NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
4.239 |
4.198 |
-0.041 |
-1.0% |
4.579 |
| High |
4.249 |
4.329 |
0.080 |
1.9% |
4.639 |
| Low |
4.142 |
4.070 |
-0.072 |
-1.7% |
4.126 |
| Close |
4.207 |
4.143 |
-0.064 |
-1.5% |
4.153 |
| Range |
0.107 |
0.259 |
0.152 |
142.1% |
0.513 |
| ATR |
0.156 |
0.163 |
0.007 |
4.7% |
0.000 |
| Volume |
18,693 |
18,150 |
-543 |
-2.9% |
60,393 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.958 |
4.809 |
4.285 |
|
| R3 |
4.699 |
4.550 |
4.214 |
|
| R2 |
4.440 |
4.440 |
4.190 |
|
| R1 |
4.291 |
4.291 |
4.167 |
4.236 |
| PP |
4.181 |
4.181 |
4.181 |
4.153 |
| S1 |
4.032 |
4.032 |
4.119 |
3.977 |
| S2 |
3.922 |
3.922 |
4.096 |
|
| S3 |
3.663 |
3.773 |
4.072 |
|
| S4 |
3.404 |
3.514 |
4.001 |
|
|
| 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 |
4.329 |
4.070 |
0.259 |
6.3% |
0.142 |
3.4% |
28% |
True |
True |
16,408 |
| 10 |
4.639 |
4.070 |
0.569 |
13.7% |
0.167 |
4.0% |
13% |
False |
True |
13,065 |
| 20 |
4.639 |
4.070 |
0.569 |
13.7% |
0.165 |
4.0% |
13% |
False |
True |
13,495 |
| 40 |
4.827 |
4.070 |
0.757 |
18.3% |
0.153 |
3.7% |
10% |
False |
True |
10,575 |
| 60 |
5.752 |
4.070 |
1.682 |
40.6% |
0.140 |
3.4% |
4% |
False |
True |
8,401 |
| 80 |
5.960 |
4.070 |
1.890 |
45.6% |
0.142 |
3.4% |
4% |
False |
True |
6,877 |
| 100 |
6.111 |
4.070 |
2.041 |
49.3% |
0.148 |
3.6% |
4% |
False |
True |
6,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.430 |
|
2.618 |
5.007 |
|
1.618 |
4.748 |
|
1.000 |
4.588 |
|
0.618 |
4.489 |
|
HIGH |
4.329 |
|
0.618 |
4.230 |
|
0.500 |
4.200 |
|
0.382 |
4.169 |
|
LOW |
4.070 |
|
0.618 |
3.910 |
|
1.000 |
3.811 |
|
1.618 |
3.651 |
|
2.618 |
3.392 |
|
4.250 |
2.969 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.200 |
4.200 |
| PP |
4.181 |
4.181 |
| S1 |
4.162 |
4.162 |
|