NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 11-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.446 |
4.535 |
0.089 |
2.0% |
4.358 |
High |
4.610 |
4.594 |
-0.016 |
-0.3% |
4.495 |
Low |
4.444 |
4.491 |
0.047 |
1.1% |
4.268 |
Close |
4.552 |
4.509 |
-0.043 |
-0.9% |
4.425 |
Range |
0.166 |
0.103 |
-0.063 |
-38.0% |
0.227 |
ATR |
0.157 |
0.153 |
-0.004 |
-2.5% |
0.000 |
Volume |
16,599 |
19,504 |
2,905 |
17.5% |
70,165 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.840 |
4.778 |
4.566 |
|
R3 |
4.737 |
4.675 |
4.537 |
|
R2 |
4.634 |
4.634 |
4.528 |
|
R1 |
4.572 |
4.572 |
4.518 |
4.552 |
PP |
4.531 |
4.531 |
4.531 |
4.521 |
S1 |
4.469 |
4.469 |
4.500 |
4.449 |
S2 |
4.428 |
4.428 |
4.490 |
|
S3 |
4.325 |
4.366 |
4.481 |
|
S4 |
4.222 |
4.263 |
4.452 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.077 |
4.978 |
4.550 |
|
R3 |
4.850 |
4.751 |
4.487 |
|
R2 |
4.623 |
4.623 |
4.467 |
|
R1 |
4.524 |
4.524 |
4.446 |
4.574 |
PP |
4.396 |
4.396 |
4.396 |
4.421 |
S1 |
4.297 |
4.297 |
4.404 |
4.347 |
S2 |
4.169 |
4.169 |
4.383 |
|
S3 |
3.942 |
4.070 |
4.363 |
|
S4 |
3.715 |
3.843 |
4.300 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.610 |
4.268 |
0.342 |
7.6% |
0.147 |
3.3% |
70% |
False |
False |
16,136 |
10 |
4.802 |
4.268 |
0.534 |
11.8% |
0.157 |
3.5% |
45% |
False |
False |
15,593 |
20 |
4.802 |
4.268 |
0.534 |
11.8% |
0.150 |
3.3% |
45% |
False |
False |
13,857 |
40 |
4.861 |
4.264 |
0.597 |
13.2% |
0.152 |
3.4% |
41% |
False |
False |
13,616 |
60 |
5.885 |
4.264 |
1.621 |
36.0% |
0.141 |
3.1% |
15% |
False |
False |
12,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.032 |
2.618 |
4.864 |
1.618 |
4.761 |
1.000 |
4.697 |
0.618 |
4.658 |
HIGH |
4.594 |
0.618 |
4.555 |
0.500 |
4.543 |
0.382 |
4.530 |
LOW |
4.491 |
0.618 |
4.427 |
1.000 |
4.388 |
1.618 |
4.324 |
2.618 |
4.221 |
4.250 |
4.053 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.543 |
4.492 |
PP |
4.531 |
4.475 |
S1 |
4.520 |
4.458 |
|