NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 15-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.367 |
4.190 |
-0.177 |
-4.1% |
4.285 |
High |
4.469 |
4.418 |
-0.051 |
-1.1% |
4.530 |
Low |
4.333 |
4.175 |
-0.158 |
-3.6% |
4.079 |
Close |
4.419 |
4.190 |
-0.229 |
-5.2% |
4.308 |
Range |
0.136 |
0.243 |
0.107 |
78.7% |
0.451 |
ATR |
0.173 |
0.178 |
0.005 |
3.0% |
0.000 |
Volume |
62,883 |
55,771 |
-7,112 |
-11.3% |
157,675 |
|
Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.990 |
4.833 |
4.324 |
|
R3 |
4.747 |
4.590 |
4.257 |
|
R2 |
4.504 |
4.504 |
4.235 |
|
R1 |
4.347 |
4.347 |
4.212 |
4.312 |
PP |
4.261 |
4.261 |
4.261 |
4.243 |
S1 |
4.104 |
4.104 |
4.168 |
4.069 |
S2 |
4.018 |
4.018 |
4.145 |
|
S3 |
3.775 |
3.861 |
4.123 |
|
S4 |
3.532 |
3.618 |
4.056 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.659 |
5.434 |
4.556 |
|
R3 |
5.208 |
4.983 |
4.432 |
|
R2 |
4.757 |
4.757 |
4.391 |
|
R1 |
4.532 |
4.532 |
4.349 |
4.645 |
PP |
4.306 |
4.306 |
4.306 |
4.362 |
S1 |
4.081 |
4.081 |
4.267 |
4.194 |
S2 |
3.855 |
3.855 |
4.225 |
|
S3 |
3.404 |
3.630 |
4.184 |
|
S4 |
2.953 |
3.179 |
4.060 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.469 |
4.152 |
0.317 |
7.6% |
0.198 |
4.7% |
12% |
False |
False |
58,212 |
10 |
4.530 |
4.041 |
0.489 |
11.7% |
0.221 |
5.3% |
30% |
False |
False |
41,321 |
20 |
4.530 |
4.035 |
0.495 |
11.8% |
0.177 |
4.2% |
31% |
False |
False |
26,774 |
40 |
5.524 |
4.035 |
1.489 |
35.5% |
0.147 |
3.5% |
10% |
False |
False |
17,913 |
60 |
5.894 |
4.035 |
1.859 |
44.4% |
0.151 |
3.6% |
8% |
False |
False |
13,526 |
80 |
6.075 |
4.035 |
2.040 |
48.7% |
0.161 |
3.8% |
8% |
False |
False |
10,965 |
100 |
6.075 |
4.035 |
2.040 |
48.7% |
0.169 |
4.0% |
8% |
False |
False |
9,189 |
120 |
6.194 |
4.035 |
2.159 |
51.5% |
0.165 |
3.9% |
7% |
False |
False |
7,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.451 |
2.618 |
5.054 |
1.618 |
4.811 |
1.000 |
4.661 |
0.618 |
4.568 |
HIGH |
4.418 |
0.618 |
4.325 |
0.500 |
4.297 |
0.382 |
4.268 |
LOW |
4.175 |
0.618 |
4.025 |
1.000 |
3.932 |
1.618 |
3.782 |
2.618 |
3.539 |
4.250 |
3.142 |
|
|
Fisher Pivots for day following 15-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.297 |
4.322 |
PP |
4.261 |
4.278 |
S1 |
4.226 |
4.234 |
|