NYMEX Natural Gas Future June 2010
Trading Metrics calculated at close of trading on 04-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
Open |
3.938 |
4.009 |
0.071 |
1.8% |
4.380 |
High |
4.015 |
4.046 |
0.031 |
0.8% |
4.424 |
Low |
3.890 |
3.963 |
0.073 |
1.9% |
3.885 |
Close |
4.000 |
4.013 |
0.013 |
0.3% |
3.920 |
Range |
0.125 |
0.083 |
-0.042 |
-33.6% |
0.539 |
ATR |
0.182 |
0.175 |
-0.007 |
-3.9% |
0.000 |
Volume |
109,368 |
79,141 |
-30,227 |
-27.6% |
513,621 |
|
Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.256 |
4.218 |
4.059 |
|
R3 |
4.173 |
4.135 |
4.036 |
|
R2 |
4.090 |
4.090 |
4.028 |
|
R1 |
4.052 |
4.052 |
4.021 |
4.071 |
PP |
4.007 |
4.007 |
4.007 |
4.017 |
S1 |
3.969 |
3.969 |
4.005 |
3.988 |
S2 |
3.924 |
3.924 |
3.998 |
|
S3 |
3.841 |
3.886 |
3.990 |
|
S4 |
3.758 |
3.803 |
3.967 |
|
|
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 |
13.4% |
0.190 |
4.7% |
24% |
False |
False |
111,767 |
10 |
4.424 |
3.885 |
0.539 |
13.4% |
0.177 |
4.4% |
24% |
False |
False |
90,097 |
20 |
4.424 |
3.885 |
0.539 |
13.4% |
0.180 |
4.5% |
24% |
False |
False |
74,908 |
40 |
4.727 |
3.885 |
0.842 |
21.0% |
0.168 |
4.2% |
15% |
False |
False |
46,890 |
60 |
5.738 |
3.885 |
1.853 |
46.2% |
0.160 |
4.0% |
7% |
False |
False |
34,811 |
80 |
5.830 |
3.885 |
1.945 |
48.5% |
0.167 |
4.2% |
7% |
False |
False |
27,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.399 |
2.618 |
4.263 |
1.618 |
4.180 |
1.000 |
4.129 |
0.618 |
4.097 |
HIGH |
4.046 |
0.618 |
4.014 |
0.500 |
4.005 |
0.382 |
3.995 |
LOW |
3.963 |
0.618 |
3.912 |
1.000 |
3.880 |
1.618 |
3.829 |
2.618 |
3.746 |
4.250 |
3.610 |
|
|
Fisher Pivots for day following 04-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.010 |
4.000 |
PP |
4.007 |
3.988 |
S1 |
4.005 |
3.975 |
|