NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 24-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.223 |
4.135 |
-0.088 |
-2.1% |
4.472 |
High |
4.323 |
4.205 |
-0.118 |
-2.7% |
4.655 |
Low |
4.169 |
4.122 |
-0.047 |
-1.1% |
4.169 |
Close |
4.178 |
4.146 |
-0.032 |
-0.8% |
4.178 |
Range |
0.154 |
0.083 |
-0.071 |
-46.1% |
0.486 |
ATR |
0.163 |
0.157 |
-0.006 |
-3.5% |
0.000 |
Volume |
19,257 |
14,372 |
-4,885 |
-25.4% |
104,803 |
|
Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.407 |
4.359 |
4.192 |
|
R3 |
4.324 |
4.276 |
4.169 |
|
R2 |
4.241 |
4.241 |
4.161 |
|
R1 |
4.193 |
4.193 |
4.154 |
4.217 |
PP |
4.158 |
4.158 |
4.158 |
4.170 |
S1 |
4.110 |
4.110 |
4.138 |
4.134 |
S2 |
4.075 |
4.075 |
4.131 |
|
S3 |
3.992 |
4.027 |
4.123 |
|
S4 |
3.909 |
3.944 |
4.100 |
|
|
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 |
4.122 |
0.533 |
12.9% |
0.159 |
3.8% |
5% |
False |
True |
20,034 |
10 |
4.655 |
4.122 |
0.533 |
12.9% |
0.152 |
3.7% |
5% |
False |
True |
21,258 |
20 |
4.655 |
4.070 |
0.585 |
14.1% |
0.158 |
3.8% |
13% |
False |
False |
18,311 |
40 |
4.655 |
4.070 |
0.585 |
14.1% |
0.168 |
4.1% |
13% |
False |
False |
15,153 |
60 |
5.139 |
4.070 |
1.069 |
25.8% |
0.148 |
3.6% |
7% |
False |
False |
11,879 |
80 |
5.864 |
4.070 |
1.794 |
43.3% |
0.144 |
3.5% |
4% |
False |
False |
9,722 |
100 |
6.111 |
4.070 |
2.041 |
49.2% |
0.147 |
3.5% |
4% |
False |
False |
8,280 |
120 |
6.111 |
4.070 |
2.041 |
49.2% |
0.152 |
3.7% |
4% |
False |
False |
7,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.558 |
2.618 |
4.422 |
1.618 |
4.339 |
1.000 |
4.288 |
0.618 |
4.256 |
HIGH |
4.205 |
0.618 |
4.173 |
0.500 |
4.164 |
0.382 |
4.154 |
LOW |
4.122 |
0.618 |
4.071 |
1.000 |
4.039 |
1.618 |
3.988 |
2.618 |
3.905 |
4.250 |
3.769 |
|
|
Fisher Pivots for day following 24-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.164 |
4.239 |
PP |
4.158 |
4.208 |
S1 |
4.152 |
4.177 |
|