NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
4.213 |
4.205 |
-0.008 |
-0.2% |
4.554 |
| High |
4.269 |
4.276 |
0.007 |
0.2% |
4.702 |
| Low |
4.180 |
4.168 |
-0.012 |
-0.3% |
4.232 |
| Close |
4.206 |
4.243 |
0.037 |
0.9% |
4.241 |
| Range |
0.089 |
0.108 |
0.019 |
21.3% |
0.470 |
| ATR |
0.153 |
0.149 |
-0.003 |
-2.1% |
0.000 |
| Volume |
9,655 |
12,356 |
2,701 |
28.0% |
89,269 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.553 |
4.506 |
4.302 |
|
| R3 |
4.445 |
4.398 |
4.273 |
|
| R2 |
4.337 |
4.337 |
4.263 |
|
| R1 |
4.290 |
4.290 |
4.253 |
4.314 |
| PP |
4.229 |
4.229 |
4.229 |
4.241 |
| S1 |
4.182 |
4.182 |
4.233 |
4.206 |
| S2 |
4.121 |
4.121 |
4.223 |
|
| S3 |
4.013 |
4.074 |
4.213 |
|
| S4 |
3.905 |
3.966 |
4.184 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.802 |
5.491 |
4.500 |
|
| R3 |
5.332 |
5.021 |
4.370 |
|
| R2 |
4.862 |
4.862 |
4.327 |
|
| R1 |
4.551 |
4.551 |
4.284 |
4.472 |
| PP |
4.392 |
4.392 |
4.392 |
4.352 |
| S1 |
4.081 |
4.081 |
4.198 |
4.002 |
| S2 |
3.922 |
3.922 |
4.155 |
|
| S3 |
3.452 |
3.611 |
4.112 |
|
| S4 |
2.982 |
3.141 |
3.983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.559 |
4.168 |
0.391 |
9.2% |
0.140 |
3.3% |
19% |
False |
True |
14,819 |
| 10 |
4.702 |
4.168 |
0.534 |
12.6% |
0.146 |
3.4% |
14% |
False |
True |
17,523 |
| 20 |
4.702 |
4.140 |
0.562 |
13.2% |
0.153 |
3.6% |
18% |
False |
False |
15,590 |
| 40 |
4.702 |
4.140 |
0.562 |
13.2% |
0.162 |
3.8% |
18% |
False |
False |
11,864 |
| 60 |
5.096 |
4.140 |
0.956 |
22.5% |
0.144 |
3.4% |
11% |
False |
False |
9,596 |
| 80 |
5.884 |
4.140 |
1.744 |
41.1% |
0.143 |
3.4% |
6% |
False |
False |
7,882 |
| 100 |
6.160 |
4.140 |
2.020 |
47.6% |
0.145 |
3.4% |
5% |
False |
False |
6,673 |
| 120 |
6.160 |
4.140 |
2.020 |
47.6% |
0.148 |
3.5% |
5% |
False |
False |
5,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.735 |
|
2.618 |
4.559 |
|
1.618 |
4.451 |
|
1.000 |
4.384 |
|
0.618 |
4.343 |
|
HIGH |
4.276 |
|
0.618 |
4.235 |
|
0.500 |
4.222 |
|
0.382 |
4.209 |
|
LOW |
4.168 |
|
0.618 |
4.101 |
|
1.000 |
4.060 |
|
1.618 |
3.993 |
|
2.618 |
3.885 |
|
4.250 |
3.709 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.236 |
4.276 |
| PP |
4.229 |
4.265 |
| S1 |
4.222 |
4.254 |
|