NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
4.425 |
4.251 |
-0.174 |
-3.9% |
4.131 |
| High |
4.433 |
4.285 |
-0.148 |
-3.3% |
4.512 |
| Low |
4.222 |
4.122 |
-0.100 |
-2.4% |
4.116 |
| Close |
4.246 |
4.185 |
-0.061 |
-1.4% |
4.409 |
| Range |
0.211 |
0.163 |
-0.048 |
-22.7% |
0.396 |
| ATR |
0.174 |
0.173 |
-0.001 |
-0.5% |
0.000 |
| Volume |
56,961 |
64,284 |
7,323 |
12.9% |
301,557 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.686 |
4.599 |
4.275 |
|
| R3 |
4.523 |
4.436 |
4.230 |
|
| R2 |
4.360 |
4.360 |
4.215 |
|
| R1 |
4.273 |
4.273 |
4.200 |
4.235 |
| PP |
4.197 |
4.197 |
4.197 |
4.179 |
| S1 |
4.110 |
4.110 |
4.170 |
4.072 |
| S2 |
4.034 |
4.034 |
4.155 |
|
| S3 |
3.871 |
3.947 |
4.140 |
|
| S4 |
3.708 |
3.784 |
4.095 |
|
|
| 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 |
4.122 |
0.465 |
11.1% |
0.159 |
3.8% |
14% |
False |
True |
71,619 |
| 10 |
4.587 |
4.013 |
0.574 |
13.7% |
0.167 |
4.0% |
30% |
False |
False |
59,371 |
| 20 |
4.587 |
3.971 |
0.616 |
14.7% |
0.176 |
4.2% |
35% |
False |
False |
43,224 |
| 40 |
4.587 |
3.971 |
0.616 |
14.7% |
0.179 |
4.3% |
35% |
False |
False |
36,490 |
| 60 |
5.085 |
3.971 |
1.114 |
26.6% |
0.158 |
3.8% |
19% |
False |
False |
27,796 |
| 80 |
5.810 |
3.971 |
1.839 |
43.9% |
0.157 |
3.8% |
12% |
False |
False |
22,259 |
| 100 |
6.075 |
3.971 |
2.104 |
50.3% |
0.161 |
3.8% |
10% |
False |
False |
18,466 |
| 120 |
6.075 |
3.971 |
2.104 |
50.3% |
0.169 |
4.0% |
10% |
False |
False |
15,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.978 |
|
2.618 |
4.712 |
|
1.618 |
4.549 |
|
1.000 |
4.448 |
|
0.618 |
4.386 |
|
HIGH |
4.285 |
|
0.618 |
4.223 |
|
0.500 |
4.204 |
|
0.382 |
4.184 |
|
LOW |
4.122 |
|
0.618 |
4.021 |
|
1.000 |
3.959 |
|
1.618 |
3.858 |
|
2.618 |
3.695 |
|
4.250 |
3.429 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.204 |
4.355 |
| PP |
4.197 |
4.298 |
| S1 |
4.191 |
4.242 |
|