NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 23-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.203 |
4.309 |
0.106 |
2.5% |
4.242 |
High |
4.343 |
4.509 |
0.166 |
3.8% |
4.509 |
Low |
4.138 |
4.271 |
0.133 |
3.2% |
4.086 |
Close |
4.330 |
4.453 |
0.123 |
2.8% |
4.453 |
Range |
0.205 |
0.238 |
0.033 |
16.1% |
0.423 |
ATR |
0.167 |
0.172 |
0.005 |
3.0% |
0.000 |
Volume |
18,673 |
27,749 |
9,076 |
48.6% |
105,468 |
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.125 |
5.027 |
4.584 |
|
R3 |
4.887 |
4.789 |
4.518 |
|
R2 |
4.649 |
4.649 |
4.497 |
|
R1 |
4.551 |
4.551 |
4.475 |
4.600 |
PP |
4.411 |
4.411 |
4.411 |
4.436 |
S1 |
4.313 |
4.313 |
4.431 |
4.362 |
S2 |
4.173 |
4.173 |
4.409 |
|
S3 |
3.935 |
4.075 |
4.388 |
|
S4 |
3.697 |
3.837 |
4.322 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.618 |
5.459 |
4.686 |
|
R3 |
5.195 |
5.036 |
4.569 |
|
R2 |
4.772 |
4.772 |
4.531 |
|
R1 |
4.613 |
4.613 |
4.492 |
4.693 |
PP |
4.349 |
4.349 |
4.349 |
4.389 |
S1 |
4.190 |
4.190 |
4.414 |
4.270 |
S2 |
3.926 |
3.926 |
4.375 |
|
S3 |
3.503 |
3.767 |
4.337 |
|
S4 |
3.080 |
3.344 |
4.220 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.509 |
4.086 |
0.423 |
9.5% |
0.164 |
3.7% |
87% |
True |
False |
21,093 |
10 |
4.509 |
4.086 |
0.423 |
9.5% |
0.176 |
3.9% |
87% |
True |
False |
38,064 |
20 |
4.530 |
4.035 |
0.495 |
11.1% |
0.185 |
4.2% |
84% |
False |
False |
30,696 |
40 |
5.085 |
4.035 |
1.050 |
23.6% |
0.152 |
3.4% |
40% |
False |
False |
20,644 |
60 |
5.810 |
4.035 |
1.775 |
39.9% |
0.152 |
3.4% |
24% |
False |
False |
15,686 |
80 |
6.075 |
4.035 |
2.040 |
45.8% |
0.159 |
3.6% |
20% |
False |
False |
12,598 |
100 |
6.075 |
4.035 |
2.040 |
45.8% |
0.166 |
3.7% |
20% |
False |
False |
10,556 |
120 |
6.075 |
4.035 |
2.040 |
45.8% |
0.166 |
3.7% |
20% |
False |
False |
9,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.521 |
2.618 |
5.132 |
1.618 |
4.894 |
1.000 |
4.747 |
0.618 |
4.656 |
HIGH |
4.509 |
0.618 |
4.418 |
0.500 |
4.390 |
0.382 |
4.362 |
LOW |
4.271 |
0.618 |
4.124 |
1.000 |
4.033 |
1.618 |
3.886 |
2.618 |
3.648 |
4.250 |
3.260 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.432 |
4.410 |
PP |
4.411 |
4.367 |
S1 |
4.390 |
4.324 |
|