NYMEX Natural Gas Future May 2010
Trading Metrics calculated at close of trading on 27-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.290 |
4.239 |
-0.051 |
-1.2% |
4.038 |
High |
4.313 |
4.293 |
-0.020 |
-0.5% |
4.322 |
Low |
4.174 |
4.191 |
0.017 |
0.4% |
3.879 |
Close |
4.262 |
4.216 |
-0.046 |
-1.1% |
4.257 |
Range |
0.139 |
0.102 |
-0.037 |
-26.6% |
0.443 |
ATR |
0.182 |
0.176 |
-0.006 |
-3.1% |
0.000 |
Volume |
109,555 |
84,697 |
-24,858 |
-22.7% |
550,400 |
|
Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.539 |
4.480 |
4.272 |
|
R3 |
4.437 |
4.378 |
4.244 |
|
R2 |
4.335 |
4.335 |
4.235 |
|
R1 |
4.276 |
4.276 |
4.225 |
4.255 |
PP |
4.233 |
4.233 |
4.233 |
4.223 |
S1 |
4.174 |
4.174 |
4.207 |
4.153 |
S2 |
4.131 |
4.131 |
4.197 |
|
S3 |
4.029 |
4.072 |
4.188 |
|
S4 |
3.927 |
3.970 |
4.160 |
|
|
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 |
3.930 |
0.392 |
9.3% |
0.165 |
3.9% |
73% |
False |
False |
100,772 |
10 |
4.322 |
3.879 |
0.443 |
10.5% |
0.163 |
3.9% |
76% |
False |
False |
122,295 |
20 |
4.334 |
3.810 |
0.524 |
12.4% |
0.201 |
4.8% |
77% |
False |
False |
114,633 |
40 |
4.854 |
3.810 |
1.044 |
24.8% |
0.165 |
3.9% |
39% |
False |
False |
80,653 |
60 |
5.683 |
3.810 |
1.873 |
44.4% |
0.169 |
4.0% |
22% |
False |
False |
63,396 |
80 |
5.956 |
3.810 |
2.146 |
50.9% |
0.178 |
4.2% |
19% |
False |
False |
50,573 |
100 |
5.956 |
3.810 |
2.146 |
50.9% |
0.185 |
4.4% |
19% |
False |
False |
41,786 |
120 |
5.956 |
3.810 |
2.146 |
50.9% |
0.185 |
4.4% |
19% |
False |
False |
35,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.727 |
2.618 |
4.560 |
1.618 |
4.458 |
1.000 |
4.395 |
0.618 |
4.356 |
HIGH |
4.293 |
0.618 |
4.254 |
0.500 |
4.242 |
0.382 |
4.230 |
LOW |
4.191 |
0.618 |
4.128 |
1.000 |
4.089 |
1.618 |
4.026 |
2.618 |
3.924 |
4.250 |
3.758 |
|
|
Fisher Pivots for day following 27-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.242 |
4.209 |
PP |
4.233 |
4.202 |
S1 |
4.225 |
4.195 |
|