NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 07-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.284 |
4.119 |
-0.165 |
-3.9% |
3.920 |
High |
4.334 |
4.173 |
-0.161 |
-3.7% |
4.157 |
Low |
4.066 |
4.010 |
-0.056 |
-1.4% |
3.810 |
Close |
4.096 |
4.019 |
-0.077 |
-1.9% |
4.086 |
Range |
0.268 |
0.163 |
-0.105 |
-39.2% |
0.347 |
ATR |
0.181 |
0.180 |
-0.001 |
-0.7% |
0.000 |
Volume |
108,980 |
125,892 |
16,912 |
15.5% |
343,782 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.556 |
4.451 |
4.109 |
|
R3 |
4.393 |
4.288 |
4.064 |
|
R2 |
4.230 |
4.230 |
4.049 |
|
R1 |
4.125 |
4.125 |
4.034 |
4.096 |
PP |
4.067 |
4.067 |
4.067 |
4.053 |
S1 |
3.962 |
3.962 |
4.004 |
3.933 |
S2 |
3.904 |
3.904 |
3.989 |
|
S3 |
3.741 |
3.799 |
3.974 |
|
S4 |
3.578 |
3.636 |
3.929 |
|
|
Weekly Pivots for week ending 02-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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.334 |
3.810 |
0.524 |
13.0% |
0.261 |
6.5% |
40% |
False |
False |
85,820 |
10 |
4.334 |
3.810 |
0.524 |
13.0% |
0.198 |
4.9% |
40% |
False |
False |
75,429 |
20 |
4.657 |
3.810 |
0.847 |
21.1% |
0.164 |
4.1% |
25% |
False |
False |
64,138 |
40 |
5.572 |
3.810 |
1.762 |
43.8% |
0.160 |
4.0% |
12% |
False |
False |
47,020 |
60 |
5.767 |
3.810 |
1.957 |
48.7% |
0.173 |
4.3% |
11% |
False |
False |
36,948 |
80 |
5.956 |
3.810 |
2.146 |
53.4% |
0.183 |
4.5% |
10% |
False |
False |
29,567 |
100 |
5.956 |
3.810 |
2.146 |
53.4% |
0.187 |
4.7% |
10% |
False |
False |
24,516 |
120 |
6.200 |
3.810 |
2.390 |
59.5% |
0.184 |
4.6% |
9% |
False |
False |
20,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.866 |
2.618 |
4.600 |
1.618 |
4.437 |
1.000 |
4.336 |
0.618 |
4.274 |
HIGH |
4.173 |
0.618 |
4.111 |
0.500 |
4.092 |
0.382 |
4.072 |
LOW |
4.010 |
0.618 |
3.909 |
1.000 |
3.847 |
1.618 |
3.746 |
2.618 |
3.583 |
4.250 |
3.317 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.092 |
4.168 |
PP |
4.067 |
4.118 |
S1 |
4.043 |
4.069 |
|