NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 13-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.541 |
4.641 |
0.100 |
2.2% |
4.358 |
High |
4.650 |
4.746 |
0.096 |
2.1% |
4.495 |
Low |
4.536 |
4.560 |
0.024 |
0.5% |
4.268 |
Close |
4.644 |
4.672 |
0.028 |
0.6% |
4.425 |
Range |
0.114 |
0.186 |
0.072 |
63.2% |
0.227 |
ATR |
0.152 |
0.155 |
0.002 |
1.6% |
0.000 |
Volume |
17,766 |
22,784 |
5,018 |
28.2% |
70,165 |
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.217 |
5.131 |
4.774 |
|
R3 |
5.031 |
4.945 |
4.723 |
|
R2 |
4.845 |
4.845 |
4.706 |
|
R1 |
4.759 |
4.759 |
4.689 |
4.802 |
PP |
4.659 |
4.659 |
4.659 |
4.681 |
S1 |
4.573 |
4.573 |
4.655 |
4.616 |
S2 |
4.473 |
4.473 |
4.638 |
|
S3 |
4.287 |
4.387 |
4.621 |
|
S4 |
4.101 |
4.201 |
4.570 |
|
|
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 |
4.746 |
4.306 |
0.440 |
9.4% |
0.142 |
3.0% |
83% |
True |
False |
19,114 |
10 |
4.746 |
4.268 |
0.478 |
10.2% |
0.137 |
2.9% |
85% |
True |
False |
17,498 |
20 |
4.802 |
4.268 |
0.534 |
11.4% |
0.148 |
3.2% |
76% |
False |
False |
14,345 |
40 |
4.802 |
4.264 |
0.538 |
11.5% |
0.155 |
3.3% |
76% |
False |
False |
14,327 |
60 |
5.701 |
4.264 |
1.437 |
30.8% |
0.142 |
3.0% |
28% |
False |
False |
12,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.537 |
2.618 |
5.233 |
1.618 |
5.047 |
1.000 |
4.932 |
0.618 |
4.861 |
HIGH |
4.746 |
0.618 |
4.675 |
0.500 |
4.653 |
0.382 |
4.631 |
LOW |
4.560 |
0.618 |
4.445 |
1.000 |
4.374 |
1.618 |
4.259 |
2.618 |
4.073 |
4.250 |
3.770 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.666 |
4.654 |
PP |
4.659 |
4.636 |
S1 |
4.653 |
4.619 |
|