NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 03-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.238 |
4.158 |
-0.080 |
-1.9% |
4.579 |
High |
4.296 |
4.239 |
-0.057 |
-1.3% |
4.639 |
Low |
4.126 |
4.136 |
0.010 |
0.2% |
4.126 |
Close |
4.153 |
4.233 |
0.080 |
1.9% |
4.153 |
Range |
0.170 |
0.103 |
-0.067 |
-39.4% |
0.513 |
ATR |
0.171 |
0.166 |
-0.005 |
-2.8% |
0.000 |
Volume |
22,286 |
13,325 |
-8,961 |
-40.2% |
60,393 |
|
Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.512 |
4.475 |
4.290 |
|
R3 |
4.409 |
4.372 |
4.261 |
|
R2 |
4.306 |
4.306 |
4.252 |
|
R1 |
4.269 |
4.269 |
4.242 |
4.288 |
PP |
4.203 |
4.203 |
4.203 |
4.212 |
S1 |
4.166 |
4.166 |
4.224 |
4.185 |
S2 |
4.100 |
4.100 |
4.214 |
|
S3 |
3.997 |
4.063 |
4.205 |
|
S4 |
3.894 |
3.960 |
4.176 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.845 |
5.512 |
4.435 |
|
R3 |
5.332 |
4.999 |
4.294 |
|
R2 |
4.819 |
4.819 |
4.247 |
|
R1 |
4.486 |
4.486 |
4.200 |
4.396 |
PP |
4.306 |
4.306 |
4.306 |
4.261 |
S1 |
3.973 |
3.973 |
4.106 |
3.883 |
S2 |
3.793 |
3.793 |
4.059 |
|
S3 |
3.280 |
3.460 |
4.012 |
|
S4 |
2.767 |
2.947 |
3.871 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.639 |
4.126 |
0.513 |
12.1% |
0.177 |
4.2% |
21% |
False |
False |
13,276 |
10 |
4.639 |
4.126 |
0.513 |
12.1% |
0.163 |
3.9% |
21% |
False |
False |
11,115 |
20 |
4.639 |
4.126 |
0.513 |
12.1% |
0.171 |
4.0% |
21% |
False |
False |
13,185 |
40 |
4.875 |
4.117 |
0.758 |
17.9% |
0.151 |
3.6% |
15% |
False |
False |
9,797 |
60 |
5.864 |
4.117 |
1.747 |
41.3% |
0.142 |
3.3% |
7% |
False |
False |
7,781 |
80 |
6.111 |
4.117 |
1.994 |
47.1% |
0.143 |
3.4% |
6% |
False |
False |
6,446 |
100 |
6.111 |
4.117 |
1.994 |
47.1% |
0.151 |
3.6% |
6% |
False |
False |
5,760 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.677 |
2.618 |
4.509 |
1.618 |
4.406 |
1.000 |
4.342 |
0.618 |
4.303 |
HIGH |
4.239 |
0.618 |
4.200 |
0.500 |
4.188 |
0.382 |
4.175 |
LOW |
4.136 |
0.618 |
4.072 |
1.000 |
4.033 |
1.618 |
3.969 |
2.618 |
3.866 |
4.250 |
3.698 |
|
|
Fisher Pivots for day following 03-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.218 |
4.365 |
PP |
4.203 |
4.321 |
S1 |
4.188 |
4.277 |
|