NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 20-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.242 |
4.153 |
-0.089 |
-2.1% |
4.359 |
High |
4.275 |
4.197 |
-0.078 |
-1.8% |
4.469 |
Low |
4.108 |
4.086 |
-0.022 |
-0.5% |
4.175 |
Close |
4.147 |
4.185 |
0.038 |
0.9% |
4.243 |
Range |
0.167 |
0.111 |
-0.056 |
-33.5% |
0.294 |
ATR |
0.173 |
0.169 |
-0.004 |
-2.6% |
0.000 |
Volume |
22,564 |
21,846 |
-718 |
-3.2% |
275,172 |
|
Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.489 |
4.448 |
4.246 |
|
R3 |
4.378 |
4.337 |
4.216 |
|
R2 |
4.267 |
4.267 |
4.205 |
|
R1 |
4.226 |
4.226 |
4.195 |
4.247 |
PP |
4.156 |
4.156 |
4.156 |
4.166 |
S1 |
4.115 |
4.115 |
4.175 |
4.136 |
S2 |
4.045 |
4.045 |
4.165 |
|
S3 |
3.934 |
4.004 |
4.154 |
|
S4 |
3.823 |
3.893 |
4.124 |
|
|
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 |
4.086 |
0.383 |
9.2% |
0.156 |
3.7% |
26% |
False |
True |
40,729 |
10 |
4.469 |
4.079 |
0.390 |
9.3% |
0.176 |
4.2% |
27% |
False |
False |
42,655 |
20 |
4.530 |
4.035 |
0.495 |
11.8% |
0.175 |
4.2% |
30% |
False |
False |
29,182 |
40 |
5.155 |
4.035 |
1.120 |
26.8% |
0.147 |
3.5% |
13% |
False |
False |
19,558 |
60 |
5.880 |
4.035 |
1.845 |
44.1% |
0.151 |
3.6% |
8% |
False |
False |
14,801 |
80 |
6.075 |
4.035 |
2.040 |
48.7% |
0.158 |
3.8% |
7% |
False |
False |
11,917 |
100 |
6.075 |
4.035 |
2.040 |
48.7% |
0.168 |
4.0% |
7% |
False |
False |
9,993 |
120 |
6.075 |
4.035 |
2.040 |
48.7% |
0.165 |
3.9% |
7% |
False |
False |
8,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.669 |
2.618 |
4.488 |
1.618 |
4.377 |
1.000 |
4.308 |
0.618 |
4.266 |
HIGH |
4.197 |
0.618 |
4.155 |
0.500 |
4.142 |
0.382 |
4.128 |
LOW |
4.086 |
0.618 |
4.017 |
1.000 |
3.975 |
1.618 |
3.906 |
2.618 |
3.795 |
4.250 |
3.614 |
|
|
Fisher Pivots for day following 20-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.171 |
4.193 |
PP |
4.156 |
4.190 |
S1 |
4.142 |
4.188 |
|