NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
4.416 |
4.504 |
0.088 |
2.0% |
4.131 |
| High |
4.499 |
4.587 |
0.088 |
2.0% |
4.512 |
| Low |
4.372 |
4.391 |
0.019 |
0.4% |
4.116 |
| Close |
4.489 |
4.436 |
-0.053 |
-1.2% |
4.409 |
| Range |
0.127 |
0.196 |
0.069 |
54.3% |
0.396 |
| ATR |
0.169 |
0.171 |
0.002 |
1.1% |
0.000 |
| Volume |
71,501 |
67,369 |
-4,132 |
-5.8% |
301,557 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.059 |
4.944 |
4.544 |
|
| R3 |
4.863 |
4.748 |
4.490 |
|
| R2 |
4.667 |
4.667 |
4.472 |
|
| R1 |
4.552 |
4.552 |
4.454 |
4.512 |
| PP |
4.471 |
4.471 |
4.471 |
4.451 |
| S1 |
4.356 |
4.356 |
4.418 |
4.316 |
| S2 |
4.275 |
4.275 |
4.400 |
|
| S3 |
4.079 |
4.160 |
4.382 |
|
| S4 |
3.883 |
3.964 |
4.328 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.534 |
5.367 |
4.627 |
|
| R3 |
5.138 |
4.971 |
4.518 |
|
| R2 |
4.742 |
4.742 |
4.482 |
|
| R1 |
4.575 |
4.575 |
4.445 |
4.659 |
| PP |
4.346 |
4.346 |
4.346 |
4.387 |
| S1 |
4.179 |
4.179 |
4.373 |
4.263 |
| S2 |
3.950 |
3.950 |
4.336 |
|
| S3 |
3.554 |
3.783 |
4.300 |
|
| S4 |
3.158 |
3.387 |
4.191 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.587 |
4.230 |
0.357 |
8.0% |
0.166 |
3.8% |
58% |
True |
False |
70,297 |
| 10 |
4.587 |
3.971 |
0.616 |
13.9% |
0.174 |
3.9% |
75% |
True |
False |
52,504 |
| 20 |
4.587 |
3.971 |
0.616 |
13.9% |
0.173 |
3.9% |
75% |
True |
False |
38,827 |
| 40 |
4.587 |
3.971 |
0.616 |
13.9% |
0.174 |
3.9% |
75% |
True |
False |
34,005 |
| 60 |
5.155 |
3.971 |
1.184 |
26.7% |
0.155 |
3.5% |
39% |
False |
False |
25,981 |
| 80 |
5.880 |
3.971 |
1.909 |
43.0% |
0.157 |
3.5% |
24% |
False |
False |
20,807 |
| 100 |
6.075 |
3.971 |
2.104 |
47.4% |
0.161 |
3.6% |
22% |
False |
False |
17,299 |
| 120 |
6.075 |
3.971 |
2.104 |
47.4% |
0.169 |
3.8% |
22% |
False |
False |
14,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.420 |
|
2.618 |
5.100 |
|
1.618 |
4.904 |
|
1.000 |
4.783 |
|
0.618 |
4.708 |
|
HIGH |
4.587 |
|
0.618 |
4.512 |
|
0.500 |
4.489 |
|
0.382 |
4.466 |
|
LOW |
4.391 |
|
0.618 |
4.270 |
|
1.000 |
4.195 |
|
1.618 |
4.074 |
|
2.618 |
3.878 |
|
4.250 |
3.558 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.489 |
4.468 |
| PP |
4.471 |
4.457 |
| S1 |
4.454 |
4.447 |
|