NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 27-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.481 |
4.440 |
-0.041 |
-0.9% |
4.242 |
High |
4.506 |
4.497 |
-0.009 |
-0.2% |
4.509 |
Low |
4.376 |
4.397 |
0.021 |
0.5% |
4.086 |
Close |
4.467 |
4.438 |
-0.029 |
-0.6% |
4.453 |
Range |
0.130 |
0.100 |
-0.030 |
-23.1% |
0.423 |
ATR |
0.169 |
0.164 |
-0.005 |
-2.9% |
0.000 |
Volume |
23,796 |
16,149 |
-7,647 |
-32.1% |
105,468 |
|
Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.744 |
4.691 |
4.493 |
|
R3 |
4.644 |
4.591 |
4.466 |
|
R2 |
4.544 |
4.544 |
4.456 |
|
R1 |
4.491 |
4.491 |
4.447 |
4.468 |
PP |
4.444 |
4.444 |
4.444 |
4.432 |
S1 |
4.391 |
4.391 |
4.429 |
4.368 |
S2 |
4.344 |
4.344 |
4.420 |
|
S3 |
4.244 |
4.291 |
4.411 |
|
S4 |
4.144 |
4.191 |
4.383 |
|
|
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 |
4.138 |
0.371 |
8.4% |
0.155 |
3.5% |
81% |
False |
False |
20,200 |
10 |
4.509 |
4.086 |
0.423 |
9.5% |
0.155 |
3.5% |
83% |
False |
False |
30,464 |
20 |
4.530 |
4.035 |
0.495 |
11.2% |
0.186 |
4.2% |
81% |
False |
False |
31,370 |
40 |
5.000 |
4.035 |
0.965 |
21.7% |
0.150 |
3.4% |
42% |
False |
False |
21,363 |
60 |
5.810 |
4.035 |
1.775 |
40.0% |
0.150 |
3.4% |
23% |
False |
False |
16,190 |
80 |
6.050 |
4.035 |
2.015 |
45.4% |
0.158 |
3.6% |
20% |
False |
False |
13,050 |
100 |
6.075 |
4.035 |
2.040 |
46.0% |
0.164 |
3.7% |
20% |
False |
False |
10,924 |
120 |
6.075 |
4.035 |
2.040 |
46.0% |
0.164 |
3.7% |
20% |
False |
False |
9,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.922 |
2.618 |
4.759 |
1.618 |
4.659 |
1.000 |
4.597 |
0.618 |
4.559 |
HIGH |
4.497 |
0.618 |
4.459 |
0.500 |
4.447 |
0.382 |
4.435 |
LOW |
4.397 |
0.618 |
4.335 |
1.000 |
4.297 |
1.618 |
4.235 |
2.618 |
4.135 |
4.250 |
3.972 |
|
|
Fisher Pivots for day following 27-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.447 |
4.422 |
PP |
4.444 |
4.406 |
S1 |
4.441 |
4.390 |
|