NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 28-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.242 |
4.402 |
0.160 |
3.8% |
4.135 |
High |
4.401 |
4.470 |
0.069 |
1.6% |
4.470 |
Low |
4.229 |
4.335 |
0.106 |
2.5% |
4.108 |
Close |
4.368 |
4.409 |
0.041 |
0.9% |
4.409 |
Range |
0.172 |
0.135 |
-0.037 |
-21.5% |
0.362 |
ATR |
0.158 |
0.157 |
-0.002 |
-1.1% |
0.000 |
Volume |
18,305 |
20,807 |
2,502 |
13.7% |
90,379 |
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.810 |
4.744 |
4.483 |
|
R3 |
4.675 |
4.609 |
4.446 |
|
R2 |
4.540 |
4.540 |
4.434 |
|
R1 |
4.474 |
4.474 |
4.421 |
4.507 |
PP |
4.405 |
4.405 |
4.405 |
4.421 |
S1 |
4.339 |
4.339 |
4.397 |
4.372 |
S2 |
4.270 |
4.270 |
4.384 |
|
S3 |
4.135 |
4.204 |
4.372 |
|
S4 |
4.000 |
4.069 |
4.335 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.415 |
5.274 |
4.608 |
|
R3 |
5.053 |
4.912 |
4.509 |
|
R2 |
4.691 |
4.691 |
4.475 |
|
R1 |
4.550 |
4.550 |
4.442 |
4.621 |
PP |
4.329 |
4.329 |
4.329 |
4.364 |
S1 |
4.188 |
4.188 |
4.376 |
4.259 |
S2 |
3.967 |
3.967 |
4.343 |
|
S3 |
3.605 |
3.826 |
4.309 |
|
S4 |
3.243 |
3.464 |
4.210 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.470 |
4.108 |
0.362 |
8.2% |
0.136 |
3.1% |
83% |
True |
False |
18,075 |
10 |
4.655 |
4.108 |
0.547 |
12.4% |
0.151 |
3.4% |
55% |
False |
False |
19,518 |
20 |
4.655 |
4.070 |
0.585 |
13.3% |
0.149 |
3.4% |
58% |
False |
False |
19,458 |
40 |
4.655 |
4.070 |
0.585 |
13.3% |
0.165 |
3.7% |
58% |
False |
False |
16,376 |
60 |
4.910 |
4.070 |
0.840 |
19.1% |
0.150 |
3.4% |
40% |
False |
False |
12,904 |
80 |
5.864 |
4.070 |
1.794 |
40.7% |
0.144 |
3.3% |
19% |
False |
False |
10,560 |
100 |
6.111 |
4.070 |
2.041 |
46.3% |
0.145 |
3.3% |
17% |
False |
False |
8,938 |
120 |
6.111 |
4.070 |
2.041 |
46.3% |
0.152 |
3.5% |
17% |
False |
False |
7,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.044 |
2.618 |
4.823 |
1.618 |
4.688 |
1.000 |
4.605 |
0.618 |
4.553 |
HIGH |
4.470 |
0.618 |
4.418 |
0.500 |
4.403 |
0.382 |
4.387 |
LOW |
4.335 |
0.618 |
4.252 |
1.000 |
4.200 |
1.618 |
4.117 |
2.618 |
3.982 |
4.250 |
3.761 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.407 |
4.386 |
PP |
4.405 |
4.364 |
S1 |
4.403 |
4.341 |
|