543 |
|
R1 |
4.631 |
4.631 |
4.511 |
4.707 |
PP |
4.428 |
4.428 |
4.428 |
4.467 |
S1 |
4.276 |
4.276 |
4.445 |
4.352 |
S2 |
4.073 |
4.073 |
4.413 |
|
S3 |
3.718 |
3.921 |
4.380 |
|
S4 |
3.363 |
3.566 |
4.283 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.655 |
4.321 |
0.334 |
7.4% |
0.162 |
3.6% |
56% |
True |
False |
21,371 |
10 |
4.655 |
4.070 |
0.585 |
13.0% |
0.161 |
3.6% |
75% |
True |
False |
20,994 |
20 |
4.655 |
4.070 |
0.585 |
13.0% |
0.160 |
3.6% |
75% |
True |
False |
16,046 |
40 |
4.655 |
4.070 |
0.585 |
13.0% |
0.163 |
3.6% |
75% |
True |
False |
13,593 |
60 |
5.199 |
4.070 |
1.129 |
25.0% |
0.145 |
3.2% |
39% |
False |
False |
10,734 |
80 |
5.940 |
4.070 |
1.870 |
41.5% |
0.143 |
3.2% |
23% |
False |
False |
8,849 |
100 |
6.111 |
4.070 |
2.041 |
45.3% |
0.146 |
3.2% |
21% |
False |
False |
7,592 |
120 |
6.111 |
4.070 |
2.041 |
45.3% |
0.155 |
3.4% |
21% |
False |
False |
6,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.488 |
2.618 |
5.168 |
1.618 |
4.972 |
1.000 |
4.851 |
0.618 |
4.776 |
HIGH |
4.655 |
0.618 |
4.580 |
0.500 |
4.557 |
0.382 |
4.534 |
LOW |
4.459 |
0.618 |
4.338 |
1.000 |
4.263 |
1.618 |
4.142 |
2.618 |
3.946 |
4.250 |
3.626 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.557 |
4.536 |
PP |
4.540 |
4.526 |
S1 |
4.524 |
4.517 |
|