NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 14-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.641 |
4.664 |
0.023 |
0.5% |
4.446 |
High |
4.746 |
4.672 |
-0.074 |
-1.6% |
4.746 |
Low |
4.560 |
4.574 |
0.014 |
0.3% |
4.444 |
Close |
4.672 |
4.638 |
-0.034 |
-0.7% |
4.638 |
Range |
0.186 |
0.098 |
-0.088 |
-47.3% |
0.302 |
ATR |
0.155 |
0.151 |
-0.004 |
-2.6% |
0.000 |
Volume |
22,784 |
29,663 |
6,879 |
30.2% |
106,316 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.922 |
4.878 |
4.692 |
|
R3 |
4.824 |
4.780 |
4.665 |
|
R2 |
4.726 |
4.726 |
4.656 |
|
R1 |
4.682 |
4.682 |
4.647 |
4.655 |
PP |
4.628 |
4.628 |
4.628 |
4.615 |
S1 |
4.584 |
4.584 |
4.629 |
4.557 |
S2 |
4.530 |
4.530 |
4.620 |
|
S3 |
4.432 |
4.486 |
4.611 |
|
S4 |
4.334 |
4.388 |
4.584 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.515 |
5.379 |
4.804 |
|
R3 |
5.213 |
5.077 |
4.721 |
|
R2 |
4.911 |
4.911 |
4.693 |
|
R1 |
4.775 |
4.775 |
4.666 |
4.843 |
PP |
4.609 |
4.609 |
4.609 |
4.644 |
S1 |
4.473 |
4.473 |
4.610 |
4.541 |
S2 |
4.307 |
4.307 |
4.583 |
|
S3 |
4.005 |
4.171 |
4.555 |
|
S4 |
3.703 |
3.869 |
4.472 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.746 |
4.444 |
0.302 |
6.5% |
0.133 |
2.9% |
64% |
False |
False |
21,263 |
10 |
4.746 |
4.268 |
0.478 |
10.3% |
0.129 |
2.8% |
77% |
False |
False |
17,648 |
20 |
4.802 |
4.268 |
0.534 |
11.5% |
0.147 |
3.2% |
69% |
False |
False |
15,038 |
40 |
4.802 |
4.264 |
0.538 |
11.6% |
0.152 |
3.3% |
70% |
False |
False |
14,973 |
60 |
5.520 |
4.264 |
1.256 |
27.1% |
0.140 |
3.0% |
30% |
False |
False |
13,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.089 |
2.618 |
4.929 |
1.618 |
4.831 |
1.000 |
4.770 |
0.618 |
4.733 |
HIGH |
4.672 |
0.618 |
4.635 |
0.500 |
4.623 |
0.382 |
4.611 |
LOW |
4.574 |
0.618 |
4.513 |
1.000 |
4.476 |
1.618 |
4.415 |
2.618 |
4.317 |
4.250 |
4.158 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.633 |
4.641 |
PP |
4.628 |
4.640 |
S1 |
4.623 |
4.639 |
|