NYMEX Natural Gas Future November 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 |
5.079 |
5.060 |
-0.019 |
-0.4% |
4.899 |
| High |
5.090 |
5.086 |
-0.004 |
-0.1% |
5.160 |
| Low |
4.975 |
4.979 |
0.004 |
0.1% |
4.899 |
| Close |
5.014 |
5.065 |
0.051 |
1.0% |
5.014 |
| Range |
0.115 |
0.107 |
-0.008 |
-7.0% |
0.261 |
| ATR |
0.128 |
0.127 |
-0.002 |
-1.2% |
0.000 |
| Volume |
8,581 |
6,350 |
-2,231 |
-26.0% |
35,645 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.364 |
5.322 |
5.124 |
|
| R3 |
5.257 |
5.215 |
5.094 |
|
| R2 |
5.150 |
5.150 |
5.085 |
|
| R1 |
5.108 |
5.108 |
5.075 |
5.129 |
| PP |
5.043 |
5.043 |
5.043 |
5.054 |
| S1 |
5.001 |
5.001 |
5.055 |
5.022 |
| S2 |
4.936 |
4.936 |
5.045 |
|
| S3 |
4.829 |
4.894 |
5.036 |
|
| S4 |
4.722 |
4.787 |
5.006 |
|
|
| 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 |
4.951 |
0.209 |
4.1% |
0.107 |
2.1% |
55% |
False |
False |
7,136 |
| 10 |
5.160 |
4.717 |
0.443 |
8.7% |
0.102 |
2.0% |
79% |
False |
False |
5,537 |
| 20 |
5.160 |
4.700 |
0.460 |
9.1% |
0.121 |
2.4% |
79% |
False |
False |
4,215 |
| 40 |
5.160 |
4.647 |
0.513 |
10.1% |
0.130 |
2.6% |
81% |
False |
False |
3,444 |
| 60 |
5.680 |
4.647 |
1.033 |
20.4% |
0.119 |
2.4% |
40% |
False |
False |
2,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.541 |
|
2.618 |
5.366 |
|
1.618 |
5.259 |
|
1.000 |
5.193 |
|
0.618 |
5.152 |
|
HIGH |
5.086 |
|
0.618 |
5.045 |
|
0.500 |
5.033 |
|
0.382 |
5.020 |
|
LOW |
4.979 |
|
0.618 |
4.913 |
|
1.000 |
4.872 |
|
1.618 |
4.806 |
|
2.618 |
4.699 |
|
4.250 |
4.524 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.054 |
5.068 |
| PP |
5.043 |
5.067 |
| S1 |
5.033 |
5.066 |
|