NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 21-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.153 |
4.179 |
0.026 |
0.6% |
4.359 |
High |
4.197 |
4.245 |
0.048 |
1.1% |
4.469 |
Low |
4.086 |
4.145 |
0.059 |
1.4% |
4.175 |
Close |
4.185 |
4.167 |
-0.018 |
-0.4% |
4.243 |
Range |
0.111 |
0.100 |
-0.011 |
-9.9% |
0.294 |
ATR |
0.169 |
0.164 |
-0.005 |
-2.9% |
0.000 |
Volume |
21,846 |
14,636 |
-7,210 |
-33.0% |
275,172 |
|
Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.486 |
4.426 |
4.222 |
|
R3 |
4.386 |
4.326 |
4.195 |
|
R2 |
4.286 |
4.286 |
4.185 |
|
R1 |
4.226 |
4.226 |
4.176 |
4.206 |
PP |
4.186 |
4.186 |
4.186 |
4.176 |
S1 |
4.126 |
4.126 |
4.158 |
4.106 |
S2 |
4.086 |
4.086 |
4.149 |
|
S3 |
3.986 |
4.026 |
4.140 |
|
S4 |
3.886 |
3.926 |
4.112 |
|
|
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 |
4.418 |
4.086 |
0.332 |
8.0% |
0.149 |
3.6% |
24% |
False |
False |
31,079 |
10 |
4.469 |
4.079 |
0.390 |
9.4% |
0.171 |
4.1% |
23% |
False |
False |
41,786 |
20 |
4.530 |
4.035 |
0.495 |
11.9% |
0.175 |
4.2% |
27% |
False |
False |
29,406 |
40 |
5.148 |
4.035 |
1.113 |
26.7% |
0.146 |
3.5% |
12% |
False |
False |
19,761 |
60 |
5.810 |
4.035 |
1.775 |
42.6% |
0.150 |
3.6% |
7% |
False |
False |
15,000 |
80 |
6.075 |
4.035 |
2.040 |
49.0% |
0.157 |
3.8% |
6% |
False |
False |
12,065 |
100 |
6.075 |
4.035 |
2.040 |
49.0% |
0.168 |
4.0% |
6% |
False |
False |
10,129 |
120 |
6.075 |
4.035 |
2.040 |
49.0% |
0.165 |
4.0% |
6% |
False |
False |
8,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.670 |
2.618 |
4.507 |
1.618 |
4.407 |
1.000 |
4.345 |
0.618 |
4.307 |
HIGH |
4.245 |
0.618 |
4.207 |
0.500 |
4.195 |
0.382 |
4.183 |
LOW |
4.145 |
0.618 |
4.083 |
1.000 |
4.045 |
1.618 |
3.983 |
2.618 |
3.883 |
4.250 |
3.720 |
|
|
Fisher Pivots for day following 21-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.195 |
4.181 |
PP |
4.186 |
4.176 |
S1 |
4.176 |
4.172 |
|