NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 30-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.348 |
4.010 |
-0.338 |
-7.8% |
4.380 |
High |
4.386 |
4.065 |
-0.321 |
-7.3% |
4.424 |
Low |
3.967 |
3.885 |
-0.082 |
-2.1% |
3.885 |
Close |
3.980 |
3.920 |
-0.060 |
-1.5% |
3.920 |
Range |
0.419 |
0.180 |
-0.239 |
-57.0% |
0.539 |
ATR |
0.187 |
0.187 |
-0.001 |
-0.3% |
0.000 |
Volume |
104,356 |
191,785 |
87,429 |
83.8% |
513,621 |
|
Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.497 |
4.388 |
4.019 |
|
R3 |
4.317 |
4.208 |
3.970 |
|
R2 |
4.137 |
4.137 |
3.953 |
|
R1 |
4.028 |
4.028 |
3.937 |
3.993 |
PP |
3.957 |
3.957 |
3.957 |
3.939 |
S1 |
3.848 |
3.848 |
3.904 |
3.813 |
S2 |
3.777 |
3.777 |
3.887 |
|
S3 |
3.597 |
3.668 |
3.871 |
|
S4 |
3.417 |
3.488 |
3.821 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.693 |
5.346 |
4.216 |
|
R3 |
5.154 |
4.807 |
4.068 |
|
R2 |
4.615 |
4.615 |
4.019 |
|
R1 |
4.268 |
4.268 |
3.969 |
4.172 |
PP |
4.076 |
4.076 |
4.076 |
4.029 |
S1 |
3.729 |
3.729 |
3.871 |
3.633 |
S2 |
3.537 |
3.537 |
3.821 |
|
S3 |
2.998 |
3.190 |
3.772 |
|
S4 |
2.459 |
2.651 |
3.624 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.424 |
3.885 |
0.539 |
13.8% |
0.196 |
5.0% |
6% |
False |
True |
102,724 |
10 |
4.424 |
3.885 |
0.539 |
13.8% |
0.185 |
4.7% |
6% |
False |
True |
86,250 |
20 |
4.424 |
3.885 |
0.539 |
13.8% |
0.198 |
5.1% |
6% |
False |
True |
68,353 |
40 |
4.757 |
3.885 |
0.872 |
22.2% |
0.167 |
4.3% |
4% |
False |
True |
42,988 |
60 |
5.738 |
3.885 |
1.853 |
47.3% |
0.163 |
4.2% |
2% |
False |
True |
32,005 |
80 |
6.010 |
3.885 |
2.125 |
54.2% |
0.171 |
4.4% |
2% |
False |
True |
25,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.830 |
2.618 |
4.536 |
1.618 |
4.356 |
1.000 |
4.245 |
0.618 |
4.176 |
HIGH |
4.065 |
0.618 |
3.996 |
0.500 |
3.975 |
0.382 |
3.954 |
LOW |
3.885 |
0.618 |
3.774 |
1.000 |
3.705 |
1.618 |
3.594 |
2.618 |
3.414 |
4.250 |
3.120 |
|
|
Fisher Pivots for day following 30-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
3.975 |
4.155 |
PP |
3.957 |
4.076 |
S1 |
3.938 |
3.998 |
|