NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 25-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
Open |
5.090 |
5.057 |
-0.033 |
-0.6% |
5.429 |
High |
5.150 |
5.120 |
-0.030 |
-0.6% |
5.512 |
Low |
5.045 |
5.026 |
-0.019 |
-0.4% |
5.098 |
Close |
5.068 |
5.098 |
0.030 |
0.6% |
5.112 |
Range |
0.105 |
0.094 |
-0.011 |
-10.5% |
0.414 |
ATR |
0.130 |
0.127 |
-0.003 |
-2.0% |
0.000 |
Volume |
3,023 |
2,805 |
-218 |
-7.2% |
35,522 |
|
Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.363 |
5.325 |
5.150 |
|
R3 |
5.269 |
5.231 |
5.124 |
|
R2 |
5.175 |
5.175 |
5.115 |
|
R1 |
5.137 |
5.137 |
5.107 |
5.156 |
PP |
5.081 |
5.081 |
5.081 |
5.091 |
S1 |
5.043 |
5.043 |
5.089 |
5.062 |
S2 |
4.987 |
4.987 |
5.081 |
|
S3 |
4.893 |
4.949 |
5.072 |
|
S4 |
4.799 |
4.855 |
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 |
5.375 |
5.026 |
0.349 |
6.8% |
0.122 |
2.4% |
21% |
False |
True |
5,171 |
10 |
5.609 |
5.026 |
0.583 |
11.4% |
0.125 |
2.5% |
12% |
False |
True |
6,154 |
20 |
5.609 |
5.026 |
0.583 |
11.4% |
0.126 |
2.5% |
12% |
False |
True |
5,243 |
40 |
5.609 |
5.026 |
0.583 |
11.4% |
0.138 |
2.7% |
12% |
False |
True |
4,454 |
60 |
5.846 |
5.026 |
0.820 |
16.1% |
0.125 |
2.5% |
9% |
False |
True |
3,834 |
80 |
6.573 |
5.026 |
1.547 |
30.3% |
0.125 |
2.5% |
5% |
False |
True |
3,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.520 |
2.618 |
5.366 |
1.618 |
5.272 |
1.000 |
5.214 |
0.618 |
5.178 |
HIGH |
5.120 |
0.618 |
5.084 |
0.500 |
5.073 |
0.382 |
5.062 |
LOW |
5.026 |
0.618 |
4.968 |
1.000 |
4.932 |
1.618 |
4.874 |
2.618 |
4.780 |
4.250 |
4.627 |
|
|
Fisher Pivots for day following 25-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5.090 |
5.122 |
PP |
5.081 |
5.114 |
S1 |
5.073 |
5.106 |
|