NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 28-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.330 |
4.310 |
-0.020 |
-0.5% |
4.109 |
High |
4.382 |
4.424 |
0.042 |
1.0% |
4.410 |
Low |
4.278 |
4.281 |
0.003 |
0.1% |
3.967 |
Close |
4.315 |
4.348 |
0.033 |
0.8% |
4.343 |
Range |
0.104 |
0.143 |
0.039 |
37.5% |
0.443 |
ATR |
0.172 |
0.170 |
-0.002 |
-1.2% |
0.000 |
Volume |
61,615 |
74,187 |
12,572 |
20.4% |
348,880 |
|
Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.780 |
4.707 |
4.427 |
|
R3 |
4.637 |
4.564 |
4.387 |
|
R2 |
4.494 |
4.494 |
4.374 |
|
R1 |
4.421 |
4.421 |
4.361 |
4.458 |
PP |
4.351 |
4.351 |
4.351 |
4.369 |
S1 |
4.278 |
4.278 |
4.335 |
4.315 |
S2 |
4.208 |
4.208 |
4.322 |
|
S3 |
4.065 |
4.135 |
4.309 |
|
S4 |
3.922 |
3.992 |
4.269 |
|
|
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 |
4.424 |
4.011 |
0.413 |
9.5% |
0.171 |
3.9% |
82% |
True |
False |
71,074 |
10 |
4.424 |
3.967 |
0.457 |
10.5% |
0.162 |
3.7% |
83% |
True |
False |
74,455 |
20 |
4.424 |
3.914 |
0.510 |
11.7% |
0.195 |
4.5% |
85% |
True |
False |
56,007 |
40 |
4.920 |
3.914 |
1.006 |
23.1% |
0.159 |
3.7% |
43% |
False |
False |
36,214 |
60 |
5.738 |
3.914 |
1.824 |
42.0% |
0.158 |
3.6% |
24% |
False |
False |
27,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.032 |
2.618 |
4.798 |
1.618 |
4.655 |
1.000 |
4.567 |
0.618 |
4.512 |
HIGH |
4.424 |
0.618 |
4.369 |
0.500 |
4.353 |
0.382 |
4.336 |
LOW |
4.281 |
0.618 |
4.193 |
1.000 |
4.138 |
1.618 |
4.050 |
2.618 |
3.907 |
4.250 |
3.673 |
|
|
Fisher Pivots for day following 28-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.353 |
4.346 |
PP |
4.351 |
4.344 |
S1 |
4.350 |
4.342 |
|