NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 28-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.432 |
4.582 |
0.150 |
3.4% |
4.351 |
High |
4.560 |
4.622 |
0.062 |
1.4% |
4.622 |
Low |
4.394 |
4.493 |
0.099 |
2.3% |
4.270 |
Close |
4.527 |
4.572 |
0.045 |
1.0% |
4.572 |
Range |
0.166 |
0.129 |
-0.037 |
-22.3% |
0.352 |
ATR |
0.163 |
0.161 |
-0.002 |
-1.5% |
0.000 |
Volume |
16,596 |
20,408 |
3,812 |
23.0% |
78,583 |
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.949 |
4.890 |
4.643 |
|
R3 |
4.820 |
4.761 |
4.607 |
|
R2 |
4.691 |
4.691 |
4.596 |
|
R1 |
4.632 |
4.632 |
4.584 |
4.597 |
PP |
4.562 |
4.562 |
4.562 |
4.545 |
S1 |
4.503 |
4.503 |
4.560 |
4.468 |
S2 |
4.433 |
4.433 |
4.548 |
|
S3 |
4.304 |
4.374 |
4.537 |
|
S4 |
4.175 |
4.245 |
4.501 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.544 |
5.410 |
4.766 |
|
R3 |
5.192 |
5.058 |
4.669 |
|
R2 |
4.840 |
4.840 |
4.637 |
|
R1 |
4.706 |
4.706 |
4.604 |
4.773 |
PP |
4.488 |
4.488 |
4.488 |
4.522 |
S1 |
4.354 |
4.354 |
4.540 |
4.421 |
S2 |
4.136 |
4.136 |
4.507 |
|
S3 |
3.784 |
4.002 |
4.475 |
|
S4 |
3.432 |
3.650 |
4.378 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.622 |
4.270 |
0.352 |
7.7% |
0.132 |
2.9% |
86% |
True |
False |
15,716 |
10 |
4.795 |
4.115 |
0.680 |
14.9% |
0.169 |
3.7% |
67% |
False |
False |
19,462 |
20 |
4.795 |
4.115 |
0.680 |
14.9% |
0.149 |
3.3% |
67% |
False |
False |
18,555 |
40 |
4.802 |
4.115 |
0.687 |
15.0% |
0.161 |
3.5% |
67% |
False |
False |
16,282 |
60 |
5.047 |
4.115 |
0.932 |
20.4% |
0.148 |
3.2% |
49% |
False |
False |
14,793 |
80 |
6.000 |
4.115 |
1.885 |
41.2% |
0.145 |
3.2% |
24% |
False |
False |
13,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.170 |
2.618 |
4.960 |
1.618 |
4.831 |
1.000 |
4.751 |
0.618 |
4.702 |
HIGH |
4.622 |
0.618 |
4.573 |
0.500 |
4.558 |
0.382 |
4.542 |
LOW |
4.493 |
0.618 |
4.413 |
1.000 |
4.364 |
1.618 |
4.284 |
2.618 |
4.155 |
4.250 |
3.945 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.567 |
4.548 |
PP |
4.562 |
4.524 |
S1 |
4.558 |
4.500 |
|