NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
4.499 |
4.472 |
-0.027 |
-0.6% |
4.230 |
| High |
4.517 |
4.566 |
0.049 |
1.1% |
4.581 |
| Low |
4.417 |
4.444 |
0.027 |
0.6% |
4.226 |
| Close |
4.478 |
4.557 |
0.079 |
1.8% |
4.478 |
| Range |
0.100 |
0.122 |
0.022 |
22.0% |
0.355 |
| ATR |
0.161 |
0.158 |
-0.003 |
-1.7% |
0.000 |
| Volume |
26,448 |
19,005 |
-7,443 |
-28.1% |
112,979 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.888 |
4.845 |
4.624 |
|
| R3 |
4.766 |
4.723 |
4.591 |
|
| R2 |
4.644 |
4.644 |
4.579 |
|
| R1 |
4.601 |
4.601 |
4.568 |
4.623 |
| PP |
4.522 |
4.522 |
4.522 |
4.533 |
| S1 |
4.479 |
4.479 |
4.546 |
4.501 |
| S2 |
4.400 |
4.400 |
4.535 |
|
| S3 |
4.278 |
4.357 |
4.523 |
|
| S4 |
4.156 |
4.235 |
4.490 |
|
|
| 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 |
4.297 |
0.284 |
6.2% |
0.144 |
3.2% |
92% |
False |
False |
22,482 |
| 10 |
4.581 |
4.070 |
0.511 |
11.2% |
0.148 |
3.3% |
95% |
False |
False |
19,967 |
| 20 |
4.639 |
4.070 |
0.569 |
12.5% |
0.156 |
3.4% |
86% |
False |
False |
15,541 |
| 40 |
4.639 |
4.070 |
0.569 |
12.5% |
0.161 |
3.5% |
86% |
False |
False |
13,198 |
| 60 |
5.210 |
4.070 |
1.140 |
25.0% |
0.143 |
3.1% |
43% |
False |
False |
10,466 |
| 80 |
5.951 |
4.070 |
1.881 |
41.3% |
0.142 |
3.1% |
26% |
False |
False |
8,622 |
| 100 |
6.111 |
4.070 |
2.041 |
44.8% |
0.146 |
3.2% |
24% |
False |
False |
7,409 |
| 120 |
6.111 |
4.070 |
2.041 |
44.8% |
0.155 |
3.4% |
24% |
False |
False |
6,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.085 |
|
2.618 |
4.885 |
|
1.618 |
4.763 |
|
1.000 |
4.688 |
|
0.618 |
4.641 |
|
HIGH |
4.566 |
|
0.618 |
4.519 |
|
0.500 |
4.505 |
|
0.382 |
4.491 |
|
LOW |
4.444 |
|
0.618 |
4.369 |
|
1.000 |
4.322 |
|
1.618 |
4.247 |
|
2.618 |
4.125 |
|
4.250 |
3.926 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.540 |
4.525 |
| PP |
4.522 |
4.493 |
| S1 |
4.505 |
4.461 |
|