NYMEX Natural Gas Future July 2010
Trading Metrics calculated at close of trading on 05-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.133 |
4.143 |
0.010 |
0.2% |
4.481 |
High |
4.165 |
4.153 |
-0.012 |
-0.3% |
4.548 |
Low |
4.085 |
4.041 |
-0.044 |
-1.1% |
4.018 |
Close |
4.133 |
4.107 |
-0.026 |
-0.6% |
4.050 |
Range |
0.080 |
0.112 |
0.032 |
40.0% |
0.530 |
ATR |
0.170 |
0.166 |
-0.004 |
-2.4% |
0.000 |
Volume |
20,651 |
26,416 |
5,765 |
27.9% |
138,783 |
|
Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.436 |
4.384 |
4.169 |
|
R3 |
4.324 |
4.272 |
4.138 |
|
R2 |
4.212 |
4.212 |
4.128 |
|
R1 |
4.160 |
4.160 |
4.117 |
4.130 |
PP |
4.100 |
4.100 |
4.100 |
4.086 |
S1 |
4.048 |
4.048 |
4.097 |
4.018 |
S2 |
3.988 |
3.988 |
4.086 |
|
S3 |
3.876 |
3.936 |
4.076 |
|
S4 |
3.764 |
3.824 |
4.045 |
|
|
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 |
4.507 |
4.000 |
0.507 |
12.3% |
0.183 |
4.5% |
21% |
False |
False |
30,890 |
10 |
4.548 |
4.000 |
0.548 |
13.3% |
0.173 |
4.2% |
20% |
False |
False |
26,329 |
20 |
4.548 |
4.000 |
0.548 |
13.3% |
0.172 |
4.2% |
20% |
False |
False |
34,057 |
40 |
4.815 |
4.000 |
0.815 |
19.8% |
0.160 |
3.9% |
13% |
False |
False |
24,287 |
60 |
5.703 |
4.000 |
1.703 |
41.5% |
0.150 |
3.7% |
6% |
False |
False |
18,676 |
80 |
5.900 |
4.000 |
1.900 |
46.3% |
0.157 |
3.8% |
6% |
False |
False |
15,054 |
100 |
6.075 |
4.000 |
2.075 |
50.5% |
0.164 |
4.0% |
5% |
False |
False |
12,551 |
120 |
6.075 |
4.000 |
2.075 |
50.5% |
0.167 |
4.1% |
5% |
False |
False |
10,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.629 |
2.618 |
4.446 |
1.618 |
4.334 |
1.000 |
4.265 |
0.618 |
4.222 |
HIGH |
4.153 |
0.618 |
4.110 |
0.500 |
4.097 |
0.382 |
4.084 |
LOW |
4.041 |
0.618 |
3.972 |
1.000 |
3.929 |
1.618 |
3.860 |
2.618 |
3.748 |
4.250 |
3.565 |
|
|
Fisher Pivots for day following 05-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.104 |
4.099 |
PP |
4.100 |
4.091 |
S1 |
4.097 |
4.083 |
|