NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 21-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.280 |
4.278 |
-0.002 |
0.0% |
4.351 |
High |
4.290 |
4.339 |
0.049 |
1.1% |
4.550 |
Low |
4.180 |
4.245 |
0.065 |
1.6% |
4.257 |
Close |
4.280 |
4.266 |
-0.014 |
-0.3% |
4.326 |
Range |
0.110 |
0.094 |
-0.016 |
-14.5% |
0.293 |
ATR |
0.162 |
0.157 |
-0.005 |
-3.0% |
0.000 |
Volume |
9,749 |
7,592 |
-2,157 |
-22.1% |
88,339 |
|
Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.565 |
4.510 |
4.318 |
|
R3 |
4.471 |
4.416 |
4.292 |
|
R2 |
4.377 |
4.377 |
4.283 |
|
R1 |
4.322 |
4.322 |
4.275 |
4.303 |
PP |
4.283 |
4.283 |
4.283 |
4.274 |
S1 |
4.228 |
4.228 |
4.257 |
4.209 |
S2 |
4.189 |
4.189 |
4.249 |
|
S3 |
4.095 |
4.134 |
4.240 |
|
S4 |
4.001 |
4.040 |
4.214 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.257 |
5.084 |
4.487 |
|
R3 |
4.964 |
4.791 |
4.407 |
|
R2 |
4.671 |
4.671 |
4.380 |
|
R1 |
4.498 |
4.498 |
4.353 |
4.438 |
PP |
4.378 |
4.378 |
4.378 |
4.348 |
S1 |
4.205 |
4.205 |
4.299 |
4.145 |
S2 |
4.085 |
4.085 |
4.272 |
|
S3 |
3.792 |
3.912 |
4.245 |
|
S4 |
3.499 |
3.619 |
4.165 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.493 |
4.180 |
0.313 |
7.3% |
0.144 |
3.4% |
27% |
False |
False |
12,406 |
10 |
4.550 |
4.178 |
0.372 |
8.7% |
0.163 |
3.8% |
24% |
False |
False |
14,176 |
20 |
4.601 |
4.117 |
0.484 |
11.3% |
0.166 |
3.9% |
31% |
False |
False |
11,304 |
40 |
5.199 |
4.117 |
1.082 |
25.4% |
0.137 |
3.2% |
14% |
False |
False |
8,189 |
60 |
5.864 |
4.117 |
1.747 |
41.0% |
0.137 |
3.2% |
9% |
False |
False |
6,521 |
80 |
6.111 |
4.117 |
1.994 |
46.7% |
0.141 |
3.3% |
7% |
False |
False |
5,546 |
100 |
6.111 |
4.117 |
1.994 |
46.7% |
0.154 |
3.6% |
7% |
False |
False |
4,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.739 |
2.618 |
4.585 |
1.618 |
4.491 |
1.000 |
4.433 |
0.618 |
4.397 |
HIGH |
4.339 |
0.618 |
4.303 |
0.500 |
4.292 |
0.382 |
4.281 |
LOW |
4.245 |
0.618 |
4.187 |
1.000 |
4.151 |
1.618 |
4.093 |
2.618 |
3.999 |
4.250 |
3.846 |
|
|
Fisher Pivots for day following 21-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.292 |
4.272 |
PP |
4.283 |
4.270 |
S1 |
4.275 |
4.268 |
|