NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 23-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
3.982 |
4.117 |
0.135 |
3.4% |
4.038 |
High |
4.150 |
4.322 |
0.172 |
4.1% |
4.322 |
Low |
3.930 |
4.067 |
0.137 |
3.5% |
3.879 |
Close |
4.128 |
4.257 |
0.129 |
3.1% |
4.257 |
Range |
0.220 |
0.255 |
0.035 |
15.9% |
0.443 |
ATR |
0.179 |
0.185 |
0.005 |
3.0% |
0.000 |
Volume |
84,897 |
125,222 |
40,325 |
47.5% |
550,400 |
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.980 |
4.874 |
4.397 |
|
R3 |
4.725 |
4.619 |
4.327 |
|
R2 |
4.470 |
4.470 |
4.304 |
|
R1 |
4.364 |
4.364 |
4.280 |
4.417 |
PP |
4.215 |
4.215 |
4.215 |
4.242 |
S1 |
4.109 |
4.109 |
4.234 |
4.162 |
S2 |
3.960 |
3.960 |
4.210 |
|
S3 |
3.705 |
3.854 |
4.187 |
|
S4 |
3.450 |
3.599 |
4.117 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.482 |
5.312 |
4.501 |
|
R3 |
5.039 |
4.869 |
4.379 |
|
R2 |
4.596 |
4.596 |
4.338 |
|
R1 |
4.426 |
4.426 |
4.298 |
4.511 |
PP |
4.153 |
4.153 |
4.153 |
4.195 |
S1 |
3.983 |
3.983 |
4.216 |
4.068 |
S2 |
3.710 |
3.710 |
4.176 |
|
S3 |
3.267 |
3.540 |
4.135 |
|
S4 |
2.824 |
3.097 |
4.013 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.322 |
3.879 |
0.443 |
10.4% |
0.175 |
4.1% |
85% |
True |
False |
110,080 |
10 |
4.322 |
3.879 |
0.443 |
10.4% |
0.186 |
4.4% |
85% |
True |
False |
132,699 |
20 |
4.334 |
3.810 |
0.524 |
12.3% |
0.201 |
4.7% |
85% |
False |
False |
111,790 |
40 |
4.931 |
3.810 |
1.121 |
26.3% |
0.166 |
3.9% |
40% |
False |
False |
76,912 |
60 |
5.683 |
3.810 |
1.873 |
44.0% |
0.170 |
4.0% |
24% |
False |
False |
60,634 |
80 |
5.956 |
3.810 |
2.146 |
50.4% |
0.180 |
4.2% |
21% |
False |
False |
48,284 |
100 |
5.956 |
3.810 |
2.146 |
50.4% |
0.187 |
4.4% |
21% |
False |
False |
39,919 |
120 |
5.956 |
3.810 |
2.146 |
50.4% |
0.186 |
4.4% |
21% |
False |
False |
33,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.406 |
2.618 |
4.990 |
1.618 |
4.735 |
1.000 |
4.577 |
0.618 |
4.480 |
HIGH |
4.322 |
0.618 |
4.225 |
0.500 |
4.195 |
0.382 |
4.164 |
LOW |
4.067 |
0.618 |
3.909 |
1.000 |
3.812 |
1.618 |
3.654 |
2.618 |
3.399 |
4.250 |
2.983 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.236 |
4.213 |
PP |
4.215 |
4.170 |
S1 |
4.195 |
4.126 |
|