NYMEX Natural Gas Future August 2010
Trading Metrics calculated at close of trading on 04-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.158 |
4.237 |
0.079 |
1.9% |
4.579 |
High |
4.239 |
4.264 |
0.025 |
0.6% |
4.639 |
Low |
4.136 |
4.192 |
0.056 |
1.4% |
4.126 |
Close |
4.233 |
4.237 |
0.004 |
0.1% |
4.153 |
Range |
0.103 |
0.072 |
-0.031 |
-30.1% |
0.513 |
ATR |
0.166 |
0.159 |
-0.007 |
-4.0% |
0.000 |
Volume |
13,325 |
9,586 |
-3,739 |
-28.1% |
60,393 |
|
Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.447 |
4.414 |
4.277 |
|
R3 |
4.375 |
4.342 |
4.257 |
|
R2 |
4.303 |
4.303 |
4.250 |
|
R1 |
4.270 |
4.270 |
4.244 |
4.273 |
PP |
4.231 |
4.231 |
4.231 |
4.233 |
S1 |
4.198 |
4.198 |
4.230 |
4.201 |
S2 |
4.159 |
4.159 |
4.224 |
|
S3 |
4.087 |
4.126 |
4.217 |
|
S4 |
4.015 |
4.054 |
4.197 |
|
|
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% |
0.172 |
4.1% |
22% |
False |
False |
13,586 |
10 |
4.639 |
4.126 |
0.513 |
12.1% |
0.159 |
3.8% |
22% |
False |
False |
11,099 |
20 |
4.639 |
4.126 |
0.513 |
12.1% |
0.163 |
3.9% |
22% |
False |
False |
12,988 |
40 |
4.875 |
4.117 |
0.758 |
17.9% |
0.150 |
3.5% |
16% |
False |
False |
9,911 |
60 |
5.864 |
4.117 |
1.747 |
41.2% |
0.140 |
3.3% |
7% |
False |
False |
7,902 |
80 |
5.980 |
4.117 |
1.863 |
44.0% |
0.142 |
3.4% |
6% |
False |
False |
6,467 |
100 |
6.111 |
4.117 |
1.994 |
47.1% |
0.150 |
3.5% |
6% |
False |
False |
5,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.570 |
2.618 |
4.452 |
1.618 |
4.380 |
1.000 |
4.336 |
0.618 |
4.308 |
HIGH |
4.264 |
0.618 |
4.236 |
0.500 |
4.228 |
0.382 |
4.220 |
LOW |
4.192 |
0.618 |
4.148 |
1.000 |
4.120 |
1.618 |
4.076 |
2.618 |
4.004 |
4.250 |
3.886 |
|
|
Fisher Pivots for day following 04-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.234 |
4.228 |
PP |
4.231 |
4.220 |
S1 |
4.228 |
4.211 |
|