NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 29-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.310 |
4.348 |
0.038 |
0.9% |
4.109 |
High |
4.424 |
4.386 |
-0.038 |
-0.9% |
4.410 |
Low |
4.281 |
3.967 |
-0.314 |
-7.3% |
3.967 |
Close |
4.348 |
3.980 |
-0.368 |
-8.5% |
4.343 |
Range |
0.143 |
0.419 |
0.276 |
193.0% |
0.443 |
ATR |
0.170 |
0.187 |
0.018 |
10.5% |
0.000 |
Volume |
74,187 |
104,356 |
30,169 |
40.7% |
348,880 |
|
Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.368 |
5.093 |
4.210 |
|
R3 |
4.949 |
4.674 |
4.095 |
|
R2 |
4.530 |
4.530 |
4.057 |
|
R1 |
4.255 |
4.255 |
4.018 |
4.183 |
PP |
4.111 |
4.111 |
4.111 |
4.075 |
S1 |
3.836 |
3.836 |
3.942 |
3.764 |
S2 |
3.692 |
3.692 |
3.903 |
|
S3 |
3.273 |
3.417 |
3.865 |
|
S4 |
2.854 |
2.998 |
3.750 |
|
|
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 |
3.967 |
0.457 |
11.5% |
0.211 |
5.3% |
3% |
False |
True |
81,475 |
10 |
4.424 |
3.967 |
0.457 |
11.5% |
0.179 |
4.5% |
3% |
False |
True |
75,881 |
20 |
4.424 |
3.914 |
0.510 |
12.8% |
0.206 |
5.2% |
13% |
False |
False |
60,200 |
40 |
4.910 |
3.914 |
0.996 |
25.0% |
0.168 |
4.2% |
7% |
False |
False |
38,487 |
60 |
5.738 |
3.914 |
1.824 |
45.8% |
0.163 |
4.1% |
4% |
False |
False |
28,950 |
80 |
6.010 |
3.914 |
2.096 |
52.7% |
0.171 |
4.3% |
3% |
False |
False |
22,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.167 |
2.618 |
5.483 |
1.618 |
5.064 |
1.000 |
4.805 |
0.618 |
4.645 |
HIGH |
4.386 |
0.618 |
4.226 |
0.500 |
4.177 |
0.382 |
4.127 |
LOW |
3.967 |
0.618 |
3.708 |
1.000 |
3.548 |
1.618 |
3.289 |
2.618 |
2.870 |
4.250 |
2.186 |
|
|
Fisher Pivots for day following 29-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.177 |
4.196 |
PP |
4.111 |
4.124 |
S1 |
4.046 |
4.052 |
|