NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
4.235 |
4.381 |
0.146 |
3.4% |
4.051 |
| High |
4.389 |
4.512 |
0.123 |
2.8% |
4.300 |
| Low |
4.230 |
4.259 |
0.029 |
0.7% |
3.971 |
| Close |
4.385 |
4.440 |
0.055 |
1.3% |
4.124 |
| Range |
0.159 |
0.253 |
0.094 |
59.1% |
0.329 |
| ATR |
0.172 |
0.178 |
0.006 |
3.4% |
0.000 |
| Volume |
40,114 |
74,519 |
34,405 |
85.8% |
136,288 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.163 |
5.054 |
4.579 |
|
| R3 |
4.910 |
4.801 |
4.510 |
|
| R2 |
4.657 |
4.657 |
4.486 |
|
| R1 |
4.548 |
4.548 |
4.463 |
4.603 |
| PP |
4.404 |
4.404 |
4.404 |
4.431 |
| S1 |
4.295 |
4.295 |
4.417 |
4.350 |
| S2 |
4.151 |
4.151 |
4.394 |
|
| S3 |
3.898 |
4.042 |
4.370 |
|
| S4 |
3.645 |
3.789 |
4.301 |
|
|
| 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 |
4.512 |
4.013 |
0.499 |
11.2% |
0.176 |
4.0% |
86% |
True |
False |
47,123 |
| 10 |
4.512 |
3.971 |
0.541 |
12.2% |
0.172 |
3.9% |
87% |
True |
False |
38,460 |
| 20 |
4.548 |
3.971 |
0.577 |
13.0% |
0.172 |
3.9% |
81% |
False |
False |
31,234 |
| 40 |
4.548 |
3.971 |
0.577 |
13.0% |
0.175 |
3.9% |
81% |
False |
False |
29,004 |
| 60 |
5.524 |
3.971 |
1.553 |
35.0% |
0.155 |
3.5% |
30% |
False |
False |
22,354 |
| 80 |
5.894 |
3.971 |
1.923 |
43.3% |
0.157 |
3.5% |
24% |
False |
False |
17,953 |
| 100 |
6.075 |
3.971 |
2.104 |
47.4% |
0.163 |
3.7% |
22% |
False |
False |
15,018 |
| 120 |
6.075 |
3.971 |
2.104 |
47.4% |
0.170 |
3.8% |
22% |
False |
False |
12,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.587 |
|
2.618 |
5.174 |
|
1.618 |
4.921 |
|
1.000 |
4.765 |
|
0.618 |
4.668 |
|
HIGH |
4.512 |
|
0.618 |
4.415 |
|
0.500 |
4.386 |
|
0.382 |
4.356 |
|
LOW |
4.259 |
|
0.618 |
4.103 |
|
1.000 |
4.006 |
|
1.618 |
3.850 |
|
2.618 |
3.597 |
|
4.250 |
3.184 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.422 |
4.414 |
| PP |
4.404 |
4.388 |
| S1 |
4.386 |
4.362 |
|