NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
4.284 |
4.218 |
-0.066 |
-1.5% |
4.636 |
| High |
4.316 |
4.385 |
0.069 |
1.6% |
4.680 |
| Low |
4.211 |
4.140 |
-0.071 |
-1.7% |
4.190 |
| Close |
4.278 |
4.218 |
-0.060 |
-1.4% |
4.215 |
| Range |
0.105 |
0.245 |
0.140 |
133.3% |
0.490 |
| ATR |
0.152 |
0.159 |
0.007 |
4.4% |
0.000 |
| Volume |
12,616 |
14,252 |
1,636 |
13.0% |
46,272 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.983 |
4.845 |
4.353 |
|
| R3 |
4.738 |
4.600 |
4.285 |
|
| R2 |
4.493 |
4.493 |
4.263 |
|
| R1 |
4.355 |
4.355 |
4.240 |
4.341 |
| PP |
4.248 |
4.248 |
4.248 |
4.240 |
| S1 |
4.110 |
4.110 |
4.196 |
4.096 |
| S2 |
4.003 |
4.003 |
4.173 |
|
| S3 |
3.758 |
3.865 |
4.151 |
|
| S4 |
3.513 |
3.620 |
4.083 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.832 |
5.513 |
4.485 |
|
| R3 |
5.342 |
5.023 |
4.350 |
|
| R2 |
4.852 |
4.852 |
4.305 |
|
| R1 |
4.533 |
4.533 |
4.260 |
4.448 |
| PP |
4.362 |
4.362 |
4.362 |
4.319 |
| S1 |
4.043 |
4.043 |
4.170 |
3.958 |
| S2 |
3.872 |
3.872 |
4.125 |
|
| S3 |
3.382 |
3.553 |
4.080 |
|
| S4 |
2.892 |
3.063 |
3.946 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.385 |
4.140 |
0.245 |
5.8% |
0.137 |
3.3% |
32% |
True |
True |
13,366 |
| 10 |
4.680 |
4.140 |
0.540 |
12.8% |
0.161 |
3.8% |
14% |
False |
True |
10,510 |
| 20 |
4.680 |
4.140 |
0.540 |
12.8% |
0.159 |
3.8% |
14% |
False |
True |
9,339 |
| 40 |
4.890 |
4.140 |
0.750 |
17.8% |
0.150 |
3.5% |
10% |
False |
True |
7,914 |
| 60 |
5.789 |
4.140 |
1.649 |
39.1% |
0.141 |
3.3% |
5% |
False |
True |
6,449 |
| 80 |
5.990 |
4.140 |
1.850 |
43.9% |
0.143 |
3.4% |
4% |
False |
True |
5,314 |
| 100 |
6.160 |
4.140 |
2.020 |
47.9% |
0.145 |
3.4% |
4% |
False |
True |
4,675 |
| 120 |
6.160 |
4.140 |
2.020 |
47.9% |
0.149 |
3.5% |
4% |
False |
True |
4,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.426 |
|
2.618 |
5.026 |
|
1.618 |
4.781 |
|
1.000 |
4.630 |
|
0.618 |
4.536 |
|
HIGH |
4.385 |
|
0.618 |
4.291 |
|
0.500 |
4.263 |
|
0.382 |
4.234 |
|
LOW |
4.140 |
|
0.618 |
3.989 |
|
1.000 |
3.895 |
|
1.618 |
3.744 |
|
2.618 |
3.499 |
|
4.250 |
3.099 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.263 |
4.263 |
| PP |
4.248 |
4.248 |
| S1 |
4.233 |
4.233 |
|