NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 03-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.010 |
3.938 |
-0.072 |
-1.8% |
4.380 |
High |
4.065 |
4.015 |
-0.050 |
-1.2% |
4.424 |
Low |
3.885 |
3.890 |
0.005 |
0.1% |
3.885 |
Close |
3.920 |
4.000 |
0.080 |
2.0% |
3.920 |
Range |
0.180 |
0.125 |
-0.055 |
-30.6% |
0.539 |
ATR |
0.187 |
0.182 |
-0.004 |
-2.4% |
0.000 |
Volume |
191,785 |
109,368 |
-82,417 |
-43.0% |
513,621 |
|
Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.343 |
4.297 |
4.069 |
|
R3 |
4.218 |
4.172 |
4.034 |
|
R2 |
4.093 |
4.093 |
4.023 |
|
R1 |
4.047 |
4.047 |
4.011 |
4.070 |
PP |
3.968 |
3.968 |
3.968 |
3.980 |
S1 |
3.922 |
3.922 |
3.989 |
3.945 |
S2 |
3.843 |
3.843 |
3.977 |
|
S3 |
3.718 |
3.797 |
3.966 |
|
S4 |
3.593 |
3.672 |
3.931 |
|
|
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 |
13.5% |
0.194 |
4.9% |
21% |
False |
False |
108,262 |
10 |
4.424 |
3.885 |
0.539 |
13.5% |
0.180 |
4.5% |
21% |
False |
False |
89,807 |
20 |
4.424 |
3.885 |
0.539 |
13.5% |
0.189 |
4.7% |
21% |
False |
False |
71,974 |
40 |
4.727 |
3.885 |
0.842 |
21.1% |
0.168 |
4.2% |
14% |
False |
False |
45,330 |
60 |
5.738 |
3.885 |
1.853 |
46.3% |
0.162 |
4.0% |
6% |
False |
False |
33,666 |
80 |
6.010 |
3.885 |
2.125 |
53.1% |
0.169 |
4.2% |
5% |
False |
False |
26,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.546 |
2.618 |
4.342 |
1.618 |
4.217 |
1.000 |
4.140 |
0.618 |
4.092 |
HIGH |
4.015 |
0.618 |
3.967 |
0.500 |
3.953 |
0.382 |
3.938 |
LOW |
3.890 |
0.618 |
3.813 |
1.000 |
3.765 |
1.618 |
3.688 |
2.618 |
3.563 |
4.250 |
3.359 |
|
|
Fisher Pivots for day following 03-May-2010 |
Pivot |
1 day |
3 day |
R1 |
3.984 |
4.136 |
PP |
3.968 |
4.090 |
S1 |
3.953 |
4.045 |
|