NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
5.000 |
5.002 |
0.002 |
0.0% |
4.738 |
| High |
5.034 |
5.095 |
0.061 |
1.2% |
4.855 |
| Low |
4.951 |
4.995 |
0.044 |
0.9% |
4.717 |
| Close |
4.976 |
5.097 |
0.121 |
2.4% |
4.854 |
| Range |
0.083 |
0.100 |
0.017 |
20.5% |
0.138 |
| ATR |
0.129 |
0.129 |
-0.001 |
-0.6% |
0.000 |
| Volume |
5,536 |
7,207 |
1,671 |
30.2% |
16,820 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.362 |
5.330 |
5.152 |
|
| R3 |
5.262 |
5.230 |
5.125 |
|
| R2 |
5.162 |
5.162 |
5.115 |
|
| R1 |
5.130 |
5.130 |
5.106 |
5.146 |
| PP |
5.062 |
5.062 |
5.062 |
5.071 |
| S1 |
5.030 |
5.030 |
5.088 |
5.046 |
| S2 |
4.962 |
4.962 |
5.079 |
|
| S3 |
4.862 |
4.930 |
5.070 |
|
| S4 |
4.762 |
4.830 |
5.042 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.223 |
5.176 |
4.930 |
|
| R3 |
5.085 |
5.038 |
4.892 |
|
| R2 |
4.947 |
4.947 |
4.879 |
|
| R1 |
4.900 |
4.900 |
4.867 |
4.924 |
| PP |
4.809 |
4.809 |
4.809 |
4.820 |
| S1 |
4.762 |
4.762 |
4.841 |
4.786 |
| S2 |
4.671 |
4.671 |
4.829 |
|
| S3 |
4.533 |
4.624 |
4.816 |
|
| S4 |
4.395 |
4.486 |
4.778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.095 |
4.717 |
0.378 |
7.4% |
0.106 |
2.1% |
101% |
True |
False |
5,528 |
| 10 |
5.134 |
4.700 |
0.434 |
8.5% |
0.122 |
2.4% |
91% |
False |
False |
4,405 |
| 20 |
5.154 |
4.700 |
0.454 |
8.9% |
0.125 |
2.4% |
87% |
False |
False |
3,443 |
| 40 |
5.154 |
4.647 |
0.507 |
9.9% |
0.130 |
2.5% |
89% |
False |
False |
3,000 |
| 60 |
6.038 |
4.647 |
1.391 |
27.3% |
0.119 |
2.3% |
32% |
False |
False |
2,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.520 |
|
2.618 |
5.357 |
|
1.618 |
5.257 |
|
1.000 |
5.195 |
|
0.618 |
5.157 |
|
HIGH |
5.095 |
|
0.618 |
5.057 |
|
0.500 |
5.045 |
|
0.382 |
5.033 |
|
LOW |
4.995 |
|
0.618 |
4.933 |
|
1.000 |
4.895 |
|
1.618 |
4.833 |
|
2.618 |
4.733 |
|
4.250 |
4.570 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.080 |
5.064 |
| PP |
5.062 |
5.030 |
| S1 |
5.045 |
4.997 |
|