NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 05-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.307 |
4.284 |
-0.023 |
-0.5% |
4.636 |
High |
4.329 |
4.316 |
-0.013 |
-0.3% |
4.680 |
Low |
4.258 |
4.211 |
-0.047 |
-1.1% |
4.190 |
Close |
4.307 |
4.278 |
-0.029 |
-0.7% |
4.215 |
Range |
0.071 |
0.105 |
0.034 |
47.9% |
0.490 |
ATR |
0.155 |
0.152 |
-0.004 |
-2.3% |
0.000 |
Volume |
7,743 |
12,616 |
4,873 |
62.9% |
46,272 |
|
Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.583 |
4.536 |
4.336 |
|
R3 |
4.478 |
4.431 |
4.307 |
|
R2 |
4.373 |
4.373 |
4.297 |
|
R1 |
4.326 |
4.326 |
4.288 |
4.297 |
PP |
4.268 |
4.268 |
4.268 |
4.254 |
S1 |
4.221 |
4.221 |
4.268 |
4.192 |
S2 |
4.163 |
4.163 |
4.259 |
|
S3 |
4.058 |
4.116 |
4.249 |
|
S4 |
3.953 |
4.011 |
4.220 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.832 |
5.513 |
4.485 |
|
R3 |
5.342 |
5.023 |
4.350 |
|
R2 |
4.852 |
4.852 |
4.305 |
|
R1 |
4.533 |
4.533 |
4.260 |
4.448 |
PP |
4.362 |
4.362 |
4.362 |
4.319 |
S1 |
4.043 |
4.043 |
4.170 |
3.958 |
S2 |
3.872 |
3.872 |
4.125 |
|
S3 |
3.382 |
3.553 |
4.080 |
|
S4 |
2.892 |
3.063 |
3.946 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.659 |
4.190 |
0.469 |
11.0% |
0.167 |
3.9% |
19% |
False |
False |
12,267 |
10 |
4.680 |
4.190 |
0.490 |
11.5% |
0.156 |
3.6% |
18% |
False |
False |
9,587 |
20 |
4.680 |
4.190 |
0.490 |
11.5% |
0.155 |
3.6% |
18% |
False |
False |
8,982 |
40 |
4.910 |
4.145 |
0.765 |
17.9% |
0.147 |
3.4% |
17% |
False |
False |
7,720 |
60 |
5.789 |
4.145 |
1.644 |
38.4% |
0.140 |
3.3% |
8% |
False |
False |
6,250 |
80 |
5.990 |
4.145 |
1.845 |
43.1% |
0.142 |
3.3% |
7% |
False |
False |
5,151 |
100 |
6.160 |
4.145 |
2.015 |
47.1% |
0.147 |
3.4% |
7% |
False |
False |
4,551 |
120 |
6.160 |
4.145 |
2.015 |
47.1% |
0.147 |
3.4% |
7% |
False |
False |
4,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.762 |
2.618 |
4.591 |
1.618 |
4.486 |
1.000 |
4.421 |
0.618 |
4.381 |
HIGH |
4.316 |
0.618 |
4.276 |
0.500 |
4.264 |
0.382 |
4.251 |
LOW |
4.211 |
0.618 |
4.146 |
1.000 |
4.106 |
1.618 |
4.041 |
2.618 |
3.936 |
4.250 |
3.765 |
|
|
Fisher Pivots for day following 05-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.273 |
4.274 |
PP |
4.268 |
4.270 |
S1 |
4.264 |
4.267 |
|