NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 17-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.664 |
4.639 |
-0.025 |
-0.5% |
4.446 |
High |
4.672 |
4.718 |
0.046 |
1.0% |
4.746 |
Low |
4.574 |
4.600 |
0.026 |
0.6% |
4.444 |
Close |
4.638 |
4.705 |
0.067 |
1.4% |
4.638 |
Range |
0.098 |
0.118 |
0.020 |
20.4% |
0.302 |
ATR |
0.151 |
0.148 |
-0.002 |
-1.6% |
0.000 |
Volume |
29,663 |
25,373 |
-4,290 |
-14.5% |
106,316 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.028 |
4.985 |
4.770 |
|
R3 |
4.910 |
4.867 |
4.737 |
|
R2 |
4.792 |
4.792 |
4.727 |
|
R1 |
4.749 |
4.749 |
4.716 |
4.771 |
PP |
4.674 |
4.674 |
4.674 |
4.685 |
S1 |
4.631 |
4.631 |
4.694 |
4.653 |
S2 |
4.556 |
4.556 |
4.683 |
|
S3 |
4.438 |
4.513 |
4.673 |
|
S4 |
4.320 |
4.395 |
4.640 |
|
|
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 |
4.491 |
0.255 |
5.4% |
0.124 |
2.6% |
84% |
False |
False |
23,018 |
10 |
4.746 |
4.268 |
0.478 |
10.2% |
0.132 |
2.8% |
91% |
False |
False |
18,754 |
20 |
4.802 |
4.268 |
0.534 |
11.3% |
0.146 |
3.1% |
82% |
False |
False |
15,778 |
40 |
4.802 |
4.264 |
0.538 |
11.4% |
0.153 |
3.2% |
82% |
False |
False |
15,011 |
60 |
5.370 |
4.264 |
1.106 |
23.5% |
0.140 |
3.0% |
40% |
False |
False |
13,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.220 |
2.618 |
5.027 |
1.618 |
4.909 |
1.000 |
4.836 |
0.618 |
4.791 |
HIGH |
4.718 |
0.618 |
4.673 |
0.500 |
4.659 |
0.382 |
4.645 |
LOW |
4.600 |
0.618 |
4.527 |
1.000 |
4.482 |
1.618 |
4.409 |
2.618 |
4.291 |
4.250 |
4.099 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.690 |
4.688 |
PP |
4.674 |
4.670 |
S1 |
4.659 |
4.653 |
|