NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 04-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
Open |
5.176 |
5.292 |
0.116 |
2.2% |
5.489 |
High |
5.253 |
5.304 |
0.051 |
1.0% |
5.559 |
Low |
5.165 |
5.228 |
0.063 |
1.2% |
5.145 |
Close |
5.250 |
5.292 |
0.042 |
0.8% |
5.164 |
Range |
0.088 |
0.076 |
-0.012 |
-13.6% |
0.414 |
ATR |
0.141 |
0.136 |
-0.005 |
-3.3% |
0.000 |
Volume |
5,572 |
2,426 |
-3,146 |
-56.5% |
17,612 |
|
Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.503 |
5.473 |
5.334 |
|
R3 |
5.427 |
5.397 |
5.313 |
|
R2 |
5.351 |
5.351 |
5.306 |
|
R1 |
5.321 |
5.321 |
5.299 |
5.330 |
PP |
5.275 |
5.275 |
5.275 |
5.279 |
S1 |
5.245 |
5.245 |
5.285 |
5.254 |
S2 |
5.199 |
5.199 |
5.278 |
|
S3 |
5.123 |
5.169 |
5.271 |
|
S4 |
5.047 |
5.093 |
5.250 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.531 |
6.262 |
5.392 |
|
R3 |
6.117 |
5.848 |
5.278 |
|
R2 |
5.703 |
5.703 |
5.240 |
|
R1 |
5.434 |
5.434 |
5.202 |
5.362 |
PP |
5.289 |
5.289 |
5.289 |
5.253 |
S1 |
5.020 |
5.020 |
5.126 |
4.948 |
S2 |
4.875 |
4.875 |
5.088 |
|
S3 |
4.461 |
4.606 |
5.050 |
|
S4 |
4.047 |
4.192 |
4.936 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.559 |
5.145 |
0.414 |
7.8% |
0.141 |
2.7% |
36% |
False |
False |
3,815 |
10 |
5.559 |
5.145 |
0.414 |
7.8% |
0.134 |
2.5% |
36% |
False |
False |
3,402 |
20 |
5.559 |
5.135 |
0.424 |
8.0% |
0.139 |
2.6% |
37% |
False |
False |
3,317 |
40 |
5.750 |
5.068 |
0.682 |
12.9% |
0.131 |
2.5% |
33% |
False |
False |
3,275 |
60 |
6.573 |
5.068 |
1.505 |
28.4% |
0.126 |
2.4% |
15% |
False |
False |
2,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.627 |
2.618 |
5.503 |
1.618 |
5.427 |
1.000 |
5.380 |
0.618 |
5.351 |
HIGH |
5.304 |
0.618 |
5.275 |
0.500 |
5.266 |
0.382 |
5.257 |
LOW |
5.228 |
0.618 |
5.181 |
1.000 |
5.152 |
1.618 |
5.105 |
2.618 |
5.029 |
4.250 |
4.905 |
|
|
Fisher Pivots for day following 04-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5.283 |
5.270 |
PP |
5.275 |
5.247 |
S1 |
5.266 |
5.225 |
|