NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 20-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
Open |
5.335 |
5.210 |
-0.125 |
-2.3% |
5.333 |
High |
5.375 |
5.235 |
-0.140 |
-2.6% |
5.609 |
Low |
5.189 |
5.130 |
-0.059 |
-1.1% |
5.326 |
Close |
5.219 |
5.173 |
-0.046 |
-0.9% |
5.409 |
Range |
0.186 |
0.105 |
-0.081 |
-43.5% |
0.283 |
ATR |
0.135 |
0.133 |
-0.002 |
-1.6% |
0.000 |
Volume |
9,032 |
6,528 |
-2,504 |
-27.7% |
32,724 |
|
Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.494 |
5.439 |
5.231 |
|
R3 |
5.389 |
5.334 |
5.202 |
|
R2 |
5.284 |
5.284 |
5.192 |
|
R1 |
5.229 |
5.229 |
5.183 |
5.204 |
PP |
5.179 |
5.179 |
5.179 |
5.167 |
S1 |
5.124 |
5.124 |
5.163 |
5.099 |
S2 |
5.074 |
5.074 |
5.154 |
|
S3 |
4.969 |
5.019 |
5.144 |
|
S4 |
4.864 |
4.914 |
5.115 |
|
|
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 |
5.519 |
5.130 |
0.389 |
7.5% |
0.141 |
2.7% |
11% |
False |
True |
8,150 |
10 |
5.609 |
5.130 |
0.479 |
9.3% |
0.129 |
2.5% |
9% |
False |
True |
6,862 |
20 |
5.609 |
5.130 |
0.479 |
9.3% |
0.130 |
2.5% |
9% |
False |
True |
5,231 |
40 |
5.609 |
5.068 |
0.541 |
10.5% |
0.138 |
2.7% |
19% |
False |
False |
4,393 |
60 |
5.953 |
5.068 |
0.885 |
17.1% |
0.125 |
2.4% |
12% |
False |
False |
3,723 |
80 |
6.573 |
5.068 |
1.505 |
29.1% |
0.127 |
2.5% |
7% |
False |
False |
3,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.681 |
2.618 |
5.510 |
1.618 |
5.405 |
1.000 |
5.340 |
0.618 |
5.300 |
HIGH |
5.235 |
0.618 |
5.195 |
0.500 |
5.183 |
0.382 |
5.170 |
LOW |
5.130 |
0.618 |
5.065 |
1.000 |
5.025 |
1.618 |
4.960 |
2.618 |
4.855 |
4.250 |
4.684 |
|
|
Fisher Pivots for day following 20-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5.183 |
5.321 |
PP |
5.179 |
5.272 |
S1 |
5.176 |
5.222 |
|