NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 14-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
Open |
5.550 |
5.514 |
-0.036 |
-0.6% |
5.333 |
High |
5.609 |
5.519 |
-0.090 |
-1.6% |
5.609 |
Low |
5.460 |
5.376 |
-0.084 |
-1.5% |
5.326 |
Close |
5.519 |
5.409 |
-0.110 |
-2.0% |
5.409 |
Range |
0.149 |
0.143 |
-0.006 |
-4.0% |
0.283 |
ATR |
0.129 |
0.130 |
0.001 |
0.8% |
0.000 |
Volume |
5,434 |
9,700 |
4,266 |
78.5% |
32,724 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.864 |
5.779 |
5.488 |
|
R3 |
5.721 |
5.636 |
5.448 |
|
R2 |
5.578 |
5.578 |
5.435 |
|
R1 |
5.493 |
5.493 |
5.422 |
5.464 |
PP |
5.435 |
5.435 |
5.435 |
5.420 |
S1 |
5.350 |
5.350 |
5.396 |
5.321 |
S2 |
5.292 |
5.292 |
5.383 |
|
S3 |
5.149 |
5.207 |
5.370 |
|
S4 |
5.006 |
5.064 |
5.330 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.297 |
6.136 |
5.565 |
|
R3 |
6.014 |
5.853 |
5.487 |
|
R2 |
5.731 |
5.731 |
5.461 |
|
R1 |
5.570 |
5.570 |
5.435 |
5.651 |
PP |
5.448 |
5.448 |
5.448 |
5.488 |
S1 |
5.287 |
5.287 |
5.383 |
5.368 |
S2 |
5.165 |
5.165 |
5.357 |
|
S3 |
4.882 |
5.004 |
5.331 |
|
S4 |
4.599 |
4.721 |
5.253 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.609 |
5.326 |
0.283 |
5.2% |
0.119 |
2.2% |
29% |
False |
False |
6,544 |
10 |
5.609 |
5.165 |
0.444 |
8.2% |
0.109 |
2.0% |
55% |
False |
False |
5,244 |
20 |
5.609 |
5.142 |
0.467 |
8.6% |
0.124 |
2.3% |
57% |
False |
False |
4,202 |
40 |
5.609 |
5.068 |
0.541 |
10.0% |
0.133 |
2.5% |
63% |
False |
False |
3,961 |
60 |
6.110 |
5.068 |
1.042 |
19.3% |
0.123 |
2.3% |
33% |
False |
False |
3,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.127 |
2.618 |
5.893 |
1.618 |
5.750 |
1.000 |
5.662 |
0.618 |
5.607 |
HIGH |
5.519 |
0.618 |
5.464 |
0.500 |
5.448 |
0.382 |
5.431 |
LOW |
5.376 |
0.618 |
5.288 |
1.000 |
5.233 |
1.618 |
5.145 |
2.618 |
5.002 |
4.250 |
4.768 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5.448 |
5.493 |
PP |
5.435 |
5.465 |
S1 |
5.422 |
5.437 |
|