NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 07-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
Open |
5.271 |
5.251 |
-0.020 |
-0.4% |
5.176 |
High |
5.320 |
5.324 |
0.004 |
0.1% |
5.324 |
Low |
5.192 |
5.190 |
-0.002 |
0.0% |
5.165 |
Close |
5.241 |
5.308 |
0.067 |
1.3% |
5.308 |
Range |
0.128 |
0.134 |
0.006 |
4.7% |
0.159 |
ATR |
0.131 |
0.131 |
0.000 |
0.2% |
0.000 |
Volume |
3,785 |
4,845 |
1,060 |
28.0% |
19,720 |
|
Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.676 |
5.626 |
5.382 |
|
R3 |
5.542 |
5.492 |
5.345 |
|
R2 |
5.408 |
5.408 |
5.333 |
|
R1 |
5.358 |
5.358 |
5.320 |
5.383 |
PP |
5.274 |
5.274 |
5.274 |
5.287 |
S1 |
5.224 |
5.224 |
5.296 |
5.249 |
S2 |
5.140 |
5.140 |
5.283 |
|
S3 |
5.006 |
5.090 |
5.271 |
|
S4 |
4.872 |
4.956 |
5.234 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.743 |
5.684 |
5.395 |
|
R3 |
5.584 |
5.525 |
5.352 |
|
R2 |
5.425 |
5.425 |
5.337 |
|
R1 |
5.366 |
5.366 |
5.323 |
5.396 |
PP |
5.266 |
5.266 |
5.266 |
5.280 |
S1 |
5.207 |
5.207 |
5.293 |
5.237 |
S2 |
5.107 |
5.107 |
5.279 |
|
S3 |
4.948 |
5.048 |
5.264 |
|
S4 |
4.789 |
4.889 |
5.221 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.324 |
5.165 |
0.159 |
3.0% |
0.099 |
1.9% |
90% |
True |
False |
3,944 |
10 |
5.559 |
5.145 |
0.414 |
7.8% |
0.123 |
2.3% |
39% |
False |
False |
3,733 |
20 |
5.559 |
5.142 |
0.417 |
7.9% |
0.134 |
2.5% |
40% |
False |
False |
3,380 |
40 |
5.590 |
5.068 |
0.522 |
9.8% |
0.130 |
2.5% |
46% |
False |
False |
3,355 |
60 |
6.476 |
5.068 |
1.408 |
26.5% |
0.124 |
2.3% |
17% |
False |
False |
2,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.894 |
2.618 |
5.675 |
1.618 |
5.541 |
1.000 |
5.458 |
0.618 |
5.407 |
HIGH |
5.324 |
0.618 |
5.273 |
0.500 |
5.257 |
0.382 |
5.241 |
LOW |
5.190 |
0.618 |
5.107 |
1.000 |
5.056 |
1.618 |
4.973 |
2.618 |
4.839 |
4.250 |
4.621 |
|
|
Fisher Pivots for day following 07-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5.291 |
5.291 |
PP |
5.274 |
5.274 |
S1 |
5.257 |
5.257 |
|