NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
3.958 |
3.975 |
0.017 |
0.4% |
4.093 |
| High |
3.993 |
4.044 |
0.051 |
1.3% |
4.269 |
| Low |
3.879 |
3.933 |
0.054 |
1.4% |
3.936 |
| Close |
3.975 |
3.955 |
-0.020 |
-0.5% |
4.039 |
| Range |
0.114 |
0.111 |
-0.003 |
-2.6% |
0.333 |
| ATR |
0.181 |
0.176 |
-0.005 |
-2.8% |
0.000 |
| Volume |
117,500 |
99,489 |
-18,011 |
-15.3% |
776,596 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.310 |
4.244 |
4.016 |
|
| R3 |
4.199 |
4.133 |
3.986 |
|
| R2 |
4.088 |
4.088 |
3.975 |
|
| R1 |
4.022 |
4.022 |
3.965 |
4.000 |
| PP |
3.977 |
3.977 |
3.977 |
3.966 |
| S1 |
3.911 |
3.911 |
3.945 |
3.889 |
| S2 |
3.866 |
3.866 |
3.935 |
|
| S3 |
3.755 |
3.800 |
3.924 |
|
| S4 |
3.644 |
3.689 |
3.894 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.080 |
4.893 |
4.222 |
|
| R3 |
4.747 |
4.560 |
4.131 |
|
| R2 |
4.414 |
4.414 |
4.100 |
|
| R1 |
4.227 |
4.227 |
4.070 |
4.154 |
| PP |
4.081 |
4.081 |
4.081 |
4.045 |
| S1 |
3.894 |
3.894 |
4.008 |
3.821 |
| S2 |
3.748 |
3.748 |
3.978 |
|
| S3 |
3.415 |
3.561 |
3.947 |
|
| S4 |
3.082 |
3.228 |
3.856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.216 |
3.879 |
0.337 |
8.5% |
0.153 |
3.9% |
23% |
False |
False |
133,304 |
| 10 |
4.269 |
3.857 |
0.412 |
10.4% |
0.182 |
4.6% |
24% |
False |
False |
137,155 |
| 20 |
4.334 |
3.810 |
0.524 |
13.2% |
0.190 |
4.8% |
28% |
False |
False |
106,292 |
| 40 |
4.993 |
3.810 |
1.183 |
29.9% |
0.161 |
4.1% |
12% |
False |
False |
72,806 |
| 60 |
5.683 |
3.810 |
1.873 |
47.4% |
0.170 |
4.3% |
8% |
False |
False |
57,499 |
| 80 |
5.956 |
3.810 |
2.146 |
54.3% |
0.178 |
4.5% |
7% |
False |
False |
45,802 |
| 100 |
5.956 |
3.810 |
2.146 |
54.3% |
0.190 |
4.8% |
7% |
False |
False |
37,909 |
| 120 |
5.956 |
3.810 |
2.146 |
54.3% |
0.185 |
4.7% |
7% |
False |
False |
32,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.516 |
|
2.618 |
4.335 |
|
1.618 |
4.224 |
|
1.000 |
4.155 |
|
0.618 |
4.113 |
|
HIGH |
4.044 |
|
0.618 |
4.002 |
|
0.500 |
3.989 |
|
0.382 |
3.975 |
|
LOW |
3.933 |
|
0.618 |
3.864 |
|
1.000 |
3.822 |
|
1.618 |
3.753 |
|
2.618 |
3.642 |
|
4.250 |
3.461 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.989 |
3.978 |
| PP |
3.977 |
3.970 |
| S1 |
3.966 |
3.963 |
|