NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 27-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
Open |
5.120 |
5.141 |
0.021 |
0.4% |
5.429 |
High |
5.260 |
5.258 |
-0.002 |
0.0% |
5.512 |
Low |
5.120 |
5.128 |
0.008 |
0.2% |
5.098 |
Close |
5.141 |
5.227 |
0.086 |
1.7% |
5.112 |
Range |
0.140 |
0.130 |
-0.010 |
-7.1% |
0.414 |
ATR |
0.130 |
0.130 |
0.000 |
0.0% |
0.000 |
Volume |
3,671 |
3,547 |
-124 |
-3.4% |
35,522 |
|
Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.594 |
5.541 |
5.299 |
|
R3 |
5.464 |
5.411 |
5.263 |
|
R2 |
5.334 |
5.334 |
5.251 |
|
R1 |
5.281 |
5.281 |
5.239 |
5.308 |
PP |
5.204 |
5.204 |
5.204 |
5.218 |
S1 |
5.151 |
5.151 |
5.215 |
5.178 |
S2 |
5.074 |
5.074 |
5.203 |
|
S3 |
4.944 |
5.021 |
5.191 |
|
S4 |
4.814 |
4.891 |
5.156 |
|
|
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 |
4.5% |
0.118 |
2.3% |
86% |
False |
False |
3,503 |
10 |
5.519 |
5.026 |
0.493 |
9.4% |
0.130 |
2.5% |
41% |
False |
False |
5,826 |
20 |
5.609 |
5.026 |
0.583 |
11.2% |
0.119 |
2.3% |
34% |
False |
False |
5,331 |
40 |
5.609 |
5.026 |
0.583 |
11.2% |
0.138 |
2.6% |
34% |
False |
False |
4,469 |
60 |
5.831 |
5.026 |
0.805 |
15.4% |
0.128 |
2.4% |
25% |
False |
False |
3,866 |
80 |
6.573 |
5.026 |
1.547 |
29.6% |
0.126 |
2.4% |
13% |
False |
False |
3,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.811 |
2.618 |
5.598 |
1.618 |
5.468 |
1.000 |
5.388 |
0.618 |
5.338 |
HIGH |
5.258 |
0.618 |
5.208 |
0.500 |
5.193 |
0.382 |
5.178 |
LOW |
5.128 |
0.618 |
5.048 |
1.000 |
4.998 |
1.618 |
4.918 |
2.618 |
4.788 |
4.250 |
4.576 |
|
|
Fisher Pivots for day following 27-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5.216 |
5.199 |
PP |
5.204 |
5.171 |
S1 |
5.193 |
5.143 |
|