NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 13-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
Open |
5.002 |
5.111 |
0.109 |
2.2% |
4.738 |
High |
5.095 |
5.160 |
0.065 |
1.3% |
4.855 |
Low |
4.995 |
5.029 |
0.034 |
0.7% |
4.717 |
Close |
5.097 |
5.095 |
-0.002 |
0.0% |
4.854 |
Range |
0.100 |
0.131 |
0.031 |
31.0% |
0.138 |
ATR |
0.129 |
0.129 |
0.000 |
0.1% |
0.000 |
Volume |
7,207 |
8,010 |
803 |
11.1% |
16,820 |
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.488 |
5.422 |
5.167 |
|
R3 |
5.357 |
5.291 |
5.131 |
|
R2 |
5.226 |
5.226 |
5.119 |
|
R1 |
5.160 |
5.160 |
5.107 |
5.128 |
PP |
5.095 |
5.095 |
5.095 |
5.078 |
S1 |
5.029 |
5.029 |
5.083 |
4.997 |
S2 |
4.964 |
4.964 |
5.071 |
|
S3 |
4.833 |
4.898 |
5.059 |
|
S4 |
4.702 |
4.767 |
5.023 |
|
|
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 |
5.160 |
4.744 |
0.416 |
8.2% |
0.110 |
2.2% |
84% |
True |
False |
6,518 |
10 |
5.160 |
4.700 |
0.460 |
9.0% |
0.101 |
2.0% |
86% |
True |
False |
5,015 |
20 |
5.160 |
4.700 |
0.460 |
9.0% |
0.121 |
2.4% |
86% |
True |
False |
3,666 |
40 |
5.160 |
4.647 |
0.513 |
10.1% |
0.132 |
2.6% |
87% |
True |
False |
3,180 |
60 |
5.989 |
4.647 |
1.342 |
26.3% |
0.120 |
2.4% |
33% |
False |
False |
2,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.717 |
2.618 |
5.503 |
1.618 |
5.372 |
1.000 |
5.291 |
0.618 |
5.241 |
HIGH |
5.160 |
0.618 |
5.110 |
0.500 |
5.095 |
0.382 |
5.079 |
LOW |
5.029 |
0.618 |
4.948 |
1.000 |
4.898 |
1.618 |
4.817 |
2.618 |
4.686 |
4.250 |
4.472 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5.095 |
5.082 |
PP |
5.095 |
5.069 |
S1 |
5.095 |
5.056 |
|