NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 20-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.295 |
4.327 |
0.032 |
0.7% |
4.396 |
High |
4.401 |
4.345 |
-0.056 |
-1.3% |
4.587 |
Low |
4.253 |
4.237 |
-0.016 |
-0.4% |
4.306 |
Close |
4.295 |
4.332 |
0.037 |
0.9% |
4.375 |
Range |
0.148 |
0.108 |
-0.040 |
-27.0% |
0.281 |
ATR |
0.162 |
0.158 |
-0.004 |
-2.4% |
0.000 |
Volume |
6,939 |
8,135 |
1,196 |
17.2% |
48,175 |
|
Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.629 |
4.588 |
4.391 |
|
R3 |
4.521 |
4.480 |
4.362 |
|
R2 |
4.413 |
4.413 |
4.352 |
|
R1 |
4.372 |
4.372 |
4.342 |
4.393 |
PP |
4.305 |
4.305 |
4.305 |
4.315 |
S1 |
4.264 |
4.264 |
4.322 |
4.285 |
S2 |
4.197 |
4.197 |
4.312 |
|
S3 |
4.089 |
4.156 |
4.302 |
|
S4 |
3.981 |
4.048 |
4.273 |
|
|
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 |
4.237 |
0.350 |
8.1% |
0.142 |
3.3% |
27% |
False |
True |
8,448 |
10 |
4.587 |
4.223 |
0.364 |
8.4% |
0.159 |
3.7% |
30% |
False |
False |
8,568 |
20 |
4.662 |
4.145 |
0.517 |
11.9% |
0.162 |
3.7% |
36% |
False |
False |
7,803 |
40 |
5.250 |
4.145 |
1.105 |
25.5% |
0.136 |
3.1% |
17% |
False |
False |
6,166 |
60 |
5.971 |
4.145 |
1.826 |
42.2% |
0.139 |
3.2% |
10% |
False |
False |
4,922 |
80 |
6.160 |
4.145 |
2.015 |
46.5% |
0.143 |
3.3% |
9% |
False |
False |
4,157 |
100 |
6.160 |
4.145 |
2.015 |
46.5% |
0.149 |
3.4% |
9% |
False |
False |
3,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.804 |
2.618 |
4.628 |
1.618 |
4.520 |
1.000 |
4.453 |
0.618 |
4.412 |
HIGH |
4.345 |
0.618 |
4.304 |
0.500 |
4.291 |
0.382 |
4.278 |
LOW |
4.237 |
0.618 |
4.170 |
1.000 |
4.129 |
1.618 |
4.062 |
2.618 |
3.954 |
4.250 |
3.778 |
|
|
Fisher Pivots for day following 20-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.318 |
4.332 |
PP |
4.305 |
4.331 |
S1 |
4.291 |
4.331 |
|