NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 06-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.435 |
4.389 |
-0.046 |
-1.0% |
4.737 |
High |
4.440 |
4.495 |
0.055 |
1.2% |
4.802 |
Low |
4.341 |
4.268 |
-0.073 |
-1.7% |
4.300 |
Close |
4.401 |
4.343 |
-0.058 |
-1.3% |
4.330 |
Range |
0.099 |
0.227 |
0.128 |
129.3% |
0.502 |
ATR |
0.151 |
0.156 |
0.005 |
3.6% |
0.000 |
Volume |
11,437 |
14,222 |
2,785 |
24.4% |
73,368 |
|
Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.050 |
4.923 |
4.468 |
|
R3 |
4.823 |
4.696 |
4.405 |
|
R2 |
4.596 |
4.596 |
4.385 |
|
R1 |
4.469 |
4.469 |
4.364 |
4.419 |
PP |
4.369 |
4.369 |
4.369 |
4.344 |
S1 |
4.242 |
4.242 |
4.322 |
4.192 |
S2 |
4.142 |
4.142 |
4.301 |
|
S3 |
3.915 |
4.015 |
4.281 |
|
S4 |
3.688 |
3.788 |
4.218 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.983 |
5.659 |
4.606 |
|
R3 |
5.481 |
5.157 |
4.468 |
|
R2 |
4.979 |
4.979 |
4.422 |
|
R1 |
4.655 |
4.655 |
4.376 |
4.566 |
PP |
4.477 |
4.477 |
4.477 |
4.433 |
S1 |
4.153 |
4.153 |
4.284 |
4.064 |
S2 |
3.975 |
3.975 |
4.238 |
|
S3 |
3.473 |
3.651 |
4.192 |
|
S4 |
2.971 |
3.149 |
4.054 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.495 |
4.268 |
0.227 |
5.2% |
0.132 |
3.0% |
33% |
True |
True |
15,882 |
10 |
4.802 |
4.268 |
0.534 |
12.3% |
0.160 |
3.7% |
14% |
False |
True |
14,021 |
20 |
4.802 |
4.268 |
0.534 |
12.3% |
0.158 |
3.6% |
14% |
False |
True |
13,126 |
40 |
4.997 |
4.264 |
0.733 |
16.9% |
0.149 |
3.4% |
11% |
False |
False |
13,146 |
60 |
5.885 |
4.264 |
1.621 |
37.3% |
0.140 |
3.2% |
5% |
False |
False |
11,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.460 |
2.618 |
5.089 |
1.618 |
4.862 |
1.000 |
4.722 |
0.618 |
4.635 |
HIGH |
4.495 |
0.618 |
4.408 |
0.500 |
4.382 |
0.382 |
4.355 |
LOW |
4.268 |
0.618 |
4.128 |
1.000 |
4.041 |
1.618 |
3.901 |
2.618 |
3.674 |
4.250 |
3.303 |
|
|
Fisher Pivots for day following 06-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.382 |
4.382 |
PP |
4.369 |
4.369 |
S1 |
4.356 |
4.356 |
|