NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
4.237 |
4.239 |
0.002 |
0.0% |
4.579 |
| High |
4.264 |
4.249 |
-0.015 |
-0.4% |
4.639 |
| Low |
4.192 |
4.142 |
-0.050 |
-1.2% |
4.126 |
| Close |
4.237 |
4.207 |
-0.030 |
-0.7% |
4.153 |
| Range |
0.072 |
0.107 |
0.035 |
48.6% |
0.513 |
| ATR |
0.159 |
0.156 |
-0.004 |
-2.4% |
0.000 |
| Volume |
9,586 |
18,693 |
9,107 |
95.0% |
60,393 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.520 |
4.471 |
4.266 |
|
| R3 |
4.413 |
4.364 |
4.236 |
|
| R2 |
4.306 |
4.306 |
4.227 |
|
| R1 |
4.257 |
4.257 |
4.217 |
4.228 |
| PP |
4.199 |
4.199 |
4.199 |
4.185 |
| S1 |
4.150 |
4.150 |
4.197 |
4.121 |
| S2 |
4.092 |
4.092 |
4.187 |
|
| S3 |
3.985 |
4.043 |
4.178 |
|
| S4 |
3.878 |
3.936 |
4.148 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.845 |
5.512 |
4.435 |
|
| R3 |
5.332 |
4.999 |
4.294 |
|
| R2 |
4.819 |
4.819 |
4.247 |
|
| R1 |
4.486 |
4.486 |
4.200 |
4.396 |
| PP |
4.306 |
4.306 |
4.306 |
4.261 |
| S1 |
3.973 |
3.973 |
4.106 |
3.883 |
| S2 |
3.793 |
3.793 |
4.059 |
|
| S3 |
3.280 |
3.460 |
4.012 |
|
| S4 |
2.767 |
2.947 |
3.871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.603 |
4.126 |
0.477 |
11.3% |
0.170 |
4.0% |
17% |
False |
False |
15,328 |
| 10 |
4.639 |
4.126 |
0.513 |
12.2% |
0.161 |
3.8% |
16% |
False |
False |
12,209 |
| 20 |
4.639 |
4.126 |
0.513 |
12.2% |
0.162 |
3.8% |
16% |
False |
False |
13,193 |
| 40 |
4.875 |
4.117 |
0.758 |
18.0% |
0.150 |
3.6% |
12% |
False |
False |
10,254 |
| 60 |
5.752 |
4.117 |
1.635 |
38.9% |
0.138 |
3.3% |
6% |
False |
False |
8,141 |
| 80 |
5.960 |
4.117 |
1.843 |
43.8% |
0.141 |
3.4% |
5% |
False |
False |
6,668 |
| 100 |
6.111 |
4.117 |
1.994 |
47.4% |
0.149 |
3.5% |
5% |
False |
False |
5,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.704 |
|
2.618 |
4.529 |
|
1.618 |
4.422 |
|
1.000 |
4.356 |
|
0.618 |
4.315 |
|
HIGH |
4.249 |
|
0.618 |
4.208 |
|
0.500 |
4.196 |
|
0.382 |
4.183 |
|
LOW |
4.142 |
|
0.618 |
4.076 |
|
1.000 |
4.035 |
|
1.618 |
3.969 |
|
2.618 |
3.862 |
|
4.250 |
3.687 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.203 |
4.205 |
| PP |
4.199 |
4.202 |
| S1 |
4.196 |
4.200 |
|