NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 24-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.781 |
4.683 |
-0.098 |
-2.0% |
5.060 |
High |
4.845 |
4.751 |
-0.094 |
-1.9% |
5.127 |
Low |
4.713 |
4.662 |
-0.051 |
-1.1% |
4.713 |
Close |
4.725 |
4.683 |
-0.042 |
-0.9% |
4.725 |
Range |
0.132 |
0.089 |
-0.043 |
-32.6% |
0.414 |
ATR |
0.133 |
0.130 |
-0.003 |
-2.4% |
0.000 |
Volume |
5,349 |
4,448 |
-901 |
-16.8% |
29,924 |
|
Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.966 |
4.913 |
4.732 |
|
R3 |
4.877 |
4.824 |
4.707 |
|
R2 |
4.788 |
4.788 |
4.699 |
|
R1 |
4.735 |
4.735 |
4.691 |
4.728 |
PP |
4.699 |
4.699 |
4.699 |
4.695 |
S1 |
4.646 |
4.646 |
4.675 |
4.639 |
S2 |
4.610 |
4.610 |
4.667 |
|
S3 |
4.521 |
4.557 |
4.659 |
|
S4 |
4.432 |
4.468 |
4.634 |
|
|
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 |
4.662 |
0.465 |
9.9% |
0.140 |
3.0% |
5% |
False |
True |
5,604 |
10 |
5.160 |
4.662 |
0.498 |
10.6% |
0.124 |
2.6% |
4% |
False |
True |
6,370 |
20 |
5.160 |
4.662 |
0.498 |
10.6% |
0.122 |
2.6% |
4% |
False |
True |
4,976 |
40 |
5.160 |
4.647 |
0.513 |
11.0% |
0.137 |
2.9% |
7% |
False |
False |
3,799 |
60 |
5.619 |
4.647 |
0.972 |
20.8% |
0.123 |
2.6% |
4% |
False |
False |
3,221 |
80 |
6.280 |
4.647 |
1.633 |
34.9% |
0.123 |
2.6% |
2% |
False |
False |
2,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.129 |
2.618 |
4.984 |
1.618 |
4.895 |
1.000 |
4.840 |
0.618 |
4.806 |
HIGH |
4.751 |
0.618 |
4.717 |
0.500 |
4.707 |
0.382 |
4.696 |
LOW |
4.662 |
0.618 |
4.607 |
1.000 |
4.573 |
1.618 |
4.518 |
2.618 |
4.429 |
4.250 |
4.284 |
|
|
Fisher Pivots for day following 24-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.707 |
4.760 |
PP |
4.699 |
4.734 |
S1 |
4.691 |
4.709 |
|