NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
5.450 |
5.372 |
-0.078 |
-1.4% |
5.682 |
| High |
5.457 |
5.435 |
-0.022 |
-0.4% |
5.705 |
| Low |
5.332 |
5.320 |
-0.012 |
-0.2% |
5.320 |
| Close |
5.392 |
5.327 |
-0.065 |
-1.2% |
5.327 |
| Range |
0.125 |
0.115 |
-0.010 |
-8.0% |
0.385 |
| ATR |
0.126 |
0.125 |
-0.001 |
-0.6% |
0.000 |
| Volume |
8,910 |
9,529 |
619 |
6.9% |
62,094 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.706 |
5.631 |
5.390 |
|
| R3 |
5.591 |
5.516 |
5.359 |
|
| R2 |
5.476 |
5.476 |
5.348 |
|
| R1 |
5.401 |
5.401 |
5.338 |
5.381 |
| PP |
5.361 |
5.361 |
5.361 |
5.351 |
| S1 |
5.286 |
5.286 |
5.316 |
5.266 |
| S2 |
5.246 |
5.246 |
5.306 |
|
| S3 |
5.131 |
5.171 |
5.295 |
|
| S4 |
5.016 |
5.056 |
5.264 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.606 |
6.351 |
5.539 |
|
| R3 |
6.221 |
5.966 |
5.433 |
|
| R2 |
5.836 |
5.836 |
5.398 |
|
| R1 |
5.581 |
5.581 |
5.362 |
5.516 |
| PP |
5.451 |
5.451 |
5.451 |
5.418 |
| S1 |
5.196 |
5.196 |
5.292 |
5.131 |
| S2 |
5.066 |
5.066 |
5.256 |
|
| S3 |
4.681 |
4.811 |
5.221 |
|
| S4 |
4.296 |
4.426 |
5.115 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.924 |
|
2.618 |
5.736 |
|
1.618 |
5.621 |
|
1.000 |
5.550 |
|
0.618 |
5.506 |
|
HIGH |
5.435 |
|
0.618 |
5.391 |
|
0.500 |
5.378 |
|
0.382 |
5.364 |
|
LOW |
5.320 |
|
0.618 |
5.249 |
|
1.000 |
5.205 |
|
1.618 |
5.134 |
|
2.618 |
5.019 |
|
4.250 |
4.831 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.378 |
5.454 |
| PP |
5.361 |
5.412 |
| S1 |
5.344 |
5.369 |
|