NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 15-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.544 |
4.314 |
-0.230 |
-5.1% |
4.433 |
High |
4.587 |
4.530 |
-0.057 |
-1.2% |
4.662 |
Low |
4.474 |
4.306 |
-0.168 |
-3.8% |
4.223 |
Close |
4.544 |
4.314 |
-0.230 |
-5.1% |
4.454 |
Range |
0.113 |
0.224 |
0.111 |
98.2% |
0.439 |
ATR |
0.161 |
0.167 |
0.005 |
3.4% |
0.000 |
Volume |
7,667 |
10,535 |
2,868 |
37.4% |
44,570 |
|
Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.055 |
4.909 |
4.437 |
|
R3 |
4.831 |
4.685 |
4.376 |
|
R2 |
4.607 |
4.607 |
4.355 |
|
R1 |
4.461 |
4.461 |
4.335 |
4.426 |
PP |
4.383 |
4.383 |
4.383 |
4.366 |
S1 |
4.237 |
4.237 |
4.293 |
4.202 |
S2 |
4.159 |
4.159 |
4.273 |
|
S3 |
3.935 |
4.013 |
4.252 |
|
S4 |
3.711 |
3.789 |
4.191 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.763 |
5.548 |
4.695 |
|
R3 |
5.324 |
5.109 |
4.575 |
|
R2 |
4.885 |
4.885 |
4.534 |
|
R1 |
4.670 |
4.670 |
4.494 |
4.778 |
PP |
4.446 |
4.446 |
4.446 |
4.500 |
S1 |
4.231 |
4.231 |
4.414 |
4.339 |
S2 |
4.007 |
4.007 |
4.374 |
|
S3 |
3.568 |
3.792 |
4.333 |
|
S4 |
3.129 |
3.353 |
4.213 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.587 |
4.306 |
0.281 |
6.5% |
0.181 |
4.2% |
3% |
False |
True |
9,499 |
10 |
4.662 |
4.168 |
0.494 |
11.5% |
0.204 |
4.7% |
30% |
False |
False |
9,293 |
20 |
4.662 |
4.145 |
0.517 |
12.0% |
0.164 |
3.8% |
33% |
False |
False |
7,355 |
40 |
5.613 |
4.145 |
1.468 |
34.0% |
0.137 |
3.2% |
12% |
False |
False |
5,783 |
60 |
5.987 |
4.145 |
1.842 |
42.7% |
0.138 |
3.2% |
9% |
False |
False |
4,627 |
80 |
6.160 |
4.145 |
2.015 |
46.7% |
0.143 |
3.3% |
8% |
False |
False |
3,990 |
100 |
6.160 |
4.145 |
2.015 |
46.7% |
0.150 |
3.5% |
8% |
False |
False |
3,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.482 |
2.618 |
5.116 |
1.618 |
4.892 |
1.000 |
4.754 |
0.618 |
4.668 |
HIGH |
4.530 |
0.618 |
4.444 |
0.500 |
4.418 |
0.382 |
4.392 |
LOW |
4.306 |
0.618 |
4.168 |
1.000 |
4.082 |
1.618 |
3.944 |
2.618 |
3.720 |
4.250 |
3.354 |
|
|
Fisher Pivots for day following 15-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.418 |
4.447 |
PP |
4.383 |
4.402 |
S1 |
4.349 |
4.358 |
|