NYMEX Natural Gas Future November 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 |
5.060 |
5.086 |
0.026 |
0.5% |
4.899 |
| High |
5.086 |
5.127 |
0.041 |
0.8% |
5.160 |
| Low |
4.979 |
4.962 |
-0.017 |
-0.3% |
4.899 |
| Close |
5.065 |
5.003 |
-0.062 |
-1.2% |
5.014 |
| Range |
0.107 |
0.165 |
0.058 |
54.2% |
0.261 |
| ATR |
0.127 |
0.129 |
0.003 |
2.2% |
0.000 |
| Volume |
6,350 |
5,056 |
-1,294 |
-20.4% |
35,645 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.526 |
5.429 |
5.094 |
|
| R3 |
5.361 |
5.264 |
5.048 |
|
| R2 |
5.196 |
5.196 |
5.033 |
|
| R1 |
5.099 |
5.099 |
5.018 |
5.065 |
| PP |
5.031 |
5.031 |
5.031 |
5.014 |
| S1 |
4.934 |
4.934 |
4.988 |
4.900 |
| S2 |
4.866 |
4.866 |
4.973 |
|
| S3 |
4.701 |
4.769 |
4.958 |
|
| S4 |
4.536 |
4.604 |
4.912 |
|
|
| 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 |
4.962 |
0.198 |
4.0% |
0.124 |
2.5% |
21% |
False |
True |
7,040 |
| 10 |
5.160 |
4.717 |
0.443 |
8.9% |
0.112 |
2.2% |
65% |
False |
False |
5,817 |
| 20 |
5.160 |
4.700 |
0.460 |
9.2% |
0.124 |
2.5% |
66% |
False |
False |
4,341 |
| 40 |
5.160 |
4.647 |
0.513 |
10.3% |
0.132 |
2.6% |
69% |
False |
False |
3,495 |
| 60 |
5.631 |
4.647 |
0.984 |
19.7% |
0.120 |
2.4% |
36% |
False |
False |
2,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.828 |
|
2.618 |
5.559 |
|
1.618 |
5.394 |
|
1.000 |
5.292 |
|
0.618 |
5.229 |
|
HIGH |
5.127 |
|
0.618 |
5.064 |
|
0.500 |
5.045 |
|
0.382 |
5.025 |
|
LOW |
4.962 |
|
0.618 |
4.860 |
|
1.000 |
4.797 |
|
1.618 |
4.695 |
|
2.618 |
4.530 |
|
4.250 |
4.261 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.045 |
5.045 |
| PP |
5.031 |
5.031 |
| S1 |
5.017 |
5.017 |
|