NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 20-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
Open |
5.000 |
4.849 |
-0.151 |
-3.0% |
4.899 |
High |
5.000 |
4.858 |
-0.142 |
-2.8% |
5.160 |
Low |
4.806 |
4.737 |
-0.069 |
-1.4% |
4.899 |
Close |
4.837 |
4.787 |
-0.050 |
-1.0% |
5.014 |
Range |
0.194 |
0.121 |
-0.073 |
-37.6% |
0.261 |
ATR |
0.134 |
0.133 |
-0.001 |
-0.7% |
0.000 |
Volume |
7,272 |
5,897 |
-1,375 |
-18.9% |
35,645 |
|
Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.157 |
5.093 |
4.854 |
|
R3 |
5.036 |
4.972 |
4.820 |
|
R2 |
4.915 |
4.915 |
4.809 |
|
R1 |
4.851 |
4.851 |
4.798 |
4.823 |
PP |
4.794 |
4.794 |
4.794 |
4.780 |
S1 |
4.730 |
4.730 |
4.776 |
4.702 |
S2 |
4.673 |
4.673 |
4.765 |
|
S3 |
4.552 |
4.609 |
4.754 |
|
S4 |
4.431 |
4.488 |
4.720 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.807 |
5.672 |
5.158 |
|
R3 |
5.546 |
5.411 |
5.086 |
|
R2 |
5.285 |
5.285 |
5.062 |
|
R1 |
5.150 |
5.150 |
5.038 |
5.218 |
PP |
5.024 |
5.024 |
5.024 |
5.058 |
S1 |
4.889 |
4.889 |
4.990 |
4.957 |
S2 |
4.763 |
4.763 |
4.966 |
|
S3 |
4.502 |
4.628 |
4.942 |
|
S4 |
4.241 |
4.367 |
4.870 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.127 |
4.737 |
0.390 |
8.1% |
0.140 |
2.9% |
13% |
False |
True |
6,631 |
10 |
5.160 |
4.737 |
0.423 |
8.8% |
0.125 |
2.6% |
12% |
False |
True |
6,574 |
20 |
5.160 |
4.700 |
0.460 |
9.6% |
0.127 |
2.6% |
19% |
False |
False |
4,774 |
40 |
5.160 |
4.647 |
0.513 |
10.7% |
0.137 |
2.9% |
27% |
False |
False |
3,688 |
60 |
5.619 |
4.647 |
0.972 |
20.3% |
0.122 |
2.5% |
14% |
False |
False |
3,099 |
80 |
6.280 |
4.647 |
1.633 |
34.1% |
0.122 |
2.6% |
9% |
False |
False |
2,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.372 |
2.618 |
5.175 |
1.618 |
5.054 |
1.000 |
4.979 |
0.618 |
4.933 |
HIGH |
4.858 |
0.618 |
4.812 |
0.500 |
4.798 |
0.382 |
4.783 |
LOW |
4.737 |
0.618 |
4.662 |
1.000 |
4.616 |
1.618 |
4.541 |
2.618 |
4.420 |
4.250 |
4.223 |
|
|
Fisher Pivots for day following 20-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.798 |
4.932 |
PP |
4.794 |
4.884 |
S1 |
4.791 |
4.835 |
|