NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 24-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
Open |
5.112 |
5.090 |
-0.022 |
-0.4% |
5.429 |
High |
5.218 |
5.150 |
-0.068 |
-1.3% |
5.512 |
Low |
5.098 |
5.045 |
-0.053 |
-1.0% |
5.098 |
Close |
5.112 |
5.068 |
-0.044 |
-0.9% |
5.112 |
Range |
0.120 |
0.105 |
-0.015 |
-12.5% |
0.414 |
ATR |
0.132 |
0.130 |
-0.002 |
-1.5% |
0.000 |
Volume |
4,470 |
3,023 |
-1,447 |
-32.4% |
35,522 |
|
Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.403 |
5.340 |
5.126 |
|
R3 |
5.298 |
5.235 |
5.097 |
|
R2 |
5.193 |
5.193 |
5.087 |
|
R1 |
5.130 |
5.130 |
5.078 |
5.109 |
PP |
5.088 |
5.088 |
5.088 |
5.077 |
S1 |
5.025 |
5.025 |
5.058 |
5.004 |
S2 |
4.983 |
4.983 |
5.049 |
|
S3 |
4.878 |
4.920 |
5.039 |
|
S4 |
4.773 |
4.815 |
5.010 |
|
|
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 |
5.045 |
0.467 |
9.2% |
0.139 |
2.7% |
5% |
False |
True |
5,999 |
10 |
5.609 |
5.045 |
0.564 |
11.1% |
0.123 |
2.4% |
4% |
False |
True |
6,565 |
20 |
5.609 |
5.045 |
0.564 |
11.1% |
0.125 |
2.5% |
4% |
False |
True |
5,236 |
40 |
5.609 |
5.045 |
0.564 |
11.1% |
0.138 |
2.7% |
4% |
False |
True |
4,444 |
60 |
5.953 |
5.045 |
0.908 |
17.9% |
0.126 |
2.5% |
3% |
False |
True |
3,813 |
80 |
6.573 |
5.045 |
1.528 |
30.1% |
0.126 |
2.5% |
2% |
False |
True |
3,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.596 |
2.618 |
5.425 |
1.618 |
5.320 |
1.000 |
5.255 |
0.618 |
5.215 |
HIGH |
5.150 |
0.618 |
5.110 |
0.500 |
5.098 |
0.382 |
5.085 |
LOW |
5.045 |
0.618 |
4.980 |
1.000 |
4.940 |
1.618 |
4.875 |
2.618 |
4.770 |
4.250 |
4.599 |
|
|
Fisher Pivots for day following 24-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5.098 |
5.140 |
PP |
5.088 |
5.116 |
S1 |
5.078 |
5.092 |
|