NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 16-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.314 |
4.323 |
0.009 |
0.2% |
4.396 |
High |
4.530 |
4.425 |
-0.105 |
-2.3% |
4.587 |
Low |
4.306 |
4.310 |
0.004 |
0.1% |
4.306 |
Close |
4.314 |
4.375 |
0.061 |
1.4% |
4.375 |
Range |
0.224 |
0.115 |
-0.109 |
-48.7% |
0.281 |
ATR |
0.167 |
0.163 |
-0.004 |
-2.2% |
0.000 |
Volume |
10,535 |
8,965 |
-1,570 |
-14.9% |
48,175 |
|
Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.715 |
4.660 |
4.438 |
|
R3 |
4.600 |
4.545 |
4.407 |
|
R2 |
4.485 |
4.485 |
4.396 |
|
R1 |
4.430 |
4.430 |
4.386 |
4.458 |
PP |
4.370 |
4.370 |
4.370 |
4.384 |
S1 |
4.315 |
4.315 |
4.364 |
4.343 |
S2 |
4.255 |
4.255 |
4.354 |
|
S3 |
4.140 |
4.200 |
4.343 |
|
S4 |
4.025 |
4.085 |
4.312 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.266 |
5.101 |
4.530 |
|
R3 |
4.985 |
4.820 |
4.452 |
|
R2 |
4.704 |
4.704 |
4.427 |
|
R1 |
4.539 |
4.539 |
4.401 |
4.481 |
PP |
4.423 |
4.423 |
4.423 |
4.394 |
S1 |
4.258 |
4.258 |
4.349 |
4.200 |
S2 |
4.142 |
4.142 |
4.323 |
|
S3 |
3.861 |
3.977 |
4.298 |
|
S4 |
3.580 |
3.696 |
4.220 |
|
|
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 |
6.4% |
0.171 |
3.9% |
25% |
False |
False |
9,635 |
10 |
4.662 |
4.223 |
0.439 |
10.0% |
0.185 |
4.2% |
35% |
False |
False |
9,274 |
20 |
4.662 |
4.145 |
0.517 |
11.8% |
0.160 |
3.7% |
44% |
False |
False |
7,662 |
40 |
5.419 |
4.145 |
1.274 |
29.1% |
0.136 |
3.1% |
18% |
False |
False |
5,943 |
60 |
5.987 |
4.145 |
1.842 |
42.1% |
0.139 |
3.2% |
12% |
False |
False |
4,751 |
80 |
6.160 |
4.145 |
2.015 |
46.1% |
0.143 |
3.3% |
11% |
False |
False |
4,054 |
100 |
6.160 |
4.145 |
2.015 |
46.1% |
0.150 |
3.4% |
11% |
False |
False |
3,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.914 |
2.618 |
4.726 |
1.618 |
4.611 |
1.000 |
4.540 |
0.618 |
4.496 |
HIGH |
4.425 |
0.618 |
4.381 |
0.500 |
4.368 |
0.382 |
4.354 |
LOW |
4.310 |
0.618 |
4.239 |
1.000 |
4.195 |
1.618 |
4.124 |
2.618 |
4.009 |
4.250 |
3.821 |
|
|
Fisher Pivots for day following 16-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.373 |
4.447 |
PP |
4.370 |
4.423 |
S1 |
4.368 |
4.399 |
|