NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 19-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.715 |
4.610 |
-0.105 |
-2.2% |
4.446 |
High |
4.795 |
4.636 |
-0.159 |
-3.3% |
4.746 |
Low |
4.611 |
4.450 |
-0.161 |
-3.5% |
4.444 |
Close |
4.655 |
4.480 |
-0.175 |
-3.8% |
4.638 |
Range |
0.184 |
0.186 |
0.002 |
1.1% |
0.302 |
ATR |
0.151 |
0.155 |
0.004 |
2.6% |
0.000 |
Volume |
23,365 |
29,394 |
6,029 |
25.8% |
106,316 |
|
Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.080 |
4.966 |
4.582 |
|
R3 |
4.894 |
4.780 |
4.531 |
|
R2 |
4.708 |
4.708 |
4.514 |
|
R1 |
4.594 |
4.594 |
4.497 |
4.558 |
PP |
4.522 |
4.522 |
4.522 |
4.504 |
S1 |
4.408 |
4.408 |
4.463 |
4.372 |
S2 |
4.336 |
4.336 |
4.446 |
|
S3 |
4.150 |
4.222 |
4.429 |
|
S4 |
3.964 |
4.036 |
4.378 |
|
|
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 |
4.795 |
4.450 |
0.345 |
7.7% |
0.154 |
3.4% |
9% |
False |
True |
26,115 |
10 |
4.795 |
4.268 |
0.527 |
11.8% |
0.152 |
3.4% |
40% |
False |
False |
21,758 |
20 |
4.802 |
4.268 |
0.534 |
11.9% |
0.155 |
3.4% |
40% |
False |
False |
17,525 |
40 |
4.802 |
4.264 |
0.538 |
12.0% |
0.156 |
3.5% |
40% |
False |
False |
15,748 |
60 |
5.327 |
4.264 |
1.063 |
23.7% |
0.142 |
3.2% |
20% |
False |
False |
13,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.427 |
2.618 |
5.123 |
1.618 |
4.937 |
1.000 |
4.822 |
0.618 |
4.751 |
HIGH |
4.636 |
0.618 |
4.565 |
0.500 |
4.543 |
0.382 |
4.521 |
LOW |
4.450 |
0.618 |
4.335 |
1.000 |
4.264 |
1.618 |
4.149 |
2.618 |
3.963 |
4.250 |
3.660 |
|
|
Fisher Pivots for day following 19-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.543 |
4.623 |
PP |
4.522 |
4.575 |
S1 |
4.501 |
4.528 |
|