NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
5.372 |
5.302 |
-0.070 |
-1.3% |
5.682 |
| High |
5.435 |
5.358 |
-0.077 |
-1.4% |
5.705 |
| Low |
5.320 |
5.257 |
-0.063 |
-1.2% |
5.320 |
| Close |
5.327 |
5.282 |
-0.045 |
-0.8% |
5.327 |
| Range |
0.115 |
0.101 |
-0.014 |
-12.2% |
0.385 |
| ATR |
0.125 |
0.123 |
-0.002 |
-1.4% |
0.000 |
| Volume |
9,529 |
6,512 |
-3,017 |
-31.7% |
62,094 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.602 |
5.543 |
5.338 |
|
| R3 |
5.501 |
5.442 |
5.310 |
|
| R2 |
5.400 |
5.400 |
5.301 |
|
| R1 |
5.341 |
5.341 |
5.291 |
5.320 |
| PP |
5.299 |
5.299 |
5.299 |
5.289 |
| S1 |
5.240 |
5.240 |
5.273 |
5.219 |
| S2 |
5.198 |
5.198 |
5.263 |
|
| S3 |
5.097 |
5.139 |
5.254 |
|
| S4 |
4.996 |
5.038 |
5.226 |
|
|
| 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 |
5.787 |
|
2.618 |
5.622 |
|
1.618 |
5.521 |
|
1.000 |
5.459 |
|
0.618 |
5.420 |
|
HIGH |
5.358 |
|
0.618 |
5.319 |
|
0.500 |
5.308 |
|
0.382 |
5.296 |
|
LOW |
5.257 |
|
0.618 |
5.195 |
|
1.000 |
5.156 |
|
1.618 |
5.094 |
|
2.618 |
4.993 |
|
4.250 |
4.828 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5.308 |
5.357 |
| PP |
5.299 |
5.332 |
| S1 |
5.291 |
5.307 |
|