NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
5.086 |
5.000 |
-0.086 |
-1.7% |
4.899 |
| High |
5.127 |
5.000 |
-0.127 |
-2.5% |
5.160 |
| Low |
4.962 |
4.806 |
-0.156 |
-3.1% |
4.899 |
| Close |
5.003 |
4.837 |
-0.166 |
-3.3% |
5.014 |
| Range |
0.165 |
0.194 |
0.029 |
17.6% |
0.261 |
| ATR |
0.129 |
0.134 |
0.005 |
3.7% |
0.000 |
| Volume |
5,056 |
7,272 |
2,216 |
43.8% |
35,645 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.463 |
5.344 |
4.944 |
|
| R3 |
5.269 |
5.150 |
4.890 |
|
| R2 |
5.075 |
5.075 |
4.873 |
|
| R1 |
4.956 |
4.956 |
4.855 |
4.919 |
| PP |
4.881 |
4.881 |
4.881 |
4.862 |
| S1 |
4.762 |
4.762 |
4.819 |
4.725 |
| S2 |
4.687 |
4.687 |
4.801 |
|
| S3 |
4.493 |
4.568 |
4.784 |
|
| S4 |
4.299 |
4.374 |
4.730 |
|
|
| 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 |
4.806 |
0.354 |
7.3% |
0.142 |
2.9% |
9% |
False |
True |
7,053 |
| 10 |
5.160 |
4.717 |
0.443 |
9.2% |
0.124 |
2.6% |
27% |
False |
False |
6,291 |
| 20 |
5.160 |
4.700 |
0.460 |
9.5% |
0.129 |
2.7% |
30% |
False |
False |
4,580 |
| 40 |
5.160 |
4.647 |
0.513 |
10.6% |
0.135 |
2.8% |
37% |
False |
False |
3,602 |
| 60 |
5.631 |
4.647 |
0.984 |
20.3% |
0.122 |
2.5% |
19% |
False |
False |
3,021 |
| 80 |
6.280 |
4.647 |
1.633 |
33.8% |
0.122 |
2.5% |
12% |
False |
False |
2,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.825 |
|
2.618 |
5.508 |
|
1.618 |
5.314 |
|
1.000 |
5.194 |
|
0.618 |
5.120 |
|
HIGH |
5.000 |
|
0.618 |
4.926 |
|
0.500 |
4.903 |
|
0.382 |
4.880 |
|
LOW |
4.806 |
|
0.618 |
4.686 |
|
1.000 |
4.612 |
|
1.618 |
4.492 |
|
2.618 |
4.298 |
|
4.250 |
3.982 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.903 |
4.967 |
| PP |
4.881 |
4.923 |
| S1 |
4.859 |
4.880 |
|