NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.332 |
4.315 |
-0.017 |
-0.4% |
4.396 |
High |
4.390 |
4.481 |
0.091 |
2.1% |
4.587 |
Low |
4.296 |
4.292 |
-0.004 |
-0.1% |
4.306 |
Close |
4.321 |
4.477 |
0.156 |
3.6% |
4.375 |
Range |
0.094 |
0.189 |
0.095 |
101.1% |
0.281 |
ATR |
0.154 |
0.156 |
0.003 |
1.6% |
0.000 |
Volume |
5,138 |
5,027 |
-111 |
-2.2% |
48,175 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.984 |
4.919 |
4.581 |
|
R3 |
4.795 |
4.730 |
4.529 |
|
R2 |
4.606 |
4.606 |
4.512 |
|
R1 |
4.541 |
4.541 |
4.494 |
4.574 |
PP |
4.417 |
4.417 |
4.417 |
4.433 |
S1 |
4.352 |
4.352 |
4.460 |
4.385 |
S2 |
4.228 |
4.228 |
4.442 |
|
S3 |
4.039 |
4.163 |
4.425 |
|
S4 |
3.850 |
3.974 |
4.373 |
|
|
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 |
4.481 |
4.237 |
0.244 |
5.5% |
0.131 |
2.9% |
98% |
True |
False |
6,840 |
10 |
4.587 |
4.237 |
0.350 |
7.8% |
0.156 |
3.5% |
69% |
False |
False |
8,169 |
20 |
4.662 |
4.145 |
0.517 |
11.5% |
0.169 |
3.8% |
64% |
False |
False |
7,910 |
40 |
5.180 |
4.145 |
1.035 |
23.1% |
0.137 |
3.1% |
32% |
False |
False |
6,228 |
60 |
5.884 |
4.145 |
1.739 |
38.8% |
0.140 |
3.1% |
19% |
False |
False |
5,047 |
80 |
6.160 |
4.145 |
2.015 |
45.0% |
0.142 |
3.2% |
16% |
False |
False |
4,232 |
100 |
6.160 |
4.145 |
2.015 |
45.0% |
0.148 |
3.3% |
16% |
False |
False |
3,871 |
120 |
6.160 |
4.145 |
2.015 |
45.0% |
0.146 |
3.3% |
16% |
False |
False |
3,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.284 |
2.618 |
4.976 |
1.618 |
4.787 |
1.000 |
4.670 |
0.618 |
4.598 |
HIGH |
4.481 |
0.618 |
4.409 |
0.500 |
4.387 |
0.382 |
4.364 |
LOW |
4.292 |
0.618 |
4.175 |
1.000 |
4.103 |
1.618 |
3.986 |
2.618 |
3.797 |
4.250 |
3.489 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.447 |
4.438 |
PP |
4.417 |
4.398 |
S1 |
4.387 |
4.359 |
|