NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 05-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.223 |
4.433 |
0.210 |
5.0% |
4.217 |
High |
4.468 |
4.643 |
0.175 |
3.9% |
4.468 |
Low |
4.168 |
4.363 |
0.195 |
4.7% |
4.145 |
Close |
4.416 |
4.619 |
0.203 |
4.6% |
4.416 |
Range |
0.300 |
0.280 |
-0.020 |
-6.7% |
0.323 |
ATR |
0.141 |
0.151 |
0.010 |
7.0% |
0.000 |
Volume |
9,154 |
13,203 |
4,049 |
44.2% |
27,376 |
|
Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.382 |
5.280 |
4.773 |
|
R3 |
5.102 |
5.000 |
4.696 |
|
R2 |
4.822 |
4.822 |
4.670 |
|
R1 |
4.720 |
4.720 |
4.645 |
4.771 |
PP |
4.542 |
4.542 |
4.542 |
4.567 |
S1 |
4.440 |
4.440 |
4.593 |
4.491 |
S2 |
4.262 |
4.262 |
4.568 |
|
S3 |
3.982 |
4.160 |
4.542 |
|
S4 |
3.702 |
3.880 |
4.465 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.312 |
5.187 |
4.594 |
|
R3 |
4.989 |
4.864 |
4.505 |
|
R2 |
4.666 |
4.666 |
4.475 |
|
R1 |
4.541 |
4.541 |
4.446 |
4.604 |
PP |
4.343 |
4.343 |
4.343 |
4.374 |
S1 |
4.218 |
4.218 |
4.386 |
4.281 |
S2 |
4.020 |
4.020 |
4.357 |
|
S3 |
3.697 |
3.895 |
4.327 |
|
S4 |
3.374 |
3.572 |
4.238 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.643 |
4.145 |
0.498 |
10.8% |
0.204 |
4.4% |
95% |
True |
False |
8,115 |
10 |
4.643 |
4.145 |
0.498 |
10.8% |
0.152 |
3.3% |
95% |
True |
False |
6,605 |
20 |
4.914 |
4.145 |
0.769 |
16.6% |
0.131 |
2.8% |
62% |
False |
False |
6,138 |
40 |
5.884 |
4.145 |
1.739 |
37.6% |
0.132 |
2.9% |
27% |
False |
False |
4,624 |
60 |
6.160 |
4.145 |
2.015 |
43.6% |
0.136 |
3.0% |
24% |
False |
False |
3,670 |
80 |
6.160 |
4.145 |
2.015 |
43.6% |
0.144 |
3.1% |
24% |
False |
False |
3,301 |
100 |
6.160 |
4.145 |
2.015 |
43.6% |
0.145 |
3.1% |
24% |
False |
False |
3,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.833 |
2.618 |
5.376 |
1.618 |
5.096 |
1.000 |
4.923 |
0.618 |
4.816 |
HIGH |
4.643 |
0.618 |
4.536 |
0.500 |
4.503 |
0.382 |
4.470 |
LOW |
4.363 |
0.618 |
4.190 |
1.000 |
4.083 |
1.618 |
3.910 |
2.618 |
3.630 |
4.250 |
3.173 |
|
|
Fisher Pivots for day following 05-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.580 |
4.548 |
PP |
4.542 |
4.477 |
S1 |
4.503 |
4.406 |
|