NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 27-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.636 |
4.555 |
-0.081 |
-1.7% |
4.295 |
High |
4.639 |
4.635 |
-0.004 |
-0.1% |
4.633 |
Low |
4.518 |
4.545 |
0.027 |
0.6% |
4.237 |
Close |
4.608 |
4.585 |
-0.023 |
-0.5% |
4.593 |
Range |
0.121 |
0.090 |
-0.031 |
-25.6% |
0.396 |
ATR |
0.157 |
0.152 |
-0.005 |
-3.1% |
0.000 |
Volume |
5,696 |
6,616 |
920 |
16.2% |
35,491 |
|
Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.858 |
4.812 |
4.635 |
|
R3 |
4.768 |
4.722 |
4.610 |
|
R2 |
4.678 |
4.678 |
4.602 |
|
R1 |
4.632 |
4.632 |
4.593 |
4.655 |
PP |
4.588 |
4.588 |
4.588 |
4.600 |
S1 |
4.542 |
4.542 |
4.577 |
4.565 |
S2 |
4.498 |
4.498 |
4.569 |
|
S3 |
4.408 |
4.452 |
4.560 |
|
S4 |
4.318 |
4.362 |
4.536 |
|
|
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 |
4.639 |
4.292 |
0.347 |
7.6% |
0.141 |
3.1% |
84% |
False |
False |
6,545 |
10 |
4.639 |
4.237 |
0.402 |
8.8% |
0.141 |
3.1% |
87% |
False |
False |
7,497 |
20 |
4.662 |
4.145 |
0.517 |
11.3% |
0.172 |
3.7% |
85% |
False |
False |
8,137 |
40 |
5.096 |
4.145 |
0.951 |
20.7% |
0.139 |
3.0% |
46% |
False |
False |
6,599 |
60 |
5.884 |
4.145 |
1.739 |
37.9% |
0.140 |
3.0% |
25% |
False |
False |
5,312 |
80 |
6.160 |
4.145 |
2.015 |
43.9% |
0.142 |
3.1% |
22% |
False |
False |
4,443 |
100 |
6.160 |
4.145 |
2.015 |
43.9% |
0.146 |
3.2% |
22% |
False |
False |
4,068 |
120 |
6.160 |
4.145 |
2.015 |
43.9% |
0.145 |
3.2% |
22% |
False |
False |
3,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.018 |
2.618 |
4.871 |
1.618 |
4.781 |
1.000 |
4.725 |
0.618 |
4.691 |
HIGH |
4.635 |
0.618 |
4.601 |
0.500 |
4.590 |
0.382 |
4.579 |
LOW |
4.545 |
0.618 |
4.489 |
1.000 |
4.455 |
1.618 |
4.399 |
2.618 |
4.309 |
4.250 |
4.163 |
|
|
Fisher Pivots for day following 27-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.590 |
4.567 |
PP |
4.588 |
4.549 |
S1 |
4.587 |
4.531 |
|