NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 25-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.351 |
4.325 |
-0.026 |
-0.6% |
4.639 |
High |
4.371 |
4.382 |
0.011 |
0.3% |
4.795 |
Low |
4.279 |
4.270 |
-0.009 |
-0.2% |
4.115 |
Close |
4.306 |
4.347 |
0.041 |
1.0% |
4.343 |
Range |
0.092 |
0.112 |
0.020 |
21.7% |
0.680 |
ATR |
0.164 |
0.161 |
-0.004 |
-2.3% |
0.000 |
Volume |
13,677 |
14,575 |
898 |
6.6% |
116,045 |
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.669 |
4.620 |
4.409 |
|
R3 |
4.557 |
4.508 |
4.378 |
|
R2 |
4.445 |
4.445 |
4.368 |
|
R1 |
4.396 |
4.396 |
4.357 |
4.421 |
PP |
4.333 |
4.333 |
4.333 |
4.345 |
S1 |
4.284 |
4.284 |
4.337 |
4.309 |
S2 |
4.221 |
4.221 |
4.326 |
|
S3 |
4.109 |
4.172 |
4.316 |
|
S4 |
3.997 |
4.060 |
4.285 |
|
|
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 |
4.636 |
4.115 |
0.521 |
12.0% |
0.186 |
4.3% |
45% |
False |
False |
19,111 |
10 |
4.795 |
4.115 |
0.680 |
15.6% |
0.163 |
3.7% |
34% |
False |
False |
21,451 |
20 |
4.802 |
4.115 |
0.687 |
15.8% |
0.160 |
3.7% |
34% |
False |
False |
18,522 |
40 |
4.802 |
4.115 |
0.687 |
15.8% |
0.165 |
3.8% |
34% |
False |
False |
16,157 |
60 |
5.201 |
4.115 |
1.086 |
25.0% |
0.147 |
3.4% |
21% |
False |
False |
14,483 |
80 |
6.000 |
4.115 |
1.885 |
43.4% |
0.145 |
3.3% |
12% |
False |
False |
13,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.858 |
2.618 |
4.675 |
1.618 |
4.563 |
1.000 |
4.494 |
0.618 |
4.451 |
HIGH |
4.382 |
0.618 |
4.339 |
0.500 |
4.326 |
0.382 |
4.313 |
LOW |
4.270 |
0.618 |
4.201 |
1.000 |
4.158 |
1.618 |
4.089 |
2.618 |
3.977 |
4.250 |
3.794 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.340 |
4.374 |
PP |
4.333 |
4.365 |
S1 |
4.326 |
4.356 |
|