NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 26-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
Open |
5.057 |
5.120 |
0.063 |
1.2% |
5.429 |
High |
5.120 |
5.260 |
0.140 |
2.7% |
5.512 |
Low |
5.026 |
5.120 |
0.094 |
1.9% |
5.098 |
Close |
5.098 |
5.141 |
0.043 |
0.8% |
5.112 |
Range |
0.094 |
0.140 |
0.046 |
48.9% |
0.414 |
ATR |
0.127 |
0.130 |
0.002 |
1.9% |
0.000 |
Volume |
2,805 |
3,671 |
866 |
30.9% |
35,522 |
|
Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.594 |
5.507 |
5.218 |
|
R3 |
5.454 |
5.367 |
5.180 |
|
R2 |
5.314 |
5.314 |
5.167 |
|
R1 |
5.227 |
5.227 |
5.154 |
5.271 |
PP |
5.174 |
5.174 |
5.174 |
5.195 |
S1 |
5.087 |
5.087 |
5.128 |
5.131 |
S2 |
5.034 |
5.034 |
5.115 |
|
S3 |
4.894 |
4.947 |
5.103 |
|
S4 |
4.754 |
4.807 |
5.064 |
|
|
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 |
5.260 |
5.026 |
0.234 |
4.6% |
0.113 |
2.2% |
49% |
True |
False |
4,099 |
10 |
5.609 |
5.026 |
0.583 |
11.3% |
0.132 |
2.6% |
20% |
False |
False |
6,015 |
20 |
5.609 |
5.026 |
0.583 |
11.3% |
0.128 |
2.5% |
20% |
False |
False |
5,267 |
40 |
5.609 |
5.026 |
0.583 |
11.3% |
0.138 |
2.7% |
20% |
False |
False |
4,448 |
60 |
5.846 |
5.026 |
0.820 |
16.0% |
0.127 |
2.5% |
14% |
False |
False |
3,838 |
80 |
6.573 |
5.026 |
1.547 |
30.1% |
0.125 |
2.4% |
7% |
False |
False |
3,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.855 |
2.618 |
5.627 |
1.618 |
5.487 |
1.000 |
5.400 |
0.618 |
5.347 |
HIGH |
5.260 |
0.618 |
5.207 |
0.500 |
5.190 |
0.382 |
5.173 |
LOW |
5.120 |
0.618 |
5.033 |
1.000 |
4.980 |
1.618 |
4.893 |
2.618 |
4.753 |
4.250 |
4.525 |
|
|
Fisher Pivots for day following 26-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5.190 |
5.143 |
PP |
5.174 |
5.142 |
S1 |
5.157 |
5.142 |
|