NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 21-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
Open |
5.210 |
5.112 |
-0.098 |
-1.9% |
5.429 |
High |
5.235 |
5.218 |
-0.017 |
-0.3% |
5.512 |
Low |
5.130 |
5.098 |
-0.032 |
-0.6% |
5.098 |
Close |
5.173 |
5.112 |
-0.061 |
-1.2% |
5.112 |
Range |
0.105 |
0.120 |
0.015 |
14.3% |
0.414 |
ATR |
0.133 |
0.132 |
-0.001 |
-0.7% |
0.000 |
Volume |
6,528 |
4,470 |
-2,058 |
-31.5% |
35,522 |
|
Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.503 |
5.427 |
5.178 |
|
R3 |
5.383 |
5.307 |
5.145 |
|
R2 |
5.263 |
5.263 |
5.134 |
|
R1 |
5.187 |
5.187 |
5.123 |
5.172 |
PP |
5.143 |
5.143 |
5.143 |
5.135 |
S1 |
5.067 |
5.067 |
5.101 |
5.052 |
S2 |
5.023 |
5.023 |
5.090 |
|
S3 |
4.903 |
4.947 |
5.079 |
|
S4 |
4.783 |
4.827 |
5.046 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.483 |
6.211 |
5.340 |
|
R3 |
6.069 |
5.797 |
5.226 |
|
R2 |
5.655 |
5.655 |
5.188 |
|
R1 |
5.383 |
5.383 |
5.150 |
5.312 |
PP |
5.241 |
5.241 |
5.241 |
5.205 |
S1 |
4.969 |
4.969 |
5.074 |
4.898 |
S2 |
4.827 |
4.827 |
5.036 |
|
S3 |
4.413 |
4.555 |
4.998 |
|
S4 |
3.999 |
4.141 |
4.884 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.512 |
5.098 |
0.414 |
8.1% |
0.137 |
2.7% |
3% |
False |
True |
7,104 |
10 |
5.609 |
5.098 |
0.511 |
10.0% |
0.128 |
2.5% |
3% |
False |
True |
6,824 |
20 |
5.609 |
5.098 |
0.511 |
10.0% |
0.125 |
2.5% |
3% |
False |
True |
5,278 |
40 |
5.609 |
5.068 |
0.541 |
10.6% |
0.138 |
2.7% |
8% |
False |
False |
4,451 |
60 |
5.953 |
5.068 |
0.885 |
17.3% |
0.126 |
2.5% |
5% |
False |
False |
3,782 |
80 |
6.573 |
5.068 |
1.505 |
29.4% |
0.126 |
2.5% |
3% |
False |
False |
3,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.728 |
2.618 |
5.532 |
1.618 |
5.412 |
1.000 |
5.338 |
0.618 |
5.292 |
HIGH |
5.218 |
0.618 |
5.172 |
0.500 |
5.158 |
0.382 |
5.144 |
LOW |
5.098 |
0.618 |
5.024 |
1.000 |
4.978 |
1.618 |
4.904 |
2.618 |
4.784 |
4.250 |
4.588 |
|
|
Fisher Pivots for day following 21-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5.158 |
5.237 |
PP |
5.143 |
5.195 |
S1 |
5.127 |
5.154 |
|