NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
4.105 |
4.172 |
0.067 |
1.6% |
4.416 |
| High |
4.154 |
4.315 |
0.161 |
3.9% |
4.587 |
| Low |
4.036 |
4.135 |
0.099 |
2.5% |
4.094 |
| Close |
4.114 |
4.179 |
0.065 |
1.6% |
4.106 |
| Range |
0.118 |
0.180 |
0.062 |
52.5% |
0.493 |
| ATR |
0.162 |
0.165 |
0.003 |
1.7% |
0.000 |
| Volume |
64,177 |
70,379 |
6,202 |
9.7% |
319,294 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.750 |
4.644 |
4.278 |
|
| R3 |
4.570 |
4.464 |
4.229 |
|
| R2 |
4.390 |
4.390 |
4.212 |
|
| R1 |
4.284 |
4.284 |
4.196 |
4.337 |
| PP |
4.210 |
4.210 |
4.210 |
4.236 |
| S1 |
4.104 |
4.104 |
4.163 |
4.157 |
| S2 |
4.030 |
4.030 |
4.146 |
|
| S3 |
3.850 |
3.924 |
4.130 |
|
| S4 |
3.670 |
3.744 |
4.080 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.741 |
5.417 |
4.377 |
|
| R3 |
5.248 |
4.924 |
4.242 |
|
| R2 |
4.755 |
4.755 |
4.196 |
|
| R1 |
4.431 |
4.431 |
4.151 |
4.347 |
| PP |
4.262 |
4.262 |
4.262 |
4.220 |
| S1 |
3.938 |
3.938 |
4.061 |
3.854 |
| S2 |
3.769 |
3.769 |
4.016 |
|
| S3 |
3.276 |
3.445 |
3.970 |
|
| S4 |
2.783 |
2.952 |
3.835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.315 |
4.036 |
0.279 |
6.7% |
0.140 |
3.4% |
51% |
True |
False |
62,189 |
| 10 |
4.587 |
4.036 |
0.551 |
13.2% |
0.159 |
3.8% |
26% |
False |
False |
67,928 |
| 20 |
4.587 |
3.971 |
0.616 |
14.7% |
0.173 |
4.1% |
34% |
False |
False |
51,049 |
| 40 |
4.587 |
3.971 |
0.616 |
14.7% |
0.179 |
4.3% |
34% |
False |
False |
41,417 |
| 60 |
5.000 |
3.971 |
1.029 |
24.6% |
0.159 |
3.8% |
20% |
False |
False |
31,507 |
| 80 |
5.810 |
3.971 |
1.839 |
44.0% |
0.155 |
3.7% |
11% |
False |
False |
25,146 |
| 100 |
6.050 |
3.971 |
2.079 |
49.7% |
0.160 |
3.8% |
10% |
False |
False |
20,857 |
| 120 |
6.075 |
3.971 |
2.104 |
50.3% |
0.165 |
4.0% |
10% |
False |
False |
17,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.080 |
|
2.618 |
4.786 |
|
1.618 |
4.606 |
|
1.000 |
4.495 |
|
0.618 |
4.426 |
|
HIGH |
4.315 |
|
0.618 |
4.246 |
|
0.500 |
4.225 |
|
0.382 |
4.204 |
|
LOW |
4.135 |
|
0.618 |
4.024 |
|
1.000 |
3.955 |
|
1.618 |
3.844 |
|
2.618 |
3.664 |
|
4.250 |
3.370 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.225 |
4.178 |
| PP |
4.210 |
4.177 |
| S1 |
4.194 |
4.176 |
|