NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 19-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.323 |
4.295 |
-0.028 |
-0.6% |
4.396 |
High |
4.425 |
4.401 |
-0.024 |
-0.5% |
4.587 |
Low |
4.310 |
4.253 |
-0.057 |
-1.3% |
4.306 |
Close |
4.375 |
4.295 |
-0.080 |
-1.8% |
4.375 |
Range |
0.115 |
0.148 |
0.033 |
28.7% |
0.281 |
ATR |
0.163 |
0.162 |
-0.001 |
-0.7% |
0.000 |
Volume |
8,965 |
6,939 |
-2,026 |
-22.6% |
48,175 |
|
Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.760 |
4.676 |
4.376 |
|
R3 |
4.612 |
4.528 |
4.336 |
|
R2 |
4.464 |
4.464 |
4.322 |
|
R1 |
4.380 |
4.380 |
4.309 |
4.369 |
PP |
4.316 |
4.316 |
4.316 |
4.311 |
S1 |
4.232 |
4.232 |
4.281 |
4.221 |
S2 |
4.168 |
4.168 |
4.268 |
|
S3 |
4.020 |
4.084 |
4.254 |
|
S4 |
3.872 |
3.936 |
4.214 |
|
|
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 |
4.253 |
0.334 |
7.8% |
0.155 |
3.6% |
13% |
False |
True |
9,132 |
10 |
4.662 |
4.223 |
0.439 |
10.2% |
0.172 |
4.0% |
16% |
False |
False |
8,648 |
20 |
4.662 |
4.145 |
0.517 |
12.0% |
0.162 |
3.8% |
29% |
False |
False |
7,626 |
40 |
5.300 |
4.145 |
1.155 |
26.9% |
0.137 |
3.2% |
13% |
False |
False |
6,048 |
60 |
5.987 |
4.145 |
1.842 |
42.9% |
0.139 |
3.2% |
8% |
False |
False |
4,818 |
80 |
6.160 |
4.145 |
2.015 |
46.9% |
0.144 |
3.3% |
7% |
False |
False |
4,072 |
100 |
6.160 |
4.145 |
2.015 |
46.9% |
0.149 |
3.5% |
7% |
False |
False |
3,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.030 |
2.618 |
4.788 |
1.618 |
4.640 |
1.000 |
4.549 |
0.618 |
4.492 |
HIGH |
4.401 |
0.618 |
4.344 |
0.500 |
4.327 |
0.382 |
4.310 |
LOW |
4.253 |
0.618 |
4.162 |
1.000 |
4.105 |
1.618 |
4.014 |
2.618 |
3.866 |
4.250 |
3.624 |
|
|
Fisher Pivots for day following 19-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.327 |
4.392 |
PP |
4.316 |
4.359 |
S1 |
4.306 |
4.327 |
|