NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
4.554 |
4.615 |
0.061 |
1.3% |
4.430 |
| High |
4.616 |
4.702 |
0.086 |
1.9% |
4.634 |
| Low |
4.497 |
4.517 |
0.020 |
0.4% |
4.320 |
| Close |
4.608 |
4.561 |
-0.047 |
-1.0% |
4.530 |
| Range |
0.119 |
0.185 |
0.066 |
55.5% |
0.314 |
| ATR |
0.153 |
0.155 |
0.002 |
1.5% |
0.000 |
| Volume |
18,247 |
18,934 |
687 |
3.8% |
99,509 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.148 |
5.040 |
4.663 |
|
| R3 |
4.963 |
4.855 |
4.612 |
|
| R2 |
4.778 |
4.778 |
4.595 |
|
| R1 |
4.670 |
4.670 |
4.578 |
4.632 |
| PP |
4.593 |
4.593 |
4.593 |
4.574 |
| S1 |
4.485 |
4.485 |
4.544 |
4.447 |
| S2 |
4.408 |
4.408 |
4.527 |
|
| S3 |
4.223 |
4.300 |
4.510 |
|
| S4 |
4.038 |
4.115 |
4.459 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.437 |
5.297 |
4.703 |
|
| R3 |
5.123 |
4.983 |
4.616 |
|
| R2 |
4.809 |
4.809 |
4.588 |
|
| R1 |
4.669 |
4.669 |
4.559 |
4.739 |
| PP |
4.495 |
4.495 |
4.495 |
4.530 |
| S1 |
4.355 |
4.355 |
4.501 |
4.425 |
| S2 |
4.181 |
4.181 |
4.472 |
|
| S3 |
3.867 |
4.041 |
4.444 |
|
| S4 |
3.553 |
3.727 |
4.357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.702 |
4.399 |
0.303 |
6.6% |
0.152 |
3.3% |
53% |
True |
False |
20,227 |
| 10 |
4.702 |
4.140 |
0.562 |
12.3% |
0.152 |
3.3% |
75% |
True |
False |
18,204 |
| 20 |
4.702 |
4.140 |
0.562 |
12.3% |
0.153 |
3.4% |
75% |
True |
False |
13,522 |
| 40 |
4.702 |
4.140 |
0.562 |
12.3% |
0.158 |
3.5% |
75% |
True |
False |
10,662 |
| 60 |
5.250 |
4.140 |
1.110 |
24.3% |
0.142 |
3.1% |
38% |
False |
False |
8,618 |
| 80 |
5.971 |
4.140 |
1.831 |
40.1% |
0.143 |
3.1% |
23% |
False |
False |
7,072 |
| 100 |
6.160 |
4.140 |
2.020 |
44.3% |
0.145 |
3.2% |
21% |
False |
False |
6,030 |
| 120 |
6.160 |
4.140 |
2.020 |
44.3% |
0.150 |
3.3% |
21% |
False |
False |
5,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.488 |
|
2.618 |
5.186 |
|
1.618 |
5.001 |
|
1.000 |
4.887 |
|
0.618 |
4.816 |
|
HIGH |
4.702 |
|
0.618 |
4.631 |
|
0.500 |
4.610 |
|
0.382 |
4.588 |
|
LOW |
4.517 |
|
0.618 |
4.403 |
|
1.000 |
4.332 |
|
1.618 |
4.218 |
|
2.618 |
4.033 |
|
4.250 |
3.731 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.610 |
4.585 |
| PP |
4.593 |
4.577 |
| S1 |
4.577 |
4.569 |
|