NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 18-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.639 |
4.715 |
0.076 |
1.6% |
4.446 |
High |
4.718 |
4.795 |
0.077 |
1.6% |
4.746 |
Low |
4.600 |
4.611 |
0.011 |
0.2% |
4.444 |
Close |
4.705 |
4.655 |
-0.050 |
-1.1% |
4.638 |
Range |
0.118 |
0.184 |
0.066 |
55.9% |
0.302 |
ATR |
0.148 |
0.151 |
0.003 |
1.7% |
0.000 |
Volume |
25,373 |
23,365 |
-2,008 |
-7.9% |
106,316 |
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.239 |
5.131 |
4.756 |
|
R3 |
5.055 |
4.947 |
4.706 |
|
R2 |
4.871 |
4.871 |
4.689 |
|
R1 |
4.763 |
4.763 |
4.672 |
4.725 |
PP |
4.687 |
4.687 |
4.687 |
4.668 |
S1 |
4.579 |
4.579 |
4.638 |
4.541 |
S2 |
4.503 |
4.503 |
4.621 |
|
S3 |
4.319 |
4.395 |
4.604 |
|
S4 |
4.135 |
4.211 |
4.554 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.515 |
5.379 |
4.804 |
|
R3 |
5.213 |
5.077 |
4.721 |
|
R2 |
4.911 |
4.911 |
4.693 |
|
R1 |
4.775 |
4.775 |
4.666 |
4.843 |
PP |
4.609 |
4.609 |
4.609 |
4.644 |
S1 |
4.473 |
4.473 |
4.610 |
4.541 |
S2 |
4.307 |
4.307 |
4.583 |
|
S3 |
4.005 |
4.171 |
4.555 |
|
S4 |
3.703 |
3.869 |
4.472 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.795 |
4.536 |
0.259 |
5.6% |
0.140 |
3.0% |
46% |
True |
False |
23,790 |
10 |
4.795 |
4.268 |
0.527 |
11.3% |
0.144 |
3.1% |
73% |
True |
False |
19,963 |
20 |
4.802 |
4.268 |
0.534 |
11.5% |
0.150 |
3.2% |
72% |
False |
False |
16,504 |
40 |
4.802 |
4.264 |
0.538 |
11.6% |
0.154 |
3.3% |
73% |
False |
False |
15,304 |
60 |
5.340 |
4.264 |
1.076 |
23.1% |
0.141 |
3.0% |
36% |
False |
False |
13,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.577 |
2.618 |
5.277 |
1.618 |
5.093 |
1.000 |
4.979 |
0.618 |
4.909 |
HIGH |
4.795 |
0.618 |
4.725 |
0.500 |
4.703 |
0.382 |
4.681 |
LOW |
4.611 |
0.618 |
4.497 |
1.000 |
4.427 |
1.618 |
4.313 |
2.618 |
4.129 |
4.250 |
3.829 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.703 |
4.685 |
PP |
4.687 |
4.675 |
S1 |
4.671 |
4.665 |
|