NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 12-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
Open |
5.439 |
5.485 |
0.046 |
0.8% |
5.176 |
High |
5.492 |
5.546 |
0.054 |
1.0% |
5.324 |
Low |
5.422 |
5.467 |
0.045 |
0.8% |
5.165 |
Close |
5.446 |
5.550 |
0.104 |
1.9% |
5.308 |
Range |
0.070 |
0.079 |
0.009 |
12.9% |
0.159 |
ATR |
0.129 |
0.127 |
-0.002 |
-1.6% |
0.000 |
Volume |
6,915 |
5,063 |
-1,852 |
-26.8% |
19,720 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.758 |
5.733 |
5.593 |
|
R3 |
5.679 |
5.654 |
5.572 |
|
R2 |
5.600 |
5.600 |
5.564 |
|
R1 |
5.575 |
5.575 |
5.557 |
5.588 |
PP |
5.521 |
5.521 |
5.521 |
5.527 |
S1 |
5.496 |
5.496 |
5.543 |
5.509 |
S2 |
5.442 |
5.442 |
5.536 |
|
S3 |
5.363 |
5.417 |
5.528 |
|
S4 |
5.284 |
5.338 |
5.507 |
|
|
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 |
5.546 |
5.190 |
0.356 |
6.4% |
0.113 |
2.0% |
101% |
True |
False |
5,244 |
10 |
5.546 |
5.145 |
0.401 |
7.2% |
0.125 |
2.2% |
101% |
True |
False |
4,518 |
20 |
5.559 |
5.142 |
0.417 |
7.5% |
0.126 |
2.3% |
98% |
False |
False |
3,821 |
40 |
5.559 |
5.068 |
0.491 |
8.8% |
0.133 |
2.4% |
98% |
False |
False |
3,644 |
60 |
6.339 |
5.068 |
1.271 |
22.9% |
0.122 |
2.2% |
38% |
False |
False |
3,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.882 |
2.618 |
5.753 |
1.618 |
5.674 |
1.000 |
5.625 |
0.618 |
5.595 |
HIGH |
5.546 |
0.618 |
5.516 |
0.500 |
5.507 |
0.382 |
5.497 |
LOW |
5.467 |
0.618 |
5.418 |
1.000 |
5.388 |
1.618 |
5.339 |
2.618 |
5.260 |
4.250 |
5.131 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5.536 |
5.512 |
PP |
5.521 |
5.474 |
S1 |
5.507 |
5.436 |
|