NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 01-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.082 |
4.088 |
0.006 |
0.1% |
4.304 |
High |
4.265 |
4.348 |
0.083 |
1.9% |
4.374 |
Low |
4.073 |
4.041 |
-0.032 |
-0.8% |
4.098 |
Close |
4.082 |
4.290 |
0.208 |
5.1% |
4.104 |
Range |
0.192 |
0.307 |
0.115 |
59.9% |
0.276 |
ATR |
0.135 |
0.147 |
0.012 |
9.2% |
0.000 |
Volume |
14,042 |
20,950 |
6,908 |
49.2% |
56,935 |
|
Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.147 |
5.026 |
4.459 |
|
R3 |
4.840 |
4.719 |
4.374 |
|
R2 |
4.533 |
4.533 |
4.346 |
|
R1 |
4.412 |
4.412 |
4.318 |
4.473 |
PP |
4.226 |
4.226 |
4.226 |
4.257 |
S1 |
4.105 |
4.105 |
4.262 |
4.166 |
S2 |
3.919 |
3.919 |
4.234 |
|
S3 |
3.612 |
3.798 |
4.206 |
|
S4 |
3.305 |
3.491 |
4.121 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.020 |
4.838 |
4.256 |
|
R3 |
4.744 |
4.562 |
4.180 |
|
R2 |
4.468 |
4.468 |
4.155 |
|
R1 |
4.286 |
4.286 |
4.129 |
4.239 |
PP |
4.192 |
4.192 |
4.192 |
4.169 |
S1 |
4.010 |
4.010 |
4.079 |
3.963 |
S2 |
3.916 |
3.916 |
4.053 |
|
S3 |
3.640 |
3.734 |
4.028 |
|
S4 |
3.364 |
3.458 |
3.952 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.348 |
4.035 |
0.313 |
7.3% |
0.172 |
4.0% |
81% |
True |
False |
15,123 |
10 |
4.387 |
4.035 |
0.352 |
8.2% |
0.142 |
3.3% |
72% |
False |
False |
13,457 |
20 |
4.843 |
4.035 |
0.808 |
18.8% |
0.127 |
3.0% |
32% |
False |
False |
12,495 |
40 |
5.810 |
4.035 |
1.775 |
41.4% |
0.137 |
3.2% |
14% |
False |
False |
9,558 |
60 |
6.050 |
4.035 |
2.015 |
47.0% |
0.150 |
3.5% |
13% |
False |
False |
7,647 |
80 |
6.075 |
4.035 |
2.040 |
47.6% |
0.161 |
3.7% |
13% |
False |
False |
6,340 |
100 |
6.075 |
4.035 |
2.040 |
47.6% |
0.162 |
3.8% |
13% |
False |
False |
5,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.653 |
2.618 |
5.152 |
1.618 |
4.845 |
1.000 |
4.655 |
0.618 |
4.538 |
HIGH |
4.348 |
0.618 |
4.231 |
0.500 |
4.195 |
0.382 |
4.158 |
LOW |
4.041 |
0.618 |
3.851 |
1.000 |
3.734 |
1.618 |
3.544 |
2.618 |
3.237 |
4.250 |
2.736 |
|
|
Fisher Pivots for day following 01-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.258 |
4.257 |
PP |
4.226 |
4.224 |
S1 |
4.195 |
4.192 |
|