NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 21-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.304 |
4.223 |
-0.081 |
-1.9% |
4.472 |
High |
4.356 |
4.323 |
-0.033 |
-0.8% |
4.655 |
Low |
4.200 |
4.169 |
-0.031 |
-0.7% |
4.169 |
Close |
4.258 |
4.178 |
-0.080 |
-1.9% |
4.178 |
Range |
0.156 |
0.154 |
-0.002 |
-1.3% |
0.486 |
ATR |
0.163 |
0.163 |
-0.001 |
-0.4% |
0.000 |
Volume |
23,399 |
19,257 |
-4,142 |
-17.7% |
104,803 |
|
Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.685 |
4.586 |
4.263 |
|
R3 |
4.531 |
4.432 |
4.220 |
|
R2 |
4.377 |
4.377 |
4.206 |
|
R1 |
4.278 |
4.278 |
4.192 |
4.251 |
PP |
4.223 |
4.223 |
4.223 |
4.210 |
S1 |
4.124 |
4.124 |
4.164 |
4.097 |
S2 |
4.069 |
4.069 |
4.150 |
|
S3 |
3.915 |
3.970 |
4.136 |
|
S4 |
3.761 |
3.816 |
4.093 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.792 |
5.471 |
4.445 |
|
R3 |
5.306 |
4.985 |
4.312 |
|
R2 |
4.820 |
4.820 |
4.267 |
|
R1 |
4.499 |
4.499 |
4.223 |
4.417 |
PP |
4.334 |
4.334 |
4.334 |
4.293 |
S1 |
4.013 |
4.013 |
4.133 |
3.931 |
S2 |
3.848 |
3.848 |
4.089 |
|
S3 |
3.362 |
3.527 |
4.044 |
|
S4 |
2.876 |
3.041 |
3.911 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.655 |
4.169 |
0.486 |
11.6% |
0.167 |
4.0% |
2% |
False |
True |
20,960 |
10 |
4.655 |
4.169 |
0.486 |
11.6% |
0.163 |
3.9% |
2% |
False |
True |
21,778 |
20 |
4.655 |
4.070 |
0.585 |
14.0% |
0.160 |
3.8% |
18% |
False |
False |
17,959 |
40 |
4.655 |
4.070 |
0.585 |
14.0% |
0.168 |
4.0% |
18% |
False |
False |
14,938 |
60 |
5.139 |
4.070 |
1.069 |
25.6% |
0.148 |
3.5% |
10% |
False |
False |
11,689 |
80 |
5.864 |
4.070 |
1.794 |
42.9% |
0.144 |
3.4% |
6% |
False |
False |
9,581 |
100 |
6.111 |
4.070 |
2.041 |
48.9% |
0.147 |
3.5% |
5% |
False |
False |
8,171 |
120 |
6.111 |
4.070 |
2.041 |
48.9% |
0.153 |
3.7% |
5% |
False |
False |
7,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.978 |
2.618 |
4.726 |
1.618 |
4.572 |
1.000 |
4.477 |
0.618 |
4.418 |
HIGH |
4.323 |
0.618 |
4.264 |
0.500 |
4.246 |
0.382 |
4.228 |
LOW |
4.169 |
0.618 |
4.074 |
1.000 |
4.015 |
1.618 |
3.920 |
2.618 |
3.766 |
4.250 |
3.515 |
|
|
Fisher Pivots for day following 21-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.246 |
4.338 |
PP |
4.223 |
4.284 |
S1 |
4.201 |
4.231 |
|