NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 28-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.810 |
4.925 |
0.115 |
2.4% |
4.683 |
High |
4.903 |
4.953 |
0.050 |
1.0% |
4.953 |
Low |
4.769 |
4.837 |
0.068 |
1.4% |
4.647 |
Close |
4.876 |
4.915 |
0.039 |
0.8% |
4.915 |
Range |
0.134 |
0.116 |
-0.018 |
-13.4% |
0.306 |
ATR |
0.132 |
0.130 |
-0.001 |
-0.8% |
0.000 |
Volume |
4,284 |
5,396 |
1,112 |
26.0% |
20,994 |
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.250 |
5.198 |
4.979 |
|
R3 |
5.134 |
5.082 |
4.947 |
|
R2 |
5.018 |
5.018 |
4.936 |
|
R1 |
4.966 |
4.966 |
4.926 |
4.934 |
PP |
4.902 |
4.902 |
4.902 |
4.886 |
S1 |
4.850 |
4.850 |
4.904 |
4.818 |
S2 |
4.786 |
4.786 |
4.894 |
|
S3 |
4.670 |
4.734 |
4.883 |
|
S4 |
4.554 |
4.618 |
4.851 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.756 |
5.642 |
5.083 |
|
R3 |
5.450 |
5.336 |
4.999 |
|
R2 |
5.144 |
5.144 |
4.971 |
|
R1 |
5.030 |
5.030 |
4.943 |
5.087 |
PP |
4.838 |
4.838 |
4.838 |
4.867 |
S1 |
4.724 |
4.724 |
4.887 |
4.781 |
S2 |
4.532 |
4.532 |
4.859 |
|
S3 |
4.226 |
4.418 |
4.831 |
|
S4 |
3.920 |
4.112 |
4.747 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.953 |
4.647 |
0.306 |
6.2% |
0.115 |
2.3% |
88% |
True |
False |
4,198 |
10 |
5.127 |
4.647 |
0.480 |
9.8% |
0.129 |
2.6% |
56% |
False |
False |
5,091 |
20 |
5.160 |
4.647 |
0.513 |
10.4% |
0.114 |
2.3% |
52% |
False |
False |
5,169 |
40 |
5.160 |
4.647 |
0.513 |
10.4% |
0.134 |
2.7% |
52% |
False |
False |
3,934 |
60 |
5.350 |
4.647 |
0.703 |
14.3% |
0.123 |
2.5% |
38% |
False |
False |
3,365 |
80 |
6.280 |
4.647 |
1.633 |
33.2% |
0.123 |
2.5% |
16% |
False |
False |
2,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.446 |
2.618 |
5.257 |
1.618 |
5.141 |
1.000 |
5.069 |
0.618 |
5.025 |
HIGH |
4.953 |
0.618 |
4.909 |
0.500 |
4.895 |
0.382 |
4.881 |
LOW |
4.837 |
0.618 |
4.765 |
1.000 |
4.721 |
1.618 |
4.649 |
2.618 |
4.533 |
4.250 |
4.344 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.908 |
4.896 |
PP |
4.902 |
4.877 |
S1 |
4.895 |
4.858 |
|