NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 17-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
Open |
5.514 |
5.429 |
-0.085 |
-1.5% |
5.333 |
High |
5.519 |
5.470 |
-0.049 |
-0.9% |
5.609 |
Low |
5.376 |
5.375 |
-0.001 |
0.0% |
5.326 |
Close |
5.409 |
5.438 |
0.029 |
0.5% |
5.409 |
Range |
0.143 |
0.095 |
-0.048 |
-33.6% |
0.283 |
ATR |
0.130 |
0.127 |
-0.002 |
-1.9% |
0.000 |
Volume |
9,700 |
8,546 |
-1,154 |
-11.9% |
32,724 |
|
Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.713 |
5.670 |
5.490 |
|
R3 |
5.618 |
5.575 |
5.464 |
|
R2 |
5.523 |
5.523 |
5.455 |
|
R1 |
5.480 |
5.480 |
5.447 |
5.502 |
PP |
5.428 |
5.428 |
5.428 |
5.438 |
S1 |
5.385 |
5.385 |
5.429 |
5.407 |
S2 |
5.333 |
5.333 |
5.421 |
|
S3 |
5.238 |
5.290 |
5.412 |
|
S4 |
5.143 |
5.195 |
5.386 |
|
|
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 |
5.375 |
0.234 |
4.3% |
0.107 |
2.0% |
27% |
False |
True |
7,131 |
10 |
5.609 |
5.190 |
0.419 |
7.7% |
0.109 |
2.0% |
59% |
False |
False |
5,541 |
20 |
5.609 |
5.145 |
0.464 |
8.5% |
0.123 |
2.3% |
63% |
False |
False |
4,492 |
40 |
5.609 |
5.068 |
0.541 |
9.9% |
0.132 |
2.4% |
68% |
False |
False |
4,067 |
60 |
5.966 |
5.068 |
0.898 |
16.5% |
0.122 |
2.3% |
41% |
False |
False |
3,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.874 |
2.618 |
5.719 |
1.618 |
5.624 |
1.000 |
5.565 |
0.618 |
5.529 |
HIGH |
5.470 |
0.618 |
5.434 |
0.500 |
5.423 |
0.382 |
5.411 |
LOW |
5.375 |
0.618 |
5.316 |
1.000 |
5.280 |
1.618 |
5.221 |
2.618 |
5.126 |
4.250 |
4.971 |
|
|
Fisher Pivots for day following 17-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5.433 |
5.492 |
PP |
5.428 |
5.474 |
S1 |
5.423 |
5.456 |
|