NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.278 |
4.289 |
0.011 |
0.3% |
4.351 |
High |
4.339 |
4.431 |
0.092 |
2.1% |
4.550 |
Low |
4.245 |
4.236 |
-0.009 |
-0.2% |
4.257 |
Close |
4.266 |
4.426 |
0.160 |
3.8% |
4.326 |
Range |
0.094 |
0.195 |
0.101 |
107.4% |
0.293 |
ATR |
0.157 |
0.160 |
0.003 |
1.7% |
0.000 |
Volume |
7,592 |
9,590 |
1,998 |
26.3% |
88,339 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.949 |
4.883 |
4.533 |
|
R3 |
4.754 |
4.688 |
4.480 |
|
R2 |
4.559 |
4.559 |
4.462 |
|
R1 |
4.493 |
4.493 |
4.444 |
4.526 |
PP |
4.364 |
4.364 |
4.364 |
4.381 |
S1 |
4.298 |
4.298 |
4.408 |
4.331 |
S2 |
4.169 |
4.169 |
4.390 |
|
S3 |
3.974 |
4.103 |
4.372 |
|
S4 |
3.779 |
3.908 |
4.319 |
|
|
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 |
4.431 |
4.180 |
0.251 |
5.7% |
0.136 |
3.1% |
98% |
True |
False |
10,459 |
10 |
4.550 |
4.180 |
0.370 |
8.4% |
0.163 |
3.7% |
66% |
False |
False |
13,926 |
20 |
4.601 |
4.117 |
0.484 |
10.9% |
0.173 |
3.9% |
64% |
False |
False |
11,588 |
40 |
5.146 |
4.117 |
1.029 |
23.2% |
0.139 |
3.1% |
30% |
False |
False |
8,354 |
60 |
5.864 |
4.117 |
1.747 |
39.5% |
0.138 |
3.1% |
18% |
False |
False |
6,653 |
80 |
6.111 |
4.117 |
1.994 |
45.1% |
0.141 |
3.2% |
15% |
False |
False |
5,633 |
100 |
6.111 |
4.117 |
1.994 |
45.1% |
0.153 |
3.4% |
15% |
False |
False |
5,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.260 |
2.618 |
4.942 |
1.618 |
4.747 |
1.000 |
4.626 |
0.618 |
4.552 |
HIGH |
4.431 |
0.618 |
4.357 |
0.500 |
4.334 |
0.382 |
4.310 |
LOW |
4.236 |
0.618 |
4.115 |
1.000 |
4.041 |
1.618 |
3.920 |
2.618 |
3.725 |
4.250 |
3.407 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.395 |
4.386 |
PP |
4.364 |
4.346 |
S1 |
4.334 |
4.306 |
|