NYMEX Natural Gas Future November 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 |
5.111 |
5.079 |
-0.032 |
-0.6% |
4.899 |
| High |
5.160 |
5.090 |
-0.070 |
-1.4% |
5.160 |
| Low |
5.029 |
4.975 |
-0.054 |
-1.1% |
4.899 |
| Close |
5.095 |
5.014 |
-0.081 |
-1.6% |
5.014 |
| Range |
0.131 |
0.115 |
-0.016 |
-12.2% |
0.261 |
| ATR |
0.129 |
0.128 |
-0.001 |
-0.5% |
0.000 |
| Volume |
8,010 |
8,581 |
571 |
7.1% |
35,645 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.371 |
5.308 |
5.077 |
|
| R3 |
5.256 |
5.193 |
5.046 |
|
| R2 |
5.141 |
5.141 |
5.035 |
|
| R1 |
5.078 |
5.078 |
5.025 |
5.052 |
| PP |
5.026 |
5.026 |
5.026 |
5.014 |
| S1 |
4.963 |
4.963 |
5.003 |
4.937 |
| S2 |
4.911 |
4.911 |
4.993 |
|
| S3 |
4.796 |
4.848 |
4.982 |
|
| S4 |
4.681 |
4.733 |
4.951 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.807 |
5.672 |
5.158 |
|
| R3 |
5.546 |
5.411 |
5.086 |
|
| R2 |
5.285 |
5.285 |
5.062 |
|
| R1 |
5.150 |
5.150 |
5.038 |
5.218 |
| PP |
5.024 |
5.024 |
5.024 |
5.058 |
| S1 |
4.889 |
4.889 |
4.990 |
4.957 |
| S2 |
4.763 |
4.763 |
4.966 |
|
| S3 |
4.502 |
4.628 |
4.942 |
|
| S4 |
4.241 |
4.367 |
4.870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.160 |
4.899 |
0.261 |
5.2% |
0.111 |
2.2% |
44% |
False |
False |
7,129 |
| 10 |
5.160 |
4.717 |
0.443 |
8.8% |
0.099 |
2.0% |
67% |
False |
False |
5,246 |
| 20 |
5.160 |
4.700 |
0.460 |
9.2% |
0.122 |
2.4% |
68% |
False |
False |
3,989 |
| 40 |
5.160 |
4.647 |
0.513 |
10.2% |
0.130 |
2.6% |
72% |
False |
False |
3,380 |
| 60 |
5.810 |
4.647 |
1.163 |
23.2% |
0.119 |
2.4% |
32% |
False |
False |
2,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.579 |
|
2.618 |
5.391 |
|
1.618 |
5.276 |
|
1.000 |
5.205 |
|
0.618 |
5.161 |
|
HIGH |
5.090 |
|
0.618 |
5.046 |
|
0.500 |
5.033 |
|
0.382 |
5.019 |
|
LOW |
4.975 |
|
0.618 |
4.904 |
|
1.000 |
4.860 |
|
1.618 |
4.789 |
|
2.618 |
4.674 |
|
4.250 |
4.486 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.033 |
5.068 |
| PP |
5.026 |
5.050 |
| S1 |
5.020 |
5.032 |
|