NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 12-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.535 |
4.541 |
0.006 |
0.1% |
4.358 |
High |
4.594 |
4.650 |
0.056 |
1.2% |
4.495 |
Low |
4.491 |
4.536 |
0.045 |
1.0% |
4.268 |
Close |
4.509 |
4.644 |
0.135 |
3.0% |
4.425 |
Range |
0.103 |
0.114 |
0.011 |
10.7% |
0.227 |
ATR |
0.153 |
0.152 |
-0.001 |
-0.6% |
0.000 |
Volume |
19,504 |
17,766 |
-1,738 |
-8.9% |
70,165 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.952 |
4.912 |
4.707 |
|
R3 |
4.838 |
4.798 |
4.675 |
|
R2 |
4.724 |
4.724 |
4.665 |
|
R1 |
4.684 |
4.684 |
4.654 |
4.704 |
PP |
4.610 |
4.610 |
4.610 |
4.620 |
S1 |
4.570 |
4.570 |
4.634 |
4.590 |
S2 |
4.496 |
4.496 |
4.623 |
|
S3 |
4.382 |
4.456 |
4.613 |
|
S4 |
4.268 |
4.342 |
4.581 |
|
|
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 |
4.650 |
4.268 |
0.382 |
8.2% |
0.150 |
3.2% |
98% |
True |
False |
17,402 |
10 |
4.766 |
4.268 |
0.498 |
10.7% |
0.157 |
3.4% |
76% |
False |
False |
16,350 |
20 |
4.802 |
4.268 |
0.534 |
11.5% |
0.150 |
3.2% |
70% |
False |
False |
13,976 |
40 |
4.811 |
4.264 |
0.547 |
11.8% |
0.153 |
3.3% |
69% |
False |
False |
13,906 |
60 |
5.750 |
4.264 |
1.486 |
32.0% |
0.140 |
3.0% |
26% |
False |
False |
12,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.135 |
2.618 |
4.948 |
1.618 |
4.834 |
1.000 |
4.764 |
0.618 |
4.720 |
HIGH |
4.650 |
0.618 |
4.606 |
0.500 |
4.593 |
0.382 |
4.580 |
LOW |
4.536 |
0.618 |
4.466 |
1.000 |
4.422 |
1.618 |
4.352 |
2.618 |
4.238 |
4.250 |
4.052 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.627 |
4.612 |
PP |
4.610 |
4.579 |
S1 |
4.593 |
4.547 |
|