NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
4.136 |
4.051 |
-0.085 |
-2.1% |
4.481 |
| High |
4.196 |
4.140 |
-0.056 |
-1.3% |
4.548 |
| Low |
4.018 |
4.000 |
-0.018 |
-0.4% |
4.018 |
| Close |
4.050 |
4.129 |
0.079 |
2.0% |
4.050 |
| Range |
0.178 |
0.140 |
-0.038 |
-21.3% |
0.530 |
| ATR |
0.180 |
0.177 |
-0.003 |
-1.6% |
0.000 |
| Volume |
44,743 |
31,021 |
-13,722 |
-30.7% |
138,783 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.510 |
4.459 |
4.206 |
|
| R3 |
4.370 |
4.319 |
4.168 |
|
| R2 |
4.230 |
4.230 |
4.155 |
|
| R1 |
4.179 |
4.179 |
4.142 |
4.205 |
| PP |
4.090 |
4.090 |
4.090 |
4.102 |
| S1 |
4.039 |
4.039 |
4.116 |
4.065 |
| S2 |
3.950 |
3.950 |
4.103 |
|
| S3 |
3.810 |
3.899 |
4.091 |
|
| S4 |
3.670 |
3.759 |
4.052 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.795 |
5.453 |
4.342 |
|
| R3 |
5.265 |
4.923 |
4.196 |
|
| R2 |
4.735 |
4.735 |
4.147 |
|
| R1 |
4.393 |
4.393 |
4.099 |
4.299 |
| PP |
4.205 |
4.205 |
4.205 |
4.159 |
| S1 |
3.863 |
3.863 |
4.001 |
3.769 |
| S2 |
3.675 |
3.675 |
3.953 |
|
| S3 |
3.145 |
3.333 |
3.904 |
|
| S4 |
2.615 |
2.803 |
3.759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.548 |
4.000 |
0.548 |
13.3% |
0.193 |
4.7% |
24% |
False |
True |
29,201 |
| 10 |
4.548 |
4.000 |
0.548 |
13.3% |
0.175 |
4.2% |
24% |
False |
True |
25,270 |
| 20 |
4.548 |
4.000 |
0.548 |
13.3% |
0.182 |
4.4% |
24% |
False |
True |
33,805 |
| 40 |
4.815 |
4.000 |
0.815 |
19.7% |
0.161 |
3.9% |
16% |
False |
True |
23,655 |
| 60 |
5.810 |
4.000 |
1.810 |
43.8% |
0.154 |
3.7% |
7% |
False |
True |
18,111 |
| 80 |
6.050 |
4.000 |
2.050 |
49.6% |
0.159 |
3.8% |
6% |
False |
True |
14,558 |
| 100 |
6.075 |
4.000 |
2.075 |
50.3% |
0.165 |
4.0% |
6% |
False |
True |
12,128 |
| 120 |
6.075 |
4.000 |
2.075 |
50.3% |
0.167 |
4.1% |
6% |
False |
True |
10,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.735 |
|
2.618 |
4.507 |
|
1.618 |
4.367 |
|
1.000 |
4.280 |
|
0.618 |
4.227 |
|
HIGH |
4.140 |
|
0.618 |
4.087 |
|
0.500 |
4.070 |
|
0.382 |
4.053 |
|
LOW |
4.000 |
|
0.618 |
3.913 |
|
1.000 |
3.860 |
|
1.618 |
3.773 |
|
2.618 |
3.633 |
|
4.250 |
3.405 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.109 |
4.254 |
| PP |
4.090 |
4.212 |
| S1 |
4.070 |
4.171 |
|