NYMEX Natural Gas Future August 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 |
4.135 |
4.167 |
0.032 |
0.8% |
4.472 |
| High |
4.205 |
4.225 |
0.020 |
0.5% |
4.655 |
| Low |
4.122 |
4.108 |
-0.014 |
-0.3% |
4.169 |
| Close |
4.146 |
4.186 |
0.040 |
1.0% |
4.178 |
| Range |
0.083 |
0.117 |
0.034 |
41.0% |
0.486 |
| ATR |
0.157 |
0.154 |
-0.003 |
-1.8% |
0.000 |
| Volume |
14,372 |
21,614 |
7,242 |
50.4% |
104,803 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.524 |
4.472 |
4.250 |
|
| R3 |
4.407 |
4.355 |
4.218 |
|
| R2 |
4.290 |
4.290 |
4.207 |
|
| R1 |
4.238 |
4.238 |
4.197 |
4.264 |
| PP |
4.173 |
4.173 |
4.173 |
4.186 |
| S1 |
4.121 |
4.121 |
4.175 |
4.147 |
| S2 |
4.056 |
4.056 |
4.165 |
|
| S3 |
3.939 |
4.004 |
4.154 |
|
| S4 |
3.822 |
3.887 |
4.122 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.792 |
5.471 |
4.445 |
|
| R3 |
5.306 |
4.985 |
4.312 |
|
| R2 |
4.820 |
4.820 |
4.267 |
|
| R1 |
4.499 |
4.499 |
4.223 |
4.417 |
| PP |
4.334 |
4.334 |
4.334 |
4.293 |
| S1 |
4.013 |
4.013 |
4.133 |
3.931 |
| S2 |
3.848 |
3.848 |
4.089 |
|
| S3 |
3.362 |
3.527 |
4.044 |
|
| S4 |
2.876 |
3.041 |
3.911 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.506 |
4.108 |
0.398 |
9.5% |
0.143 |
3.4% |
20% |
False |
True |
20,385 |
| 10 |
4.655 |
4.108 |
0.547 |
13.1% |
0.152 |
3.6% |
14% |
False |
True |
20,878 |
| 20 |
4.655 |
4.070 |
0.585 |
14.0% |
0.159 |
3.8% |
20% |
False |
False |
18,990 |
| 40 |
4.655 |
4.070 |
0.585 |
14.0% |
0.168 |
4.0% |
20% |
False |
False |
15,590 |
| 60 |
5.058 |
4.070 |
0.988 |
23.6% |
0.147 |
3.5% |
12% |
False |
False |
12,194 |
| 80 |
5.864 |
4.070 |
1.794 |
42.9% |
0.143 |
3.4% |
6% |
False |
False |
9,960 |
| 100 |
6.111 |
4.070 |
2.041 |
48.8% |
0.146 |
3.5% |
6% |
False |
False |
8,473 |
| 120 |
6.111 |
4.070 |
2.041 |
48.8% |
0.152 |
3.6% |
6% |
False |
False |
7,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.722 |
|
2.618 |
4.531 |
|
1.618 |
4.414 |
|
1.000 |
4.342 |
|
0.618 |
4.297 |
|
HIGH |
4.225 |
|
0.618 |
4.180 |
|
0.500 |
4.167 |
|
0.382 |
4.153 |
|
LOW |
4.108 |
|
0.618 |
4.036 |
|
1.000 |
3.991 |
|
1.618 |
3.919 |
|
2.618 |
3.802 |
|
4.250 |
3.611 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.180 |
4.216 |
| PP |
4.173 |
4.206 |
| S1 |
4.167 |
4.196 |
|