NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 01-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.105 |
3.980 |
-0.125 |
-3.0% |
4.244 |
High |
4.164 |
4.248 |
0.084 |
2.0% |
4.285 |
Low |
3.956 |
3.914 |
-0.042 |
-1.1% |
4.001 |
Close |
3.965 |
4.177 |
0.212 |
5.3% |
4.007 |
Range |
0.208 |
0.334 |
0.126 |
60.6% |
0.284 |
ATR |
0.140 |
0.154 |
0.014 |
9.8% |
0.000 |
Volume |
20,497 |
28,713 |
8,216 |
40.1% |
82,806 |
|
Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.115 |
4.980 |
4.361 |
|
R3 |
4.781 |
4.646 |
4.269 |
|
R2 |
4.447 |
4.447 |
4.238 |
|
R1 |
4.312 |
4.312 |
4.208 |
4.380 |
PP |
4.113 |
4.113 |
4.113 |
4.147 |
S1 |
3.978 |
3.978 |
4.146 |
4.046 |
S2 |
3.779 |
3.779 |
4.116 |
|
S3 |
3.445 |
3.644 |
4.085 |
|
S4 |
3.111 |
3.310 |
3.993 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.950 |
4.762 |
4.163 |
|
R3 |
4.666 |
4.478 |
4.085 |
|
R2 |
4.382 |
4.382 |
4.059 |
|
R1 |
4.194 |
4.194 |
4.033 |
4.146 |
PP |
4.098 |
4.098 |
4.098 |
4.074 |
S1 |
3.910 |
3.910 |
3.981 |
3.862 |
S2 |
3.814 |
3.814 |
3.955 |
|
S3 |
3.530 |
3.626 |
3.929 |
|
S4 |
3.246 |
3.342 |
3.851 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.248 |
3.914 |
0.334 |
8.0% |
0.184 |
4.4% |
79% |
True |
True |
22,036 |
10 |
4.300 |
3.914 |
0.386 |
9.2% |
0.151 |
3.6% |
68% |
False |
True |
19,754 |
20 |
4.757 |
3.914 |
0.843 |
20.2% |
0.135 |
3.2% |
31% |
False |
True |
17,622 |
40 |
5.738 |
3.914 |
1.824 |
43.7% |
0.146 |
3.5% |
14% |
False |
True |
13,831 |
60 |
6.010 |
3.914 |
2.096 |
50.2% |
0.162 |
3.9% |
13% |
False |
True |
10,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.668 |
2.618 |
5.122 |
1.618 |
4.788 |
1.000 |
4.582 |
0.618 |
4.454 |
HIGH |
4.248 |
0.618 |
4.120 |
0.500 |
4.081 |
0.382 |
4.042 |
LOW |
3.914 |
0.618 |
3.708 |
1.000 |
3.580 |
1.618 |
3.374 |
2.618 |
3.040 |
4.250 |
2.495 |
|
|
Fisher Pivots for day following 01-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.145 |
4.145 |
PP |
4.113 |
4.113 |
S1 |
4.081 |
4.081 |
|