NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 21-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.512 |
4.400 |
-0.112 |
-2.5% |
4.639 |
High |
4.512 |
4.478 |
-0.034 |
-0.8% |
4.795 |
Low |
4.115 |
4.335 |
0.220 |
5.3% |
4.115 |
Close |
4.421 |
4.343 |
-0.078 |
-1.8% |
4.343 |
Range |
0.397 |
0.143 |
-0.254 |
-64.0% |
0.680 |
ATR |
0.172 |
0.170 |
-0.002 |
-1.2% |
0.000 |
Volume |
19,564 |
18,349 |
-1,215 |
-6.2% |
116,045 |
|
Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.814 |
4.722 |
4.422 |
|
R3 |
4.671 |
4.579 |
4.382 |
|
R2 |
4.528 |
4.528 |
4.369 |
|
R1 |
4.436 |
4.436 |
4.356 |
4.411 |
PP |
4.385 |
4.385 |
4.385 |
4.373 |
S1 |
4.293 |
4.293 |
4.330 |
4.268 |
S2 |
4.242 |
4.242 |
4.317 |
|
S3 |
4.099 |
4.150 |
4.304 |
|
S4 |
3.956 |
4.007 |
4.264 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.458 |
6.080 |
4.717 |
|
R3 |
5.778 |
5.400 |
4.530 |
|
R2 |
5.098 |
5.098 |
4.468 |
|
R1 |
4.720 |
4.720 |
4.405 |
4.569 |
PP |
4.418 |
4.418 |
4.418 |
4.342 |
S1 |
4.040 |
4.040 |
4.281 |
3.889 |
S2 |
3.738 |
3.738 |
4.218 |
|
S3 |
3.058 |
3.360 |
4.156 |
|
S4 |
2.378 |
2.680 |
3.969 |
|
|
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 |
15.7% |
0.206 |
4.7% |
34% |
False |
False |
23,209 |
10 |
4.795 |
4.115 |
0.680 |
15.7% |
0.170 |
3.9% |
34% |
False |
False |
22,236 |
20 |
4.802 |
4.115 |
0.687 |
15.8% |
0.160 |
3.7% |
33% |
False |
False |
18,294 |
40 |
4.802 |
4.115 |
0.687 |
15.8% |
0.164 |
3.8% |
33% |
False |
False |
16,108 |
60 |
5.299 |
4.115 |
1.184 |
27.3% |
0.148 |
3.4% |
19% |
False |
False |
14,268 |
80 |
6.000 |
4.115 |
1.885 |
43.4% |
0.145 |
3.3% |
12% |
False |
False |
12,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.086 |
2.618 |
4.852 |
1.618 |
4.709 |
1.000 |
4.621 |
0.618 |
4.566 |
HIGH |
4.478 |
0.618 |
4.423 |
0.500 |
4.407 |
0.382 |
4.390 |
LOW |
4.335 |
0.618 |
4.247 |
1.000 |
4.192 |
1.618 |
4.104 |
2.618 |
3.961 |
4.250 |
3.727 |
|
|
Fisher Pivots for day following 21-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.407 |
4.376 |
PP |
4.385 |
4.365 |
S1 |
4.364 |
4.354 |
|