NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 18-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
Open |
5.429 |
5.474 |
0.045 |
0.8% |
5.333 |
High |
5.470 |
5.512 |
0.042 |
0.8% |
5.609 |
Low |
5.375 |
5.334 |
-0.041 |
-0.8% |
5.326 |
Close |
5.438 |
5.373 |
-0.065 |
-1.2% |
5.409 |
Range |
0.095 |
0.178 |
0.083 |
87.4% |
0.283 |
ATR |
0.127 |
0.131 |
0.004 |
2.8% |
0.000 |
Volume |
8,546 |
6,946 |
-1,600 |
-18.7% |
32,724 |
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.940 |
5.835 |
5.471 |
|
R3 |
5.762 |
5.657 |
5.422 |
|
R2 |
5.584 |
5.584 |
5.406 |
|
R1 |
5.479 |
5.479 |
5.389 |
5.443 |
PP |
5.406 |
5.406 |
5.406 |
5.388 |
S1 |
5.301 |
5.301 |
5.357 |
5.265 |
S2 |
5.228 |
5.228 |
5.340 |
|
S3 |
5.050 |
5.123 |
5.324 |
|
S4 |
4.872 |
4.945 |
5.275 |
|
|
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 |
5.334 |
0.275 |
5.1% |
0.129 |
2.4% |
14% |
False |
True |
7,137 |
10 |
5.609 |
5.190 |
0.419 |
7.8% |
0.120 |
2.2% |
44% |
False |
False |
5,993 |
20 |
5.609 |
5.145 |
0.464 |
8.6% |
0.127 |
2.4% |
49% |
False |
False |
4,698 |
40 |
5.609 |
5.068 |
0.541 |
10.1% |
0.135 |
2.5% |
56% |
False |
False |
4,156 |
60 |
5.953 |
5.068 |
0.885 |
16.5% |
0.124 |
2.3% |
34% |
False |
False |
3,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.269 |
2.618 |
5.978 |
1.618 |
5.800 |
1.000 |
5.690 |
0.618 |
5.622 |
HIGH |
5.512 |
0.618 |
5.444 |
0.500 |
5.423 |
0.382 |
5.402 |
LOW |
5.334 |
0.618 |
5.224 |
1.000 |
5.156 |
1.618 |
5.046 |
2.618 |
4.868 |
4.250 |
4.578 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5.423 |
5.427 |
PP |
5.406 |
5.409 |
S1 |
5.390 |
5.391 |
|