NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 27-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.579 |
4.515 |
-0.064 |
-1.4% |
4.330 |
High |
4.593 |
4.587 |
-0.006 |
-0.1% |
4.589 |
Low |
4.471 |
4.494 |
0.023 |
0.5% |
4.180 |
Close |
4.558 |
4.532 |
-0.026 |
-0.6% |
4.542 |
Range |
0.122 |
0.093 |
-0.029 |
-23.8% |
0.409 |
ATR |
0.161 |
0.156 |
-0.005 |
-3.0% |
0.000 |
Volume |
7,336 |
8,034 |
698 |
9.5% |
44,498 |
|
Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.817 |
4.767 |
4.583 |
|
R3 |
4.724 |
4.674 |
4.558 |
|
R2 |
4.631 |
4.631 |
4.549 |
|
R1 |
4.581 |
4.581 |
4.541 |
4.606 |
PP |
4.538 |
4.538 |
4.538 |
4.550 |
S1 |
4.488 |
4.488 |
4.523 |
4.513 |
S2 |
4.445 |
4.445 |
4.515 |
|
S3 |
4.352 |
4.395 |
4.506 |
|
S4 |
4.259 |
4.302 |
4.481 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.664 |
5.512 |
4.767 |
|
R3 |
5.255 |
5.103 |
4.654 |
|
R2 |
4.846 |
4.846 |
4.617 |
|
R1 |
4.694 |
4.694 |
4.579 |
4.770 |
PP |
4.437 |
4.437 |
4.437 |
4.475 |
S1 |
4.285 |
4.285 |
4.505 |
4.361 |
S2 |
4.028 |
4.028 |
4.467 |
|
S3 |
3.619 |
3.876 |
4.430 |
|
S4 |
3.210 |
3.467 |
4.317 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.593 |
4.236 |
0.357 |
7.9% |
0.146 |
3.2% |
83% |
False |
False |
8,611 |
10 |
4.593 |
4.180 |
0.413 |
9.1% |
0.148 |
3.3% |
85% |
False |
False |
11,825 |
20 |
4.601 |
4.117 |
0.484 |
10.7% |
0.177 |
3.9% |
86% |
False |
False |
12,191 |
40 |
5.058 |
4.117 |
0.941 |
20.8% |
0.142 |
3.1% |
44% |
False |
False |
8,796 |
60 |
5.864 |
4.117 |
1.747 |
38.5% |
0.138 |
3.0% |
24% |
False |
False |
6,950 |
80 |
6.111 |
4.117 |
1.994 |
44.0% |
0.143 |
3.1% |
21% |
False |
False |
5,844 |
100 |
6.111 |
4.117 |
1.994 |
44.0% |
0.150 |
3.3% |
21% |
False |
False |
5,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.982 |
2.618 |
4.830 |
1.618 |
4.737 |
1.000 |
4.680 |
0.618 |
4.644 |
HIGH |
4.587 |
0.618 |
4.551 |
0.500 |
4.541 |
0.382 |
4.530 |
LOW |
4.494 |
0.618 |
4.437 |
1.000 |
4.401 |
1.618 |
4.344 |
2.618 |
4.251 |
4.250 |
4.099 |
|
|
Fisher Pivots for day following 27-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.541 |
4.514 |
PP |
4.538 |
4.496 |
S1 |
4.535 |
4.478 |
|