NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.179 |
4.203 |
0.024 |
0.6% |
4.359 |
High |
4.245 |
4.343 |
0.098 |
2.3% |
4.469 |
Low |
4.145 |
4.138 |
-0.007 |
-0.2% |
4.175 |
Close |
4.167 |
4.330 |
0.163 |
3.9% |
4.243 |
Range |
0.100 |
0.205 |
0.105 |
105.0% |
0.294 |
ATR |
0.164 |
0.167 |
0.003 |
1.8% |
0.000 |
Volume |
14,636 |
18,673 |
4,037 |
27.6% |
275,172 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.885 |
4.813 |
4.443 |
|
R3 |
4.680 |
4.608 |
4.386 |
|
R2 |
4.475 |
4.475 |
4.368 |
|
R1 |
4.403 |
4.403 |
4.349 |
4.439 |
PP |
4.270 |
4.270 |
4.270 |
4.289 |
S1 |
4.198 |
4.198 |
4.311 |
4.234 |
S2 |
4.065 |
4.065 |
4.292 |
|
S3 |
3.860 |
3.993 |
4.274 |
|
S4 |
3.655 |
3.788 |
4.217 |
|
|
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 |
4.343 |
4.086 |
0.257 |
5.9% |
0.141 |
3.3% |
95% |
True |
False |
23,660 |
10 |
4.469 |
4.086 |
0.383 |
8.8% |
0.170 |
3.9% |
64% |
False |
False |
40,936 |
20 |
4.530 |
4.035 |
0.495 |
11.4% |
0.181 |
4.2% |
60% |
False |
False |
29,755 |
40 |
5.085 |
4.035 |
1.050 |
24.2% |
0.148 |
3.4% |
28% |
False |
False |
20,083 |
60 |
5.810 |
4.035 |
1.775 |
41.0% |
0.151 |
3.5% |
17% |
False |
False |
15,270 |
80 |
6.075 |
4.035 |
2.040 |
47.1% |
0.157 |
3.6% |
14% |
False |
False |
12,276 |
100 |
6.075 |
4.035 |
2.040 |
47.1% |
0.167 |
3.9% |
14% |
False |
False |
10,296 |
120 |
6.075 |
4.035 |
2.040 |
47.1% |
0.165 |
3.8% |
14% |
False |
False |
8,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.214 |
2.618 |
4.880 |
1.618 |
4.675 |
1.000 |
4.548 |
0.618 |
4.470 |
HIGH |
4.343 |
0.618 |
4.265 |
0.500 |
4.241 |
0.382 |
4.216 |
LOW |
4.138 |
0.618 |
4.011 |
1.000 |
3.933 |
1.618 |
3.806 |
2.618 |
3.601 |
4.250 |
3.267 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.300 |
4.292 |
PP |
4.270 |
4.253 |
S1 |
4.241 |
4.215 |
|