NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
4.504 |
4.425 |
-0.079 |
-1.8% |
4.131 |
| High |
4.587 |
4.433 |
-0.154 |
-3.4% |
4.512 |
| Low |
4.391 |
4.222 |
-0.169 |
-3.8% |
4.116 |
| Close |
4.436 |
4.246 |
-0.190 |
-4.3% |
4.409 |
| Range |
0.196 |
0.211 |
0.015 |
7.7% |
0.396 |
| ATR |
0.171 |
0.174 |
0.003 |
1.8% |
0.000 |
| Volume |
67,369 |
56,961 |
-10,408 |
-15.4% |
301,557 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.933 |
4.801 |
4.362 |
|
| R3 |
4.722 |
4.590 |
4.304 |
|
| R2 |
4.511 |
4.511 |
4.285 |
|
| R1 |
4.379 |
4.379 |
4.265 |
4.340 |
| PP |
4.300 |
4.300 |
4.300 |
4.281 |
| S1 |
4.168 |
4.168 |
4.227 |
4.129 |
| S2 |
4.089 |
4.089 |
4.207 |
|
| S3 |
3.878 |
3.957 |
4.188 |
|
| S4 |
3.667 |
3.746 |
4.130 |
|
|
| 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 |
4.222 |
0.365 |
8.6% |
0.177 |
4.2% |
7% |
False |
True |
73,666 |
| 10 |
4.587 |
3.971 |
0.616 |
14.5% |
0.184 |
4.3% |
45% |
False |
False |
55,558 |
| 20 |
4.587 |
3.971 |
0.616 |
14.5% |
0.178 |
4.2% |
45% |
False |
False |
40,944 |
| 40 |
4.587 |
3.971 |
0.616 |
14.5% |
0.177 |
4.2% |
45% |
False |
False |
35,175 |
| 60 |
5.148 |
3.971 |
1.177 |
27.7% |
0.157 |
3.7% |
23% |
False |
False |
26,822 |
| 80 |
5.810 |
3.971 |
1.839 |
43.3% |
0.157 |
3.7% |
15% |
False |
False |
21,486 |
| 100 |
6.075 |
3.971 |
2.104 |
49.6% |
0.161 |
3.8% |
13% |
False |
False |
17,840 |
| 120 |
6.075 |
3.971 |
2.104 |
49.6% |
0.170 |
4.0% |
13% |
False |
False |
15,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.330 |
|
2.618 |
4.985 |
|
1.618 |
4.774 |
|
1.000 |
4.644 |
|
0.618 |
4.563 |
|
HIGH |
4.433 |
|
0.618 |
4.352 |
|
0.500 |
4.328 |
|
0.382 |
4.303 |
|
LOW |
4.222 |
|
0.618 |
4.092 |
|
1.000 |
4.011 |
|
1.618 |
3.881 |
|
2.618 |
3.670 |
|
4.250 |
3.325 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.328 |
4.405 |
| PP |
4.300 |
4.352 |
| S1 |
4.273 |
4.299 |
|