NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 23-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.315 |
4.476 |
0.161 |
3.7% |
4.295 |
High |
4.481 |
4.633 |
0.152 |
3.4% |
4.633 |
Low |
4.292 |
4.423 |
0.131 |
3.1% |
4.237 |
Close |
4.477 |
4.593 |
0.116 |
2.6% |
4.593 |
Range |
0.189 |
0.210 |
0.021 |
11.1% |
0.396 |
ATR |
0.156 |
0.160 |
0.004 |
2.5% |
0.000 |
Volume |
5,027 |
10,252 |
5,225 |
103.9% |
35,491 |
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.180 |
5.096 |
4.709 |
|
R3 |
4.970 |
4.886 |
4.651 |
|
R2 |
4.760 |
4.760 |
4.632 |
|
R1 |
4.676 |
4.676 |
4.612 |
4.718 |
PP |
4.550 |
4.550 |
4.550 |
4.571 |
S1 |
4.466 |
4.466 |
4.574 |
4.508 |
S2 |
4.340 |
4.340 |
4.555 |
|
S3 |
4.130 |
4.256 |
4.535 |
|
S4 |
3.920 |
4.046 |
4.478 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.676 |
5.530 |
4.811 |
|
R3 |
5.280 |
5.134 |
4.702 |
|
R2 |
4.884 |
4.884 |
4.666 |
|
R1 |
4.738 |
4.738 |
4.629 |
4.811 |
PP |
4.488 |
4.488 |
4.488 |
4.524 |
S1 |
4.342 |
4.342 |
4.557 |
4.415 |
S2 |
4.092 |
4.092 |
4.520 |
|
S3 |
3.696 |
3.946 |
4.484 |
|
S4 |
3.300 |
3.550 |
4.375 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.633 |
4.237 |
0.396 |
8.6% |
0.150 |
3.3% |
90% |
True |
False |
7,098 |
10 |
4.633 |
4.237 |
0.396 |
8.6% |
0.161 |
3.5% |
90% |
True |
False |
8,366 |
20 |
4.662 |
4.145 |
0.517 |
11.3% |
0.172 |
3.7% |
87% |
False |
False |
8,169 |
40 |
5.170 |
4.145 |
1.025 |
22.3% |
0.140 |
3.0% |
44% |
False |
False |
6,433 |
60 |
5.884 |
4.145 |
1.739 |
37.9% |
0.141 |
3.1% |
26% |
False |
False |
5,180 |
80 |
6.160 |
4.145 |
2.015 |
43.9% |
0.144 |
3.1% |
22% |
False |
False |
4,328 |
100 |
6.160 |
4.145 |
2.015 |
43.9% |
0.147 |
3.2% |
22% |
False |
False |
3,961 |
120 |
6.160 |
4.145 |
2.015 |
43.9% |
0.147 |
3.2% |
22% |
False |
False |
3,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.526 |
2.618 |
5.183 |
1.618 |
4.973 |
1.000 |
4.843 |
0.618 |
4.763 |
HIGH |
4.633 |
0.618 |
4.553 |
0.500 |
4.528 |
0.382 |
4.503 |
LOW |
4.423 |
0.618 |
4.293 |
1.000 |
4.213 |
1.618 |
4.083 |
2.618 |
3.873 |
4.250 |
3.531 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.571 |
4.550 |
PP |
4.550 |
4.506 |
S1 |
4.528 |
4.463 |
|