NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 29-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.586 |
4.623 |
0.037 |
0.8% |
4.295 |
High |
4.680 |
4.659 |
-0.021 |
-0.4% |
4.633 |
Low |
4.569 |
4.266 |
-0.303 |
-6.6% |
4.237 |
Close |
4.623 |
4.276 |
-0.347 |
-7.5% |
4.593 |
Range |
0.111 |
0.393 |
0.282 |
254.1% |
0.396 |
ATR |
0.149 |
0.167 |
0.017 |
11.6% |
0.000 |
Volume |
6,949 |
8,755 |
1,806 |
26.0% |
35,491 |
|
Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.579 |
5.321 |
4.492 |
|
R3 |
5.186 |
4.928 |
4.384 |
|
R2 |
4.793 |
4.793 |
4.348 |
|
R1 |
4.535 |
4.535 |
4.312 |
4.468 |
PP |
4.400 |
4.400 |
4.400 |
4.367 |
S1 |
4.142 |
4.142 |
4.240 |
4.075 |
S2 |
4.007 |
4.007 |
4.204 |
|
S3 |
3.614 |
3.749 |
4.168 |
|
S4 |
3.221 |
3.356 |
4.060 |
|
|
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 |
4.680 |
4.266 |
0.414 |
9.7% |
0.185 |
4.3% |
2% |
False |
True |
7,653 |
10 |
4.680 |
4.237 |
0.443 |
10.4% |
0.158 |
3.7% |
9% |
False |
False |
7,247 |
20 |
4.680 |
4.168 |
0.512 |
12.0% |
0.181 |
4.2% |
21% |
False |
False |
8,270 |
40 |
5.081 |
4.145 |
0.936 |
21.9% |
0.148 |
3.5% |
14% |
False |
False |
6,859 |
60 |
5.884 |
4.145 |
1.739 |
40.7% |
0.144 |
3.4% |
8% |
False |
False |
5,524 |
80 |
6.160 |
4.145 |
2.015 |
47.1% |
0.144 |
3.4% |
7% |
False |
False |
4,582 |
100 |
6.160 |
4.145 |
2.015 |
47.1% |
0.148 |
3.5% |
7% |
False |
False |
4,157 |
120 |
6.160 |
4.145 |
2.015 |
47.1% |
0.148 |
3.5% |
7% |
False |
False |
3,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.329 |
2.618 |
5.688 |
1.618 |
5.295 |
1.000 |
5.052 |
0.618 |
4.902 |
HIGH |
4.659 |
0.618 |
4.509 |
0.500 |
4.463 |
0.382 |
4.416 |
LOW |
4.266 |
0.618 |
4.023 |
1.000 |
3.873 |
1.618 |
3.630 |
2.618 |
3.237 |
4.250 |
2.596 |
|
|
Fisher Pivots for day following 29-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.463 |
4.473 |
PP |
4.400 |
4.407 |
S1 |
4.338 |
4.342 |
|