NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 19-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.507 |
4.455 |
-0.052 |
-1.2% |
4.230 |
High |
4.655 |
4.506 |
-0.149 |
-3.2% |
4.581 |
Low |
4.459 |
4.300 |
-0.159 |
-3.6% |
4.226 |
Close |
4.507 |
4.321 |
-0.186 |
-4.1% |
4.478 |
Range |
0.196 |
0.206 |
0.010 |
5.1% |
0.355 |
ATR |
0.161 |
0.164 |
0.003 |
2.1% |
0.000 |
Volume |
19,856 |
23,286 |
3,430 |
17.3% |
112,979 |
|
Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.994 |
4.863 |
4.434 |
|
R3 |
4.788 |
4.657 |
4.378 |
|
R2 |
4.582 |
4.582 |
4.359 |
|
R1 |
4.451 |
4.451 |
4.340 |
4.414 |
PP |
4.376 |
4.376 |
4.376 |
4.357 |
S1 |
4.245 |
4.245 |
4.302 |
4.208 |
S2 |
4.170 |
4.170 |
4.283 |
|
S3 |
3.964 |
4.039 |
4.264 |
|
S4 |
3.758 |
3.833 |
4.208 |
|
|
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 |
4.300 |
0.355 |
8.2% |
0.173 |
4.0% |
6% |
False |
True |
22,557 |
10 |
4.655 |
4.070 |
0.585 |
13.5% |
0.171 |
4.0% |
43% |
False |
False |
21,453 |
20 |
4.655 |
4.070 |
0.585 |
13.5% |
0.166 |
3.8% |
43% |
False |
False |
16,831 |
40 |
4.655 |
4.070 |
0.585 |
13.5% |
0.166 |
3.8% |
43% |
False |
False |
14,067 |
60 |
5.199 |
4.070 |
1.129 |
26.1% |
0.147 |
3.4% |
22% |
False |
False |
11,069 |
80 |
5.864 |
4.070 |
1.794 |
41.5% |
0.144 |
3.3% |
14% |
False |
False |
9,099 |
100 |
6.111 |
4.070 |
2.041 |
47.2% |
0.146 |
3.4% |
12% |
False |
False |
7,803 |
120 |
6.111 |
4.070 |
2.041 |
47.2% |
0.156 |
3.6% |
12% |
False |
False |
6,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.382 |
2.618 |
5.045 |
1.618 |
4.839 |
1.000 |
4.712 |
0.618 |
4.633 |
HIGH |
4.506 |
0.618 |
4.427 |
0.500 |
4.403 |
0.382 |
4.379 |
LOW |
4.300 |
0.618 |
4.173 |
1.000 |
4.094 |
1.618 |
3.967 |
2.618 |
3.761 |
4.250 |
3.425 |
|
|
Fisher Pivots for day following 19-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.403 |
4.478 |
PP |
4.376 |
4.425 |
S1 |
4.348 |
4.373 |
|