NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 06-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.850 |
4.816 |
-0.034 |
-0.7% |
5.078 |
High |
4.851 |
4.825 |
-0.026 |
-0.5% |
5.154 |
Low |
4.778 |
4.717 |
-0.061 |
-1.3% |
4.700 |
Close |
4.834 |
4.776 |
-0.058 |
-1.2% |
4.731 |
Range |
0.073 |
0.108 |
0.035 |
47.9% |
0.454 |
ATR |
0.133 |
0.131 |
-0.001 |
-0.8% |
0.000 |
Volume |
2,530 |
3,062 |
532 |
21.0% |
15,529 |
|
Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.097 |
5.044 |
4.835 |
|
R3 |
4.989 |
4.936 |
4.806 |
|
R2 |
4.881 |
4.881 |
4.796 |
|
R1 |
4.828 |
4.828 |
4.786 |
4.801 |
PP |
4.773 |
4.773 |
4.773 |
4.759 |
S1 |
4.720 |
4.720 |
4.766 |
4.693 |
S2 |
4.665 |
4.665 |
4.756 |
|
S3 |
4.557 |
4.612 |
4.746 |
|
S4 |
4.449 |
4.504 |
4.717 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.224 |
5.931 |
4.981 |
|
R3 |
5.770 |
5.477 |
4.856 |
|
R2 |
5.316 |
5.316 |
4.814 |
|
R1 |
5.023 |
5.023 |
4.773 |
4.943 |
PP |
4.862 |
4.862 |
4.862 |
4.821 |
S1 |
4.569 |
4.569 |
4.689 |
4.489 |
S2 |
4.408 |
4.408 |
4.648 |
|
S3 |
3.954 |
4.115 |
4.606 |
|
S4 |
3.500 |
3.661 |
4.481 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.852 |
4.700 |
0.152 |
3.2% |
0.092 |
1.9% |
50% |
False |
False |
3,512 |
10 |
5.154 |
4.700 |
0.454 |
9.5% |
0.128 |
2.7% |
17% |
False |
False |
2,974 |
20 |
5.154 |
4.700 |
0.454 |
9.5% |
0.135 |
2.8% |
17% |
False |
False |
2,626 |
40 |
5.256 |
4.647 |
0.609 |
12.8% |
0.126 |
2.6% |
21% |
False |
False |
2,551 |
60 |
6.170 |
4.647 |
1.523 |
31.9% |
0.121 |
2.5% |
8% |
False |
False |
2,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.284 |
2.618 |
5.108 |
1.618 |
5.000 |
1.000 |
4.933 |
0.618 |
4.892 |
HIGH |
4.825 |
0.618 |
4.784 |
0.500 |
4.771 |
0.382 |
4.758 |
LOW |
4.717 |
0.618 |
4.650 |
1.000 |
4.609 |
1.618 |
4.542 |
2.618 |
4.434 |
4.250 |
4.258 |
|
|
Fisher Pivots for day following 06-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.774 |
4.785 |
PP |
4.773 |
4.782 |
S1 |
4.771 |
4.779 |
|