NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 13-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
Open |
5.485 |
5.550 |
0.065 |
1.2% |
5.176 |
High |
5.546 |
5.609 |
0.063 |
1.1% |
5.324 |
Low |
5.467 |
5.460 |
-0.007 |
-0.1% |
5.165 |
Close |
5.550 |
5.519 |
-0.031 |
-0.6% |
5.308 |
Range |
0.079 |
0.149 |
0.070 |
88.6% |
0.159 |
ATR |
0.127 |
0.129 |
0.002 |
1.2% |
0.000 |
Volume |
5,063 |
5,434 |
371 |
7.3% |
19,720 |
|
Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.976 |
5.897 |
5.601 |
|
R3 |
5.827 |
5.748 |
5.560 |
|
R2 |
5.678 |
5.678 |
5.546 |
|
R1 |
5.599 |
5.599 |
5.533 |
5.564 |
PP |
5.529 |
5.529 |
5.529 |
5.512 |
S1 |
5.450 |
5.450 |
5.505 |
5.415 |
S2 |
5.380 |
5.380 |
5.492 |
|
S3 |
5.231 |
5.301 |
5.478 |
|
S4 |
5.082 |
5.152 |
5.437 |
|
|
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 |
5.609 |
5.190 |
0.419 |
7.6% |
0.117 |
2.1% |
79% |
True |
False |
5,573 |
10 |
5.609 |
5.145 |
0.464 |
8.4% |
0.109 |
2.0% |
81% |
True |
False |
4,835 |
20 |
5.609 |
5.142 |
0.467 |
8.5% |
0.122 |
2.2% |
81% |
True |
False |
3,896 |
40 |
5.609 |
5.068 |
0.541 |
9.8% |
0.134 |
2.4% |
83% |
True |
False |
3,740 |
60 |
6.311 |
5.068 |
1.243 |
22.5% |
0.124 |
2.2% |
36% |
False |
False |
3,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.242 |
2.618 |
5.999 |
1.618 |
5.850 |
1.000 |
5.758 |
0.618 |
5.701 |
HIGH |
5.609 |
0.618 |
5.552 |
0.500 |
5.535 |
0.382 |
5.517 |
LOW |
5.460 |
0.618 |
5.368 |
1.000 |
5.311 |
1.618 |
5.219 |
2.618 |
5.070 |
4.250 |
4.827 |
|
|
Fisher Pivots for day following 13-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5.535 |
5.518 |
PP |
5.529 |
5.517 |
S1 |
5.524 |
5.516 |
|