NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 06-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
Open |
5.291 |
5.271 |
-0.020 |
-0.4% |
5.489 |
High |
5.303 |
5.320 |
0.017 |
0.3% |
5.559 |
Low |
5.236 |
5.192 |
-0.044 |
-0.8% |
5.145 |
Close |
5.299 |
5.241 |
-0.058 |
-1.1% |
5.164 |
Range |
0.067 |
0.128 |
0.061 |
91.0% |
0.414 |
ATR |
0.131 |
0.131 |
0.000 |
-0.2% |
0.000 |
Volume |
3,092 |
3,785 |
693 |
22.4% |
17,612 |
|
Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.635 |
5.566 |
5.311 |
|
R3 |
5.507 |
5.438 |
5.276 |
|
R2 |
5.379 |
5.379 |
5.264 |
|
R1 |
5.310 |
5.310 |
5.253 |
5.281 |
PP |
5.251 |
5.251 |
5.251 |
5.236 |
S1 |
5.182 |
5.182 |
5.229 |
5.153 |
S2 |
5.123 |
5.123 |
5.218 |
|
S3 |
4.995 |
5.054 |
5.206 |
|
S4 |
4.867 |
4.926 |
5.171 |
|
|
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 |
5.320 |
5.145 |
0.175 |
3.3% |
0.102 |
1.9% |
55% |
True |
False |
4,097 |
10 |
5.559 |
5.145 |
0.414 |
7.9% |
0.130 |
2.5% |
23% |
False |
False |
3,600 |
20 |
5.559 |
5.142 |
0.417 |
8.0% |
0.134 |
2.6% |
24% |
False |
False |
3,318 |
40 |
5.610 |
5.068 |
0.542 |
10.3% |
0.129 |
2.5% |
32% |
False |
False |
3,313 |
60 |
6.476 |
5.068 |
1.408 |
26.9% |
0.124 |
2.4% |
12% |
False |
False |
2,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.864 |
2.618 |
5.655 |
1.618 |
5.527 |
1.000 |
5.448 |
0.618 |
5.399 |
HIGH |
5.320 |
0.618 |
5.271 |
0.500 |
5.256 |
0.382 |
5.241 |
LOW |
5.192 |
0.618 |
5.113 |
1.000 |
5.064 |
1.618 |
4.985 |
2.618 |
4.857 |
4.250 |
4.648 |
|
|
Fisher Pivots for day following 06-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5.256 |
5.256 |
PP |
5.251 |
5.251 |
S1 |
5.246 |
5.246 |
|