NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 07-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.380 |
4.212 |
-0.168 |
-3.8% |
3.993 |
High |
4.421 |
4.253 |
-0.168 |
-3.8% |
4.248 |
Low |
4.159 |
4.095 |
-0.064 |
-1.5% |
3.914 |
Close |
4.189 |
4.109 |
-0.080 |
-1.9% |
4.177 |
Range |
0.262 |
0.158 |
-0.104 |
-39.7% |
0.334 |
ATR |
0.172 |
0.171 |
-0.001 |
-0.6% |
0.000 |
Volume |
20,458 |
22,080 |
1,622 |
7.9% |
90,150 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.626 |
4.526 |
4.196 |
|
R3 |
4.468 |
4.368 |
4.152 |
|
R2 |
4.310 |
4.310 |
4.138 |
|
R1 |
4.210 |
4.210 |
4.123 |
4.181 |
PP |
4.152 |
4.152 |
4.152 |
4.138 |
S1 |
4.052 |
4.052 |
4.095 |
4.023 |
S2 |
3.994 |
3.994 |
4.080 |
|
S3 |
3.836 |
3.894 |
4.066 |
|
S4 |
3.678 |
3.736 |
4.022 |
|
|
Weekly Pivots for week ending 02-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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.421 |
3.914 |
0.507 |
12.3% |
0.253 |
6.2% |
38% |
False |
False |
25,742 |
10 |
4.421 |
3.914 |
0.507 |
12.3% |
0.189 |
4.6% |
38% |
False |
False |
21,941 |
20 |
4.725 |
3.914 |
0.811 |
19.7% |
0.157 |
3.8% |
24% |
False |
False |
19,306 |
40 |
5.635 |
3.914 |
1.721 |
41.9% |
0.148 |
3.6% |
11% |
False |
False |
14,961 |
60 |
5.830 |
3.914 |
1.916 |
46.6% |
0.162 |
4.0% |
10% |
False |
False |
12,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.925 |
2.618 |
4.667 |
1.618 |
4.509 |
1.000 |
4.411 |
0.618 |
4.351 |
HIGH |
4.253 |
0.618 |
4.193 |
0.500 |
4.174 |
0.382 |
4.155 |
LOW |
4.095 |
0.618 |
3.997 |
1.000 |
3.937 |
1.618 |
3.839 |
2.618 |
3.681 |
4.250 |
3.424 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.174 |
4.258 |
PP |
4.152 |
4.208 |
S1 |
4.131 |
4.159 |
|