NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 11-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.899 |
5.000 |
0.101 |
2.1% |
4.738 |
High |
5.025 |
5.034 |
0.009 |
0.2% |
4.855 |
Low |
4.899 |
4.951 |
0.052 |
1.1% |
4.717 |
Close |
4.988 |
4.976 |
-0.012 |
-0.2% |
4.854 |
Range |
0.126 |
0.083 |
-0.043 |
-34.1% |
0.138 |
ATR |
0.133 |
0.129 |
-0.004 |
-2.7% |
0.000 |
Volume |
6,311 |
5,536 |
-775 |
-12.3% |
16,820 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.236 |
5.189 |
5.022 |
|
R3 |
5.153 |
5.106 |
4.999 |
|
R2 |
5.070 |
5.070 |
4.991 |
|
R1 |
5.023 |
5.023 |
4.984 |
5.005 |
PP |
4.987 |
4.987 |
4.987 |
4.978 |
S1 |
4.940 |
4.940 |
4.968 |
4.922 |
S2 |
4.904 |
4.904 |
4.961 |
|
S3 |
4.821 |
4.857 |
4.953 |
|
S4 |
4.738 |
4.774 |
4.930 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.223 |
5.176 |
4.930 |
|
R3 |
5.085 |
5.038 |
4.892 |
|
R2 |
4.947 |
4.947 |
4.879 |
|
R1 |
4.900 |
4.900 |
4.867 |
4.924 |
PP |
4.809 |
4.809 |
4.809 |
4.820 |
S1 |
4.762 |
4.762 |
4.841 |
4.786 |
S2 |
4.671 |
4.671 |
4.829 |
|
S3 |
4.533 |
4.624 |
4.816 |
|
S4 |
4.395 |
4.486 |
4.778 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.034 |
4.717 |
0.317 |
6.4% |
0.100 |
2.0% |
82% |
True |
False |
4,593 |
10 |
5.154 |
4.700 |
0.454 |
9.1% |
0.120 |
2.4% |
61% |
False |
False |
3,918 |
20 |
5.154 |
4.700 |
0.454 |
9.1% |
0.125 |
2.5% |
61% |
False |
False |
3,196 |
40 |
5.187 |
4.647 |
0.540 |
10.9% |
0.129 |
2.6% |
61% |
False |
False |
2,853 |
60 |
6.170 |
4.647 |
1.523 |
30.6% |
0.120 |
2.4% |
22% |
False |
False |
2,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.387 |
2.618 |
5.251 |
1.618 |
5.168 |
1.000 |
5.117 |
0.618 |
5.085 |
HIGH |
5.034 |
0.618 |
5.002 |
0.500 |
4.993 |
0.382 |
4.983 |
LOW |
4.951 |
0.618 |
4.900 |
1.000 |
4.868 |
1.618 |
4.817 |
2.618 |
4.734 |
4.250 |
4.598 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.993 |
4.947 |
PP |
4.987 |
4.918 |
S1 |
4.982 |
4.889 |
|