NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 05-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
Open |
5.292 |
5.291 |
-0.001 |
0.0% |
5.489 |
High |
5.304 |
5.303 |
-0.001 |
0.0% |
5.559 |
Low |
5.228 |
5.236 |
0.008 |
0.2% |
5.145 |
Close |
5.292 |
5.299 |
0.007 |
0.1% |
5.164 |
Range |
0.076 |
0.067 |
-0.009 |
-11.8% |
0.414 |
ATR |
0.136 |
0.131 |
-0.005 |
-3.6% |
0.000 |
Volume |
2,426 |
3,092 |
666 |
27.5% |
17,612 |
|
Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.480 |
5.457 |
5.336 |
|
R3 |
5.413 |
5.390 |
5.317 |
|
R2 |
5.346 |
5.346 |
5.311 |
|
R1 |
5.323 |
5.323 |
5.305 |
5.335 |
PP |
5.279 |
5.279 |
5.279 |
5.285 |
S1 |
5.256 |
5.256 |
5.293 |
5.268 |
S2 |
5.212 |
5.212 |
5.287 |
|
S3 |
5.145 |
5.189 |
5.281 |
|
S4 |
5.078 |
5.122 |
5.262 |
|
|
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 |
5.531 |
5.145 |
0.386 |
7.3% |
0.136 |
2.6% |
40% |
False |
False |
3,793 |
10 |
5.559 |
5.145 |
0.414 |
7.8% |
0.132 |
2.5% |
37% |
False |
False |
3,489 |
20 |
5.559 |
5.135 |
0.424 |
8.0% |
0.136 |
2.6% |
39% |
False |
False |
3,267 |
40 |
5.655 |
5.068 |
0.587 |
11.1% |
0.129 |
2.4% |
39% |
False |
False |
3,308 |
60 |
6.476 |
5.068 |
1.408 |
26.6% |
0.124 |
2.3% |
16% |
False |
False |
2,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.588 |
2.618 |
5.478 |
1.618 |
5.411 |
1.000 |
5.370 |
0.618 |
5.344 |
HIGH |
5.303 |
0.618 |
5.277 |
0.500 |
5.270 |
0.382 |
5.262 |
LOW |
5.236 |
0.618 |
5.195 |
1.000 |
5.169 |
1.618 |
5.128 |
2.618 |
5.061 |
4.250 |
4.951 |
|
|
Fisher Pivots for day following 05-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5.289 |
5.278 |
PP |
5.279 |
5.256 |
S1 |
5.270 |
5.235 |
|