NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 06-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.433 |
4.623 |
0.190 |
4.3% |
4.217 |
High |
4.643 |
4.662 |
0.019 |
0.4% |
4.468 |
Low |
4.363 |
4.422 |
0.059 |
1.4% |
4.145 |
Close |
4.619 |
4.449 |
-0.170 |
-3.7% |
4.416 |
Range |
0.280 |
0.240 |
-0.040 |
-14.3% |
0.323 |
ATR |
0.151 |
0.157 |
0.006 |
4.2% |
0.000 |
Volume |
13,203 |
8,927 |
-4,276 |
-32.4% |
27,376 |
|
Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.231 |
5.080 |
4.581 |
|
R3 |
4.991 |
4.840 |
4.515 |
|
R2 |
4.751 |
4.751 |
4.493 |
|
R1 |
4.600 |
4.600 |
4.471 |
4.556 |
PP |
4.511 |
4.511 |
4.511 |
4.489 |
S1 |
4.360 |
4.360 |
4.427 |
4.316 |
S2 |
4.271 |
4.271 |
4.405 |
|
S3 |
4.031 |
4.120 |
4.383 |
|
S4 |
3.791 |
3.880 |
4.317 |
|
|
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 |
4.662 |
4.145 |
0.517 |
11.6% |
0.229 |
5.1% |
59% |
True |
False |
8,866 |
10 |
4.662 |
4.145 |
0.517 |
11.6% |
0.166 |
3.7% |
59% |
True |
False |
7,037 |
20 |
4.914 |
4.145 |
0.769 |
17.3% |
0.138 |
3.1% |
40% |
False |
False |
6,332 |
40 |
5.884 |
4.145 |
1.739 |
39.1% |
0.134 |
3.0% |
17% |
False |
False |
4,791 |
60 |
5.990 |
4.145 |
1.845 |
41.5% |
0.137 |
3.1% |
16% |
False |
False |
3,779 |
80 |
6.160 |
4.145 |
2.015 |
45.3% |
0.145 |
3.3% |
15% |
False |
False |
3,395 |
100 |
6.160 |
4.145 |
2.015 |
45.3% |
0.146 |
3.3% |
15% |
False |
False |
3,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.682 |
2.618 |
5.290 |
1.618 |
5.050 |
1.000 |
4.902 |
0.618 |
4.810 |
HIGH |
4.662 |
0.618 |
4.570 |
0.500 |
4.542 |
0.382 |
4.514 |
LOW |
4.422 |
0.618 |
4.274 |
1.000 |
4.182 |
1.618 |
4.034 |
2.618 |
3.794 |
4.250 |
3.402 |
|
|
Fisher Pivots for day following 06-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.542 |
4.438 |
PP |
4.511 |
4.426 |
S1 |
4.480 |
4.415 |
|