NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
4.615 |
4.538 |
-0.077 |
-1.7% |
4.430 |
| High |
4.702 |
4.559 |
-0.143 |
-3.0% |
4.634 |
| Low |
4.517 |
4.355 |
-0.162 |
-3.6% |
4.320 |
| Close |
4.561 |
4.382 |
-0.179 |
-3.9% |
4.530 |
| Range |
0.185 |
0.204 |
0.019 |
10.3% |
0.314 |
| ATR |
0.155 |
0.159 |
0.004 |
2.3% |
0.000 |
| Volume |
18,934 |
23,883 |
4,949 |
26.1% |
99,509 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.044 |
4.917 |
4.494 |
|
| R3 |
4.840 |
4.713 |
4.438 |
|
| R2 |
4.636 |
4.636 |
4.419 |
|
| R1 |
4.509 |
4.509 |
4.401 |
4.471 |
| PP |
4.432 |
4.432 |
4.432 |
4.413 |
| S1 |
4.305 |
4.305 |
4.363 |
4.267 |
| S2 |
4.228 |
4.228 |
4.345 |
|
| S3 |
4.024 |
4.101 |
4.326 |
|
| S4 |
3.820 |
3.897 |
4.270 |
|
|
| 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 |
4.355 |
0.347 |
7.9% |
0.167 |
3.8% |
8% |
False |
True |
21,289 |
| 10 |
4.702 |
4.140 |
0.562 |
12.8% |
0.162 |
3.7% |
43% |
False |
False |
19,331 |
| 20 |
4.702 |
4.140 |
0.562 |
12.8% |
0.159 |
3.6% |
43% |
False |
False |
14,459 |
| 40 |
4.702 |
4.140 |
0.562 |
12.8% |
0.160 |
3.7% |
43% |
False |
False |
11,147 |
| 60 |
5.229 |
4.140 |
1.089 |
24.9% |
0.143 |
3.3% |
22% |
False |
False |
8,935 |
| 80 |
5.884 |
4.140 |
1.744 |
39.8% |
0.144 |
3.3% |
14% |
False |
False |
7,355 |
| 100 |
6.160 |
4.140 |
2.020 |
46.1% |
0.145 |
3.3% |
12% |
False |
False |
6,243 |
| 120 |
6.160 |
4.140 |
2.020 |
46.1% |
0.150 |
3.4% |
12% |
False |
False |
5,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.426 |
|
2.618 |
5.093 |
|
1.618 |
4.889 |
|
1.000 |
4.763 |
|
0.618 |
4.685 |
|
HIGH |
4.559 |
|
0.618 |
4.481 |
|
0.500 |
4.457 |
|
0.382 |
4.433 |
|
LOW |
4.355 |
|
0.618 |
4.229 |
|
1.000 |
4.151 |
|
1.618 |
4.025 |
|
2.618 |
3.821 |
|
4.250 |
3.488 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.457 |
4.529 |
| PP |
4.432 |
4.480 |
| S1 |
4.407 |
4.431 |
|