NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 20-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.610 |
4.512 |
-0.098 |
-2.1% |
4.446 |
High |
4.636 |
4.512 |
-0.124 |
-2.7% |
4.746 |
Low |
4.450 |
4.115 |
-0.335 |
-7.5% |
4.444 |
Close |
4.480 |
4.421 |
-0.059 |
-1.3% |
4.638 |
Range |
0.186 |
0.397 |
0.211 |
113.4% |
0.302 |
ATR |
0.155 |
0.172 |
0.017 |
11.2% |
0.000 |
Volume |
29,394 |
19,564 |
-9,830 |
-33.4% |
106,316 |
|
Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.540 |
5.378 |
4.639 |
|
R3 |
5.143 |
4.981 |
4.530 |
|
R2 |
4.746 |
4.746 |
4.494 |
|
R1 |
4.584 |
4.584 |
4.457 |
4.467 |
PP |
4.349 |
4.349 |
4.349 |
4.291 |
S1 |
4.187 |
4.187 |
4.385 |
4.070 |
S2 |
3.952 |
3.952 |
4.348 |
|
S3 |
3.555 |
3.790 |
4.312 |
|
S4 |
3.158 |
3.393 |
4.203 |
|
|
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 |
4.115 |
0.680 |
15.4% |
0.197 |
4.4% |
45% |
False |
True |
25,471 |
10 |
4.795 |
4.115 |
0.680 |
15.4% |
0.169 |
3.8% |
45% |
False |
True |
22,293 |
20 |
4.802 |
4.115 |
0.687 |
15.5% |
0.165 |
3.7% |
45% |
False |
True |
18,157 |
40 |
4.802 |
4.115 |
0.687 |
15.5% |
0.165 |
3.7% |
45% |
False |
True |
15,952 |
60 |
5.299 |
4.115 |
1.184 |
26.8% |
0.147 |
3.3% |
26% |
False |
True |
14,076 |
80 |
6.000 |
4.115 |
1.885 |
42.6% |
0.146 |
3.3% |
16% |
False |
True |
12,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.199 |
2.618 |
5.551 |
1.618 |
5.154 |
1.000 |
4.909 |
0.618 |
4.757 |
HIGH |
4.512 |
0.618 |
4.360 |
0.500 |
4.314 |
0.382 |
4.267 |
LOW |
4.115 |
0.618 |
3.870 |
1.000 |
3.718 |
1.618 |
3.473 |
2.618 |
3.076 |
4.250 |
2.428 |
|
|
Fisher Pivots for day following 20-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.385 |
4.455 |
PP |
4.349 |
4.444 |
S1 |
4.314 |
4.432 |
|