NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 21-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.849 |
4.781 |
-0.068 |
-1.4% |
5.060 |
High |
4.858 |
4.845 |
-0.013 |
-0.3% |
5.127 |
Low |
4.737 |
4.713 |
-0.024 |
-0.5% |
4.713 |
Close |
4.787 |
4.725 |
-0.062 |
-1.3% |
4.725 |
Range |
0.121 |
0.132 |
0.011 |
9.1% |
0.414 |
ATR |
0.133 |
0.133 |
0.000 |
-0.1% |
0.000 |
Volume |
5,897 |
5,349 |
-548 |
-9.3% |
29,924 |
|
Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.157 |
5.073 |
4.798 |
|
R3 |
5.025 |
4.941 |
4.761 |
|
R2 |
4.893 |
4.893 |
4.749 |
|
R1 |
4.809 |
4.809 |
4.737 |
4.785 |
PP |
4.761 |
4.761 |
4.761 |
4.749 |
S1 |
4.677 |
4.677 |
4.713 |
4.653 |
S2 |
4.629 |
4.629 |
4.701 |
|
S3 |
4.497 |
4.545 |
4.689 |
|
S4 |
4.365 |
4.413 |
4.652 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.097 |
5.825 |
4.953 |
|
R3 |
5.683 |
5.411 |
4.839 |
|
R2 |
5.269 |
5.269 |
4.801 |
|
R1 |
4.997 |
4.997 |
4.763 |
4.926 |
PP |
4.855 |
4.855 |
4.855 |
4.820 |
S1 |
4.583 |
4.583 |
4.687 |
4.512 |
S2 |
4.441 |
4.441 |
4.649 |
|
S3 |
4.027 |
4.169 |
4.611 |
|
S4 |
3.613 |
3.755 |
4.497 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.127 |
4.713 |
0.414 |
8.8% |
0.144 |
3.0% |
3% |
False |
True |
5,984 |
10 |
5.160 |
4.713 |
0.447 |
9.5% |
0.127 |
2.7% |
3% |
False |
True |
6,556 |
20 |
5.160 |
4.700 |
0.460 |
9.7% |
0.122 |
2.6% |
5% |
False |
False |
4,895 |
40 |
5.160 |
4.647 |
0.513 |
10.9% |
0.137 |
2.9% |
15% |
False |
False |
3,768 |
60 |
5.619 |
4.647 |
0.972 |
20.6% |
0.123 |
2.6% |
8% |
False |
False |
3,169 |
80 |
6.280 |
4.647 |
1.633 |
34.6% |
0.122 |
2.6% |
5% |
False |
False |
2,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.406 |
2.618 |
5.191 |
1.618 |
5.059 |
1.000 |
4.977 |
0.618 |
4.927 |
HIGH |
4.845 |
0.618 |
4.795 |
0.500 |
4.779 |
0.382 |
4.763 |
LOW |
4.713 |
0.618 |
4.631 |
1.000 |
4.581 |
1.618 |
4.499 |
2.618 |
4.367 |
4.250 |
4.152 |
|
|
Fisher Pivots for day following 21-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.779 |
4.857 |
PP |
4.761 |
4.813 |
S1 |
4.743 |
4.769 |
|