NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 19-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
Open |
5.474 |
5.335 |
-0.139 |
-2.5% |
5.333 |
High |
5.512 |
5.375 |
-0.137 |
-2.5% |
5.609 |
Low |
5.334 |
5.189 |
-0.145 |
-2.7% |
5.326 |
Close |
5.373 |
5.219 |
-0.154 |
-2.9% |
5.409 |
Range |
0.178 |
0.186 |
0.008 |
4.5% |
0.283 |
ATR |
0.131 |
0.135 |
0.004 |
3.0% |
0.000 |
Volume |
6,946 |
9,032 |
2,086 |
30.0% |
32,724 |
|
Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.819 |
5.705 |
5.321 |
|
R3 |
5.633 |
5.519 |
5.270 |
|
R2 |
5.447 |
5.447 |
5.253 |
|
R1 |
5.333 |
5.333 |
5.236 |
5.297 |
PP |
5.261 |
5.261 |
5.261 |
5.243 |
S1 |
5.147 |
5.147 |
5.202 |
5.111 |
S2 |
5.075 |
5.075 |
5.185 |
|
S3 |
4.889 |
4.961 |
5.168 |
|
S4 |
4.703 |
4.775 |
5.117 |
|
|
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 |
5.189 |
0.420 |
8.0% |
0.150 |
2.9% |
7% |
False |
True |
7,931 |
10 |
5.609 |
5.189 |
0.420 |
8.0% |
0.132 |
2.5% |
7% |
False |
True |
6,587 |
20 |
5.609 |
5.145 |
0.464 |
8.9% |
0.132 |
2.5% |
16% |
False |
False |
5,038 |
40 |
5.609 |
5.068 |
0.541 |
10.4% |
0.137 |
2.6% |
28% |
False |
False |
4,309 |
60 |
5.953 |
5.068 |
0.885 |
17.0% |
0.125 |
2.4% |
17% |
False |
False |
3,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.166 |
2.618 |
5.862 |
1.618 |
5.676 |
1.000 |
5.561 |
0.618 |
5.490 |
HIGH |
5.375 |
0.618 |
5.304 |
0.500 |
5.282 |
0.382 |
5.260 |
LOW |
5.189 |
0.618 |
5.074 |
1.000 |
5.003 |
1.618 |
4.888 |
2.618 |
4.702 |
4.250 |
4.399 |
|
|
Fisher Pivots for day following 19-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5.282 |
5.351 |
PP |
5.261 |
5.307 |
S1 |
5.240 |
5.263 |
|