NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 20-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.109 |
4.037 |
-0.072 |
-1.8% |
4.205 |
High |
4.159 |
4.081 |
-0.078 |
-1.9% |
4.359 |
Low |
3.984 |
3.967 |
-0.017 |
-0.4% |
4.039 |
Close |
4.027 |
4.064 |
0.037 |
0.9% |
4.125 |
Range |
0.175 |
0.114 |
-0.061 |
-34.9% |
0.320 |
ATR |
0.181 |
0.176 |
-0.005 |
-2.6% |
0.000 |
Volume |
73,799 |
76,233 |
2,434 |
3.3% |
337,034 |
|
Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.379 |
4.336 |
4.127 |
|
R3 |
4.265 |
4.222 |
4.095 |
|
R2 |
4.151 |
4.151 |
4.085 |
|
R1 |
4.108 |
4.108 |
4.074 |
4.130 |
PP |
4.037 |
4.037 |
4.037 |
4.048 |
S1 |
3.994 |
3.994 |
4.054 |
4.016 |
S2 |
3.923 |
3.923 |
4.043 |
|
S3 |
3.809 |
3.880 |
4.033 |
|
S4 |
3.695 |
3.766 |
4.001 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.134 |
4.950 |
4.301 |
|
R3 |
4.814 |
4.630 |
4.213 |
|
R2 |
4.494 |
4.494 |
4.184 |
|
R1 |
4.310 |
4.310 |
4.154 |
4.242 |
PP |
4.174 |
4.174 |
4.174 |
4.141 |
S1 |
3.990 |
3.990 |
4.096 |
3.922 |
S2 |
3.854 |
3.854 |
4.066 |
|
S3 |
3.534 |
3.670 |
4.037 |
|
S4 |
3.214 |
3.350 |
3.949 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.359 |
3.967 |
0.392 |
9.6% |
0.161 |
4.0% |
25% |
False |
True |
77,775 |
10 |
4.359 |
3.950 |
0.409 |
10.1% |
0.184 |
4.5% |
28% |
False |
False |
59,718 |
20 |
4.421 |
3.914 |
0.507 |
12.5% |
0.184 |
4.5% |
30% |
False |
False |
40,348 |
40 |
5.075 |
3.914 |
1.161 |
28.6% |
0.154 |
3.8% |
13% |
False |
False |
27,208 |
60 |
5.804 |
3.914 |
1.890 |
46.5% |
0.160 |
3.9% |
8% |
False |
False |
20,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.566 |
2.618 |
4.379 |
1.618 |
4.265 |
1.000 |
4.195 |
0.618 |
4.151 |
HIGH |
4.081 |
0.618 |
4.037 |
0.500 |
4.024 |
0.382 |
4.011 |
LOW |
3.967 |
0.618 |
3.897 |
1.000 |
3.853 |
1.618 |
3.783 |
2.618 |
3.669 |
4.250 |
3.483 |
|
|
Fisher Pivots for day following 20-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.051 |
4.075 |
PP |
4.037 |
4.071 |
S1 |
4.024 |
4.068 |
|