NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 28-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
Open |
5.141 |
5.256 |
0.115 |
2.2% |
5.090 |
High |
5.258 |
5.291 |
0.033 |
0.6% |
5.291 |
Low |
5.128 |
5.184 |
0.056 |
1.1% |
5.026 |
Close |
5.227 |
5.257 |
0.030 |
0.6% |
5.257 |
Range |
0.130 |
0.107 |
-0.023 |
-17.7% |
0.265 |
ATR |
0.130 |
0.128 |
-0.002 |
-1.3% |
0.000 |
Volume |
3,547 |
4,973 |
1,426 |
40.2% |
18,019 |
|
Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.565 |
5.518 |
5.316 |
|
R3 |
5.458 |
5.411 |
5.286 |
|
R2 |
5.351 |
5.351 |
5.277 |
|
R1 |
5.304 |
5.304 |
5.267 |
5.328 |
PP |
5.244 |
5.244 |
5.244 |
5.256 |
S1 |
5.197 |
5.197 |
5.247 |
5.221 |
S2 |
5.137 |
5.137 |
5.237 |
|
S3 |
5.030 |
5.090 |
5.228 |
|
S4 |
4.923 |
4.983 |
5.198 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.986 |
5.887 |
5.403 |
|
R3 |
5.721 |
5.622 |
5.330 |
|
R2 |
5.456 |
5.456 |
5.306 |
|
R1 |
5.357 |
5.357 |
5.281 |
5.407 |
PP |
5.191 |
5.191 |
5.191 |
5.216 |
S1 |
5.092 |
5.092 |
5.233 |
5.142 |
S2 |
4.926 |
4.926 |
5.208 |
|
S3 |
4.661 |
4.827 |
5.184 |
|
S4 |
4.396 |
4.562 |
5.111 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.291 |
5.026 |
0.265 |
5.0% |
0.115 |
2.2% |
87% |
True |
False |
3,603 |
10 |
5.512 |
5.026 |
0.486 |
9.2% |
0.126 |
2.4% |
48% |
False |
False |
5,354 |
20 |
5.609 |
5.026 |
0.583 |
11.1% |
0.117 |
2.2% |
40% |
False |
False |
5,299 |
40 |
5.609 |
5.026 |
0.583 |
11.1% |
0.135 |
2.6% |
40% |
False |
False |
4,383 |
60 |
5.750 |
5.026 |
0.724 |
13.8% |
0.126 |
2.4% |
32% |
False |
False |
3,899 |
80 |
6.573 |
5.026 |
1.547 |
29.4% |
0.126 |
2.4% |
15% |
False |
False |
3,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.746 |
2.618 |
5.571 |
1.618 |
5.464 |
1.000 |
5.398 |
0.618 |
5.357 |
HIGH |
5.291 |
0.618 |
5.250 |
0.500 |
5.238 |
0.382 |
5.225 |
LOW |
5.184 |
0.618 |
5.118 |
1.000 |
5.077 |
1.618 |
5.011 |
2.618 |
4.904 |
4.250 |
4.729 |
|
|
Fisher Pivots for day following 28-May-2010 |
Pivot |
1 day |
3 day |
R1 |
5.251 |
5.240 |
PP |
5.244 |
5.223 |
S1 |
5.238 |
5.206 |
|