NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
4.131 |
4.255 |
0.124 |
3.0% |
4.051 |
| High |
4.335 |
4.321 |
-0.014 |
-0.3% |
4.300 |
| Low |
4.116 |
4.211 |
0.095 |
2.3% |
3.971 |
| Close |
4.271 |
4.225 |
-0.046 |
-1.1% |
4.124 |
| Range |
0.219 |
0.110 |
-0.109 |
-49.8% |
0.329 |
| ATR |
0.178 |
0.173 |
-0.005 |
-2.7% |
0.000 |
| Volume |
36,066 |
52,874 |
16,808 |
46.6% |
136,288 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.582 |
4.514 |
4.286 |
|
| R3 |
4.472 |
4.404 |
4.255 |
|
| R2 |
4.362 |
4.362 |
4.245 |
|
| R1 |
4.294 |
4.294 |
4.235 |
4.273 |
| PP |
4.252 |
4.252 |
4.252 |
4.242 |
| S1 |
4.184 |
4.184 |
4.215 |
4.163 |
| S2 |
4.142 |
4.142 |
4.205 |
|
| S3 |
4.032 |
4.074 |
4.195 |
|
| S4 |
3.922 |
3.964 |
4.165 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.119 |
4.950 |
4.305 |
|
| R3 |
4.790 |
4.621 |
4.214 |
|
| R2 |
4.461 |
4.461 |
4.184 |
|
| R1 |
4.292 |
4.292 |
4.154 |
4.377 |
| PP |
4.132 |
4.132 |
4.132 |
4.174 |
| S1 |
3.963 |
3.963 |
4.094 |
4.048 |
| S2 |
3.803 |
3.803 |
4.064 |
|
| S3 |
3.474 |
3.634 |
4.034 |
|
| S4 |
3.145 |
3.305 |
3.943 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.335 |
3.971 |
0.364 |
8.6% |
0.181 |
4.3% |
70% |
False |
False |
34,711 |
| 10 |
4.548 |
3.971 |
0.577 |
13.7% |
0.185 |
4.4% |
44% |
False |
False |
32,406 |
| 20 |
4.548 |
3.971 |
0.577 |
13.7% |
0.170 |
4.0% |
44% |
False |
False |
31,435 |
| 40 |
4.652 |
3.971 |
0.681 |
16.1% |
0.168 |
4.0% |
37% |
False |
False |
26,563 |
| 60 |
5.703 |
3.971 |
1.732 |
41.0% |
0.153 |
3.6% |
15% |
False |
False |
20,673 |
| 80 |
5.894 |
3.971 |
1.923 |
45.5% |
0.156 |
3.7% |
13% |
False |
False |
16,653 |
| 100 |
6.075 |
3.971 |
2.104 |
49.8% |
0.163 |
3.9% |
12% |
False |
False |
13,917 |
| 120 |
6.075 |
3.971 |
2.104 |
49.8% |
0.169 |
4.0% |
12% |
False |
False |
11,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.789 |
|
2.618 |
4.609 |
|
1.618 |
4.499 |
|
1.000 |
4.431 |
|
0.618 |
4.389 |
|
HIGH |
4.321 |
|
0.618 |
4.279 |
|
0.500 |
4.266 |
|
0.382 |
4.253 |
|
LOW |
4.211 |
|
0.618 |
4.143 |
|
1.000 |
4.101 |
|
1.618 |
4.033 |
|
2.618 |
3.923 |
|
4.250 |
3.744 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.266 |
4.208 |
| PP |
4.252 |
4.191 |
| S1 |
4.239 |
4.174 |
|