NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
4.464 |
4.499 |
0.035 |
0.8% |
4.230 |
| High |
4.581 |
4.517 |
-0.064 |
-1.4% |
4.581 |
| Low |
4.341 |
4.417 |
0.076 |
1.8% |
4.226 |
| Close |
4.511 |
4.478 |
-0.033 |
-0.7% |
4.478 |
| Range |
0.240 |
0.100 |
-0.140 |
-58.3% |
0.355 |
| ATR |
0.165 |
0.161 |
-0.005 |
-2.8% |
0.000 |
| Volume |
24,191 |
26,448 |
2,257 |
9.3% |
112,979 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.771 |
4.724 |
4.533 |
|
| R3 |
4.671 |
4.624 |
4.506 |
|
| R2 |
4.571 |
4.571 |
4.496 |
|
| R1 |
4.524 |
4.524 |
4.487 |
4.498 |
| PP |
4.471 |
4.471 |
4.471 |
4.457 |
| S1 |
4.424 |
4.424 |
4.469 |
4.398 |
| S2 |
4.371 |
4.371 |
4.460 |
|
| S3 |
4.271 |
4.324 |
4.451 |
|
| S4 |
4.171 |
4.224 |
4.423 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.493 |
5.341 |
4.673 |
|
| R3 |
5.138 |
4.986 |
4.576 |
|
| R2 |
4.783 |
4.783 |
4.543 |
|
| R1 |
4.631 |
4.631 |
4.511 |
4.707 |
| PP |
4.428 |
4.428 |
4.428 |
4.467 |
| S1 |
4.276 |
4.276 |
4.445 |
4.352 |
| S2 |
4.073 |
4.073 |
4.413 |
|
| S3 |
3.718 |
3.921 |
4.380 |
|
| S4 |
3.363 |
3.566 |
4.283 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.581 |
4.226 |
0.355 |
7.9% |
0.158 |
3.5% |
71% |
False |
False |
22,595 |
| 10 |
4.581 |
4.070 |
0.511 |
11.4% |
0.147 |
3.3% |
80% |
False |
False |
19,399 |
| 20 |
4.639 |
4.070 |
0.569 |
12.7% |
0.158 |
3.5% |
72% |
False |
False |
14,944 |
| 40 |
4.639 |
4.070 |
0.569 |
12.7% |
0.161 |
3.6% |
72% |
False |
False |
13,027 |
| 60 |
5.360 |
4.070 |
1.290 |
28.8% |
0.142 |
3.2% |
32% |
False |
False |
10,261 |
| 80 |
5.951 |
4.070 |
1.881 |
42.0% |
0.142 |
3.2% |
22% |
False |
False |
8,403 |
| 100 |
6.111 |
4.070 |
2.041 |
45.6% |
0.147 |
3.3% |
20% |
False |
False |
7,242 |
| 120 |
6.111 |
4.070 |
2.041 |
45.6% |
0.155 |
3.5% |
20% |
False |
False |
6,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.942 |
|
2.618 |
4.779 |
|
1.618 |
4.679 |
|
1.000 |
4.617 |
|
0.618 |
4.579 |
|
HIGH |
4.517 |
|
0.618 |
4.479 |
|
0.500 |
4.467 |
|
0.382 |
4.455 |
|
LOW |
4.417 |
|
0.618 |
4.355 |
|
1.000 |
4.317 |
|
1.618 |
4.255 |
|
2.618 |
4.155 |
|
4.250 |
3.992 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.474 |
4.469 |
| PP |
4.471 |
4.460 |
| S1 |
4.467 |
4.451 |
|