NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
4.217 |
4.430 |
0.213 |
5.1% |
4.228 |
| High |
4.322 |
4.492 |
0.170 |
3.9% |
4.385 |
| Low |
4.186 |
4.320 |
0.134 |
3.2% |
4.140 |
| Close |
4.298 |
4.430 |
0.132 |
3.1% |
4.298 |
| Range |
0.136 |
0.172 |
0.036 |
26.5% |
0.245 |
| ATR |
0.157 |
0.160 |
0.003 |
1.7% |
0.000 |
| Volume |
18,488 |
15,103 |
-3,385 |
-18.3% |
67,064 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.930 |
4.852 |
4.525 |
|
| R3 |
4.758 |
4.680 |
4.477 |
|
| R2 |
4.586 |
4.586 |
4.462 |
|
| R1 |
4.508 |
4.508 |
4.446 |
4.516 |
| PP |
4.414 |
4.414 |
4.414 |
4.418 |
| S1 |
4.336 |
4.336 |
4.414 |
4.344 |
| S2 |
4.242 |
4.242 |
4.398 |
|
| S3 |
4.070 |
4.164 |
4.383 |
|
| S4 |
3.898 |
3.992 |
4.335 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.009 |
4.899 |
4.433 |
|
| R3 |
4.764 |
4.654 |
4.365 |
|
| R2 |
4.519 |
4.519 |
4.343 |
|
| R1 |
4.409 |
4.409 |
4.320 |
4.464 |
| PP |
4.274 |
4.274 |
4.274 |
4.302 |
| S1 |
4.164 |
4.164 |
4.276 |
4.219 |
| S2 |
4.029 |
4.029 |
4.253 |
|
| S3 |
3.784 |
3.919 |
4.231 |
|
| S4 |
3.539 |
3.674 |
4.163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.492 |
4.140 |
0.352 |
7.9% |
0.146 |
3.3% |
82% |
True |
False |
13,640 |
| 10 |
4.680 |
4.140 |
0.540 |
12.2% |
0.159 |
3.6% |
54% |
False |
False |
12,274 |
| 20 |
4.680 |
4.140 |
0.540 |
12.2% |
0.154 |
3.5% |
54% |
False |
False |
10,132 |
| 40 |
4.779 |
4.140 |
0.639 |
14.4% |
0.152 |
3.4% |
45% |
False |
False |
8,218 |
| 60 |
5.789 |
4.140 |
1.649 |
37.2% |
0.143 |
3.2% |
18% |
False |
False |
6,883 |
| 80 |
5.990 |
4.140 |
1.850 |
41.8% |
0.142 |
3.2% |
16% |
False |
False |
5,691 |
| 100 |
6.160 |
4.140 |
2.020 |
45.6% |
0.145 |
3.3% |
14% |
False |
False |
4,977 |
| 120 |
6.160 |
4.140 |
2.020 |
45.6% |
0.150 |
3.4% |
14% |
False |
False |
4,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.223 |
|
2.618 |
4.942 |
|
1.618 |
4.770 |
|
1.000 |
4.664 |
|
0.618 |
4.598 |
|
HIGH |
4.492 |
|
0.618 |
4.426 |
|
0.500 |
4.406 |
|
0.382 |
4.386 |
|
LOW |
4.320 |
|
0.618 |
4.214 |
|
1.000 |
4.148 |
|
1.618 |
4.042 |
|
2.618 |
3.870 |
|
4.250 |
3.589 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.422 |
4.392 |
| PP |
4.414 |
4.354 |
| S1 |
4.406 |
4.316 |
|