NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
4.660 |
4.780 |
0.120 |
2.6% |
5.060 |
| High |
4.750 |
4.896 |
0.146 |
3.1% |
5.127 |
| Low |
4.647 |
4.763 |
0.116 |
2.5% |
4.713 |
| Close |
4.722 |
4.776 |
0.054 |
1.1% |
4.725 |
| Range |
0.103 |
0.133 |
0.030 |
29.1% |
0.414 |
| ATR |
0.128 |
0.131 |
0.003 |
2.6% |
0.000 |
| Volume |
3,040 |
3,826 |
786 |
25.9% |
29,924 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.211 |
5.126 |
4.849 |
|
| R3 |
5.078 |
4.993 |
4.813 |
|
| R2 |
4.945 |
4.945 |
4.800 |
|
| R1 |
4.860 |
4.860 |
4.788 |
4.836 |
| PP |
4.812 |
4.812 |
4.812 |
4.800 |
| S1 |
4.727 |
4.727 |
4.764 |
4.703 |
| S2 |
4.679 |
4.679 |
4.752 |
|
| S3 |
4.546 |
4.594 |
4.739 |
|
| S4 |
4.413 |
4.461 |
4.703 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.097 |
5.825 |
4.953 |
|
| R3 |
5.683 |
5.411 |
4.839 |
|
| R2 |
5.269 |
5.269 |
4.801 |
|
| R1 |
4.997 |
4.997 |
4.763 |
4.926 |
| PP |
4.855 |
4.855 |
4.855 |
4.820 |
| S1 |
4.583 |
4.583 |
4.687 |
4.512 |
| S2 |
4.441 |
4.441 |
4.649 |
|
| S3 |
4.027 |
4.169 |
4.611 |
|
| S4 |
3.613 |
3.755 |
4.497 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.896 |
4.647 |
0.249 |
5.2% |
0.116 |
2.4% |
52% |
True |
False |
4,512 |
| 10 |
5.160 |
4.647 |
0.513 |
10.7% |
0.129 |
2.7% |
25% |
False |
False |
5,782 |
| 20 |
5.160 |
4.647 |
0.513 |
10.7% |
0.126 |
2.6% |
25% |
False |
False |
5,094 |
| 40 |
5.160 |
4.647 |
0.513 |
10.7% |
0.137 |
2.9% |
25% |
False |
False |
3,849 |
| 60 |
5.503 |
4.647 |
0.856 |
17.9% |
0.123 |
2.6% |
15% |
False |
False |
3,282 |
| 80 |
6.280 |
4.647 |
1.633 |
34.2% |
0.122 |
2.6% |
8% |
False |
False |
2,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.461 |
|
2.618 |
5.244 |
|
1.618 |
5.111 |
|
1.000 |
5.029 |
|
0.618 |
4.978 |
|
HIGH |
4.896 |
|
0.618 |
4.845 |
|
0.500 |
4.830 |
|
0.382 |
4.814 |
|
LOW |
4.763 |
|
0.618 |
4.681 |
|
1.000 |
4.630 |
|
1.618 |
4.548 |
|
2.618 |
4.415 |
|
4.250 |
4.198 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.830 |
4.775 |
| PP |
4.812 |
4.773 |
| S1 |
4.794 |
4.772 |
|