NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 01-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.003 |
3.874 |
-0.129 |
-3.2% |
4.218 |
High |
4.079 |
4.157 |
0.078 |
1.9% |
4.231 |
Low |
3.860 |
3.810 |
-0.050 |
-1.3% |
3.923 |
Close |
3.869 |
4.086 |
0.217 |
5.6% |
3.930 |
Range |
0.219 |
0.347 |
0.128 |
58.4% |
0.308 |
ATR |
0.150 |
0.164 |
0.014 |
9.4% |
0.000 |
Volume |
80,173 |
114,055 |
33,882 |
42.3% |
268,250 |
|
Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.059 |
4.919 |
4.277 |
|
R3 |
4.712 |
4.572 |
4.181 |
|
R2 |
4.365 |
4.365 |
4.150 |
|
R1 |
4.225 |
4.225 |
4.118 |
4.295 |
PP |
4.018 |
4.018 |
4.018 |
4.053 |
S1 |
3.878 |
3.878 |
4.054 |
3.948 |
S2 |
3.671 |
3.671 |
4.022 |
|
S3 |
3.324 |
3.531 |
3.991 |
|
S4 |
2.977 |
3.184 |
3.895 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.952 |
4.749 |
4.099 |
|
R3 |
4.644 |
4.441 |
4.015 |
|
R2 |
4.336 |
4.336 |
3.986 |
|
R1 |
4.133 |
4.133 |
3.958 |
4.081 |
PP |
4.028 |
4.028 |
4.028 |
4.002 |
S1 |
3.825 |
3.825 |
3.902 |
3.773 |
S2 |
3.720 |
3.720 |
3.874 |
|
S3 |
3.412 |
3.517 |
3.845 |
|
S4 |
3.104 |
3.209 |
3.761 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.157 |
3.810 |
0.347 |
8.5% |
0.196 |
4.8% |
80% |
True |
True |
83,850 |
10 |
4.234 |
3.810 |
0.424 |
10.4% |
0.160 |
3.9% |
65% |
False |
True |
70,286 |
20 |
4.690 |
3.810 |
0.880 |
21.5% |
0.144 |
3.5% |
31% |
False |
True |
56,711 |
40 |
5.683 |
3.810 |
1.873 |
45.8% |
0.158 |
3.9% |
15% |
False |
True |
43,627 |
60 |
5.956 |
3.810 |
2.146 |
52.5% |
0.172 |
4.2% |
13% |
False |
True |
33,624 |
80 |
5.956 |
3.810 |
2.146 |
52.5% |
0.183 |
4.5% |
13% |
False |
True |
26,882 |
100 |
5.956 |
3.810 |
2.146 |
52.5% |
0.184 |
4.5% |
13% |
False |
True |
22,287 |
120 |
6.200 |
3.810 |
2.390 |
58.5% |
0.181 |
4.4% |
12% |
False |
True |
19,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.632 |
2.618 |
5.065 |
1.618 |
4.718 |
1.000 |
4.504 |
0.618 |
4.371 |
HIGH |
4.157 |
0.618 |
4.024 |
0.500 |
3.984 |
0.382 |
3.943 |
LOW |
3.810 |
0.618 |
3.596 |
1.000 |
3.463 |
1.618 |
3.249 |
2.618 |
2.902 |
4.250 |
2.335 |
|
|
Fisher Pivots for day following 01-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.052 |
4.052 |
PP |
4.018 |
4.018 |
S1 |
3.984 |
3.984 |
|