NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 15-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.450 |
4.470 |
0.020 |
0.4% |
4.575 |
High |
4.550 |
4.493 |
-0.057 |
-1.3% |
4.601 |
Low |
4.420 |
4.260 |
-0.160 |
-3.6% |
4.178 |
Close |
4.503 |
4.271 |
-0.232 |
-5.2% |
4.407 |
Range |
0.130 |
0.233 |
0.103 |
79.2% |
0.423 |
ATR |
0.164 |
0.170 |
0.006 |
3.4% |
0.000 |
Volume |
20,750 |
19,327 |
-1,423 |
-6.9% |
72,636 |
|
Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.040 |
4.889 |
4.399 |
|
R3 |
4.807 |
4.656 |
4.335 |
|
R2 |
4.574 |
4.574 |
4.314 |
|
R1 |
4.423 |
4.423 |
4.292 |
4.382 |
PP |
4.341 |
4.341 |
4.341 |
4.321 |
S1 |
4.190 |
4.190 |
4.250 |
4.149 |
S2 |
4.108 |
4.108 |
4.228 |
|
S3 |
3.875 |
3.957 |
4.207 |
|
S4 |
3.642 |
3.724 |
4.143 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.664 |
5.459 |
4.640 |
|
R3 |
5.241 |
5.036 |
4.523 |
|
R2 |
4.818 |
4.818 |
4.485 |
|
R1 |
4.613 |
4.613 |
4.446 |
4.504 |
PP |
4.395 |
4.395 |
4.395 |
4.341 |
S1 |
4.190 |
4.190 |
4.368 |
4.081 |
S2 |
3.972 |
3.972 |
4.329 |
|
S3 |
3.549 |
3.767 |
4.291 |
|
S4 |
3.126 |
3.344 |
4.174 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.550 |
4.258 |
0.292 |
6.8% |
0.189 |
4.4% |
4% |
False |
False |
17,392 |
10 |
4.601 |
4.120 |
0.481 |
11.3% |
0.209 |
4.9% |
31% |
False |
False |
15,312 |
20 |
4.601 |
4.117 |
0.484 |
11.3% |
0.167 |
3.9% |
32% |
False |
False |
10,342 |
40 |
5.580 |
4.117 |
1.463 |
34.3% |
0.135 |
3.2% |
11% |
False |
False |
7,586 |
60 |
5.951 |
4.117 |
1.834 |
42.9% |
0.137 |
3.2% |
8% |
False |
False |
5,950 |
80 |
6.111 |
4.117 |
1.994 |
46.7% |
0.145 |
3.4% |
8% |
False |
False |
5,174 |
100 |
6.111 |
4.117 |
1.994 |
46.7% |
0.155 |
3.6% |
8% |
False |
False |
4,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.483 |
2.618 |
5.103 |
1.618 |
4.870 |
1.000 |
4.726 |
0.618 |
4.637 |
HIGH |
4.493 |
0.618 |
4.404 |
0.500 |
4.377 |
0.382 |
4.349 |
LOW |
4.260 |
0.618 |
4.116 |
1.000 |
4.027 |
1.618 |
3.883 |
2.618 |
3.650 |
4.250 |
3.270 |
|
|
Fisher Pivots for day following 15-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.377 |
4.405 |
PP |
4.341 |
4.360 |
S1 |
4.306 |
4.316 |
|