NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 05-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.200 |
4.575 |
0.375 |
8.9% |
4.160 |
High |
4.417 |
4.601 |
0.184 |
4.2% |
4.417 |
Low |
4.120 |
4.310 |
0.190 |
4.6% |
4.117 |
Close |
4.370 |
4.575 |
0.205 |
4.7% |
4.370 |
Range |
0.297 |
0.291 |
-0.006 |
-2.0% |
0.300 |
ATR |
0.140 |
0.151 |
0.011 |
7.7% |
0.000 |
Volume |
10,453 |
15,490 |
5,037 |
48.2% |
27,124 |
|
Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.368 |
5.263 |
4.735 |
|
R3 |
5.077 |
4.972 |
4.655 |
|
R2 |
4.786 |
4.786 |
4.628 |
|
R1 |
4.681 |
4.681 |
4.602 |
4.721 |
PP |
4.495 |
4.495 |
4.495 |
4.515 |
S1 |
4.390 |
4.390 |
4.548 |
4.430 |
S2 |
4.204 |
4.204 |
4.522 |
|
S3 |
3.913 |
4.099 |
4.495 |
|
S4 |
3.622 |
3.808 |
4.415 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.201 |
5.086 |
4.535 |
|
R3 |
4.901 |
4.786 |
4.453 |
|
R2 |
4.601 |
4.601 |
4.425 |
|
R1 |
4.486 |
4.486 |
4.398 |
4.544 |
PP |
4.301 |
4.301 |
4.301 |
4.330 |
S1 |
4.186 |
4.186 |
4.343 |
4.244 |
S2 |
4.001 |
4.001 |
4.315 |
|
S3 |
3.701 |
3.886 |
4.288 |
|
S4 |
3.401 |
3.586 |
4.205 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.601 |
4.117 |
0.484 |
10.6% |
0.205 |
4.5% |
95% |
True |
False |
8,522 |
10 |
4.601 |
4.117 |
0.484 |
10.6% |
0.152 |
3.3% |
95% |
True |
False |
6,454 |
20 |
4.875 |
4.117 |
0.758 |
16.6% |
0.131 |
2.9% |
60% |
False |
False |
6,410 |
40 |
5.864 |
4.117 |
1.747 |
38.2% |
0.127 |
2.8% |
26% |
False |
False |
5,079 |
60 |
6.111 |
4.117 |
1.994 |
43.6% |
0.134 |
2.9% |
23% |
False |
False |
4,200 |
80 |
6.111 |
4.117 |
1.994 |
43.6% |
0.146 |
3.2% |
23% |
False |
False |
3,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.838 |
2.618 |
5.363 |
1.618 |
5.072 |
1.000 |
4.892 |
0.618 |
4.781 |
HIGH |
4.601 |
0.618 |
4.490 |
0.500 |
4.456 |
0.382 |
4.421 |
LOW |
4.310 |
0.618 |
4.130 |
1.000 |
4.019 |
1.618 |
3.839 |
2.618 |
3.548 |
4.250 |
3.073 |
|
|
Fisher Pivots for day following 05-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.535 |
4.504 |
PP |
4.495 |
4.432 |
S1 |
4.456 |
4.361 |
|