NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 10-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
Open |
5.251 |
5.333 |
0.082 |
1.6% |
5.176 |
High |
5.324 |
5.479 |
0.155 |
2.9% |
5.324 |
Low |
5.190 |
5.326 |
0.136 |
2.6% |
5.165 |
Close |
5.308 |
5.443 |
0.135 |
2.5% |
5.308 |
Range |
0.134 |
0.153 |
0.019 |
14.2% |
0.159 |
ATR |
0.131 |
0.134 |
0.003 |
2.2% |
0.000 |
Volume |
4,845 |
5,612 |
767 |
15.8% |
19,720 |
|
Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.875 |
5.812 |
5.527 |
|
R3 |
5.722 |
5.659 |
5.485 |
|
R2 |
5.569 |
5.569 |
5.471 |
|
R1 |
5.506 |
5.506 |
5.457 |
5.538 |
PP |
5.416 |
5.416 |
5.416 |
5.432 |
S1 |
5.353 |
5.353 |
5.429 |
5.385 |
S2 |
5.263 |
5.263 |
5.415 |
|
S3 |
5.110 |
5.200 |
5.401 |
|
S4 |
4.957 |
5.047 |
5.359 |
|
|
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 |
5.479 |
5.190 |
0.289 |
5.3% |
0.112 |
2.1% |
88% |
True |
False |
3,952 |
10 |
5.559 |
5.145 |
0.414 |
7.6% |
0.128 |
2.3% |
72% |
False |
False |
3,908 |
20 |
5.559 |
5.142 |
0.417 |
7.7% |
0.131 |
2.4% |
72% |
False |
False |
3,541 |
40 |
5.590 |
5.068 |
0.522 |
9.6% |
0.133 |
2.4% |
72% |
False |
False |
3,427 |
60 |
6.476 |
5.068 |
1.408 |
25.9% |
0.126 |
2.3% |
27% |
False |
False |
3,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.129 |
2.618 |
5.880 |
1.618 |
5.727 |
1.000 |
5.632 |
0.618 |
5.574 |
HIGH |
5.479 |
0.618 |
5.421 |
0.500 |
5.403 |
0.382 |
5.384 |
LOW |
5.326 |
0.618 |
5.231 |
1.000 |
5.173 |
1.618 |
5.078 |
2.618 |
4.925 |
4.250 |
4.676 |
|
|
Fisher Pivots for day following 10-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5.430 |
5.407 |
PP |
5.416 |
5.371 |
S1 |
5.403 |
5.335 |
|