NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 11-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
Open |
5.333 |
5.439 |
0.106 |
2.0% |
5.176 |
High |
5.479 |
5.492 |
0.013 |
0.2% |
5.324 |
Low |
5.326 |
5.422 |
0.096 |
1.8% |
5.165 |
Close |
5.443 |
5.446 |
0.003 |
0.1% |
5.308 |
Range |
0.153 |
0.070 |
-0.083 |
-54.2% |
0.159 |
ATR |
0.134 |
0.129 |
-0.005 |
-3.4% |
0.000 |
Volume |
5,612 |
6,915 |
1,303 |
23.2% |
19,720 |
|
Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.663 |
5.625 |
5.485 |
|
R3 |
5.593 |
5.555 |
5.465 |
|
R2 |
5.523 |
5.523 |
5.459 |
|
R1 |
5.485 |
5.485 |
5.452 |
5.504 |
PP |
5.453 |
5.453 |
5.453 |
5.463 |
S1 |
5.415 |
5.415 |
5.440 |
5.434 |
S2 |
5.383 |
5.383 |
5.433 |
|
S3 |
5.313 |
5.345 |
5.427 |
|
S4 |
5.243 |
5.275 |
5.408 |
|
|
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 |
5.492 |
5.190 |
0.302 |
5.5% |
0.110 |
2.0% |
85% |
True |
False |
4,849 |
10 |
5.559 |
5.145 |
0.414 |
7.6% |
0.126 |
2.3% |
73% |
False |
False |
4,332 |
20 |
5.559 |
5.142 |
0.417 |
7.7% |
0.127 |
2.3% |
73% |
False |
False |
3,773 |
40 |
5.561 |
5.068 |
0.493 |
9.1% |
0.133 |
2.4% |
77% |
False |
False |
3,558 |
60 |
6.476 |
5.068 |
1.408 |
25.9% |
0.123 |
2.3% |
27% |
False |
False |
3,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.790 |
2.618 |
5.675 |
1.618 |
5.605 |
1.000 |
5.562 |
0.618 |
5.535 |
HIGH |
5.492 |
0.618 |
5.465 |
0.500 |
5.457 |
0.382 |
5.449 |
LOW |
5.422 |
0.618 |
5.379 |
1.000 |
5.352 |
1.618 |
5.309 |
2.618 |
5.239 |
4.250 |
5.125 |
|
|
Fisher Pivots for day following 11-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5.457 |
5.411 |
PP |
5.453 |
5.376 |
S1 |
5.450 |
5.341 |
|