NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 19-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.218 |
4.242 |
0.024 |
0.6% |
4.359 |
High |
4.300 |
4.275 |
-0.025 |
-0.6% |
4.469 |
Low |
4.177 |
4.108 |
-0.069 |
-1.7% |
4.175 |
Close |
4.243 |
4.147 |
-0.096 |
-2.3% |
4.243 |
Range |
0.123 |
0.167 |
0.044 |
35.8% |
0.294 |
ATR |
0.174 |
0.173 |
0.000 |
-0.3% |
0.000 |
Volume |
40,581 |
22,564 |
-18,017 |
-44.4% |
275,172 |
|
Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.678 |
4.579 |
4.239 |
|
R3 |
4.511 |
4.412 |
4.193 |
|
R2 |
4.344 |
4.344 |
4.178 |
|
R1 |
4.245 |
4.245 |
4.162 |
4.211 |
PP |
4.177 |
4.177 |
4.177 |
4.160 |
S1 |
4.078 |
4.078 |
4.132 |
4.044 |
S2 |
4.010 |
4.010 |
4.116 |
|
S3 |
3.843 |
3.911 |
4.101 |
|
S4 |
3.676 |
3.744 |
4.055 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.178 |
5.004 |
4.405 |
|
R3 |
4.884 |
4.710 |
4.324 |
|
R2 |
4.590 |
4.590 |
4.297 |
|
R1 |
4.416 |
4.416 |
4.270 |
4.356 |
PP |
4.296 |
4.296 |
4.296 |
4.266 |
S1 |
4.122 |
4.122 |
4.216 |
4.062 |
S2 |
4.002 |
4.002 |
4.189 |
|
S3 |
3.708 |
3.828 |
4.162 |
|
S4 |
3.414 |
3.534 |
4.081 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.469 |
4.108 |
0.361 |
8.7% |
0.173 |
4.2% |
11% |
False |
True |
47,692 |
10 |
4.530 |
4.079 |
0.451 |
10.9% |
0.190 |
4.6% |
15% |
False |
False |
42,340 |
20 |
4.530 |
4.035 |
0.495 |
11.9% |
0.175 |
4.2% |
23% |
False |
False |
28,679 |
40 |
5.216 |
4.035 |
1.181 |
28.5% |
0.147 |
3.6% |
9% |
False |
False |
19,185 |
60 |
5.894 |
4.035 |
1.859 |
44.8% |
0.152 |
3.7% |
6% |
False |
False |
14,475 |
80 |
6.075 |
4.035 |
2.040 |
49.2% |
0.159 |
3.8% |
5% |
False |
False |
11,677 |
100 |
6.075 |
4.035 |
2.040 |
49.2% |
0.169 |
4.1% |
5% |
False |
False |
9,794 |
120 |
6.075 |
4.035 |
2.040 |
49.2% |
0.165 |
4.0% |
5% |
False |
False |
8,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.985 |
2.618 |
4.712 |
1.618 |
4.545 |
1.000 |
4.442 |
0.618 |
4.378 |
HIGH |
4.275 |
0.618 |
4.211 |
0.500 |
4.192 |
0.382 |
4.172 |
LOW |
4.108 |
0.618 |
4.005 |
1.000 |
3.941 |
1.618 |
3.838 |
2.618 |
3.671 |
4.250 |
3.398 |
|
|
Fisher Pivots for day following 19-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.192 |
4.263 |
PP |
4.177 |
4.224 |
S1 |
4.162 |
4.186 |
|