NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 15-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.154 |
4.185 |
0.031 |
0.7% |
4.096 |
High |
4.269 |
4.216 |
-0.053 |
-1.2% |
4.334 |
Low |
4.114 |
3.967 |
-0.147 |
-3.6% |
3.857 |
Close |
4.199 |
3.985 |
-0.214 |
-5.1% |
4.070 |
Range |
0.155 |
0.249 |
0.094 |
60.6% |
0.477 |
ATR |
0.189 |
0.193 |
0.004 |
2.3% |
0.000 |
Volume |
152,067 |
163,603 |
11,536 |
7.6% |
489,553 |
|
Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.803 |
4.643 |
4.122 |
|
R3 |
4.554 |
4.394 |
4.053 |
|
R2 |
4.305 |
4.305 |
4.031 |
|
R1 |
4.145 |
4.145 |
4.008 |
4.101 |
PP |
4.056 |
4.056 |
4.056 |
4.034 |
S1 |
3.896 |
3.896 |
3.962 |
3.852 |
S2 |
3.807 |
3.807 |
3.939 |
|
S3 |
3.558 |
3.647 |
3.917 |
|
S4 |
3.309 |
3.398 |
3.848 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.518 |
5.271 |
4.332 |
|
R3 |
5.041 |
4.794 |
4.201 |
|
R2 |
4.564 |
4.564 |
4.157 |
|
R1 |
4.317 |
4.317 |
4.114 |
4.202 |
PP |
4.087 |
4.087 |
4.087 |
4.030 |
S1 |
3.840 |
3.840 |
4.026 |
3.725 |
S2 |
3.610 |
3.610 |
3.983 |
|
S3 |
3.133 |
3.363 |
3.939 |
|
S4 |
2.656 |
2.886 |
3.808 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.269 |
3.907 |
0.362 |
9.1% |
0.213 |
5.3% |
22% |
False |
False |
150,651 |
10 |
4.334 |
3.810 |
0.524 |
13.1% |
0.239 |
6.0% |
33% |
False |
False |
121,756 |
20 |
4.357 |
3.810 |
0.547 |
13.7% |
0.194 |
4.9% |
32% |
False |
False |
93,235 |
40 |
5.444 |
3.810 |
1.634 |
41.0% |
0.165 |
4.1% |
11% |
False |
False |
62,764 |
60 |
5.767 |
3.810 |
1.957 |
49.1% |
0.171 |
4.3% |
9% |
False |
False |
50,020 |
80 |
5.956 |
3.810 |
2.146 |
53.9% |
0.182 |
4.6% |
8% |
False |
False |
39,946 |
100 |
5.956 |
3.810 |
2.146 |
53.9% |
0.192 |
4.8% |
8% |
False |
False |
33,002 |
120 |
6.120 |
3.810 |
2.310 |
58.0% |
0.187 |
4.7% |
8% |
False |
False |
28,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.274 |
2.618 |
4.868 |
1.618 |
4.619 |
1.000 |
4.465 |
0.618 |
4.370 |
HIGH |
4.216 |
0.618 |
4.121 |
0.500 |
4.092 |
0.382 |
4.062 |
LOW |
3.967 |
0.618 |
3.813 |
1.000 |
3.718 |
1.618 |
3.564 |
2.618 |
3.315 |
4.250 |
2.909 |
|
|
Fisher Pivots for day following 15-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.092 |
4.108 |
PP |
4.056 |
4.067 |
S1 |
4.021 |
4.026 |
|