NYMEX Natural Gas Future June 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 |
4.380 |
4.330 |
-0.050 |
-1.1% |
4.109 |
High |
4.395 |
4.382 |
-0.013 |
-0.3% |
4.410 |
Low |
4.260 |
4.278 |
0.018 |
0.4% |
3.967 |
Close |
4.351 |
4.315 |
-0.036 |
-0.8% |
4.343 |
Range |
0.135 |
0.104 |
-0.031 |
-23.0% |
0.443 |
ATR |
0.177 |
0.172 |
-0.005 |
-2.9% |
0.000 |
Volume |
81,678 |
61,615 |
-20,063 |
-24.6% |
348,880 |
|
Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.637 |
4.580 |
4.372 |
|
R3 |
4.533 |
4.476 |
4.344 |
|
R2 |
4.429 |
4.429 |
4.334 |
|
R1 |
4.372 |
4.372 |
4.325 |
4.349 |
PP |
4.325 |
4.325 |
4.325 |
4.313 |
S1 |
4.268 |
4.268 |
4.305 |
4.245 |
S2 |
4.221 |
4.221 |
4.296 |
|
S3 |
4.117 |
4.164 |
4.286 |
|
S4 |
4.013 |
4.060 |
4.258 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.569 |
5.399 |
4.587 |
|
R3 |
5.126 |
4.956 |
4.465 |
|
R2 |
4.683 |
4.683 |
4.424 |
|
R1 |
4.513 |
4.513 |
4.384 |
4.598 |
PP |
4.240 |
4.240 |
4.240 |
4.283 |
S1 |
4.070 |
4.070 |
4.302 |
4.155 |
S2 |
3.797 |
3.797 |
4.262 |
|
S3 |
3.354 |
3.627 |
4.221 |
|
S4 |
2.911 |
3.184 |
4.099 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.410 |
4.011 |
0.399 |
9.2% |
0.164 |
3.8% |
76% |
False |
False |
68,428 |
10 |
4.410 |
3.967 |
0.443 |
10.3% |
0.163 |
3.8% |
79% |
False |
False |
73,101 |
20 |
4.421 |
3.914 |
0.507 |
11.7% |
0.195 |
4.5% |
79% |
False |
False |
53,318 |
40 |
4.920 |
3.914 |
1.006 |
23.3% |
0.158 |
3.7% |
40% |
False |
False |
34,630 |
60 |
5.738 |
3.914 |
1.824 |
42.3% |
0.158 |
3.7% |
22% |
False |
False |
26,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.824 |
2.618 |
4.654 |
1.618 |
4.550 |
1.000 |
4.486 |
0.618 |
4.446 |
HIGH |
4.382 |
0.618 |
4.342 |
0.500 |
4.330 |
0.382 |
4.318 |
LOW |
4.278 |
0.618 |
4.214 |
1.000 |
4.174 |
1.618 |
4.110 |
2.618 |
4.006 |
4.250 |
3.836 |
|
|
Fisher Pivots for day following 27-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.330 |
4.305 |
PP |
4.325 |
4.294 |
S1 |
4.320 |
4.284 |
|