NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 23-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.440 |
4.570 |
0.130 |
2.9% |
4.409 |
High |
4.596 |
4.765 |
0.169 |
3.7% |
4.765 |
Low |
4.405 |
4.526 |
0.121 |
2.7% |
4.352 |
Close |
4.589 |
4.704 |
0.115 |
2.5% |
4.704 |
Range |
0.191 |
0.239 |
0.048 |
25.1% |
0.413 |
ATR |
0.154 |
0.160 |
0.006 |
4.0% |
0.000 |
Volume |
6,926 |
15,601 |
8,675 |
125.3% |
50,920 |
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.382 |
5.282 |
4.835 |
|
R3 |
5.143 |
5.043 |
4.770 |
|
R2 |
4.904 |
4.904 |
4.748 |
|
R1 |
4.804 |
4.804 |
4.726 |
4.854 |
PP |
4.665 |
4.665 |
4.665 |
4.690 |
S1 |
4.565 |
4.565 |
4.682 |
4.615 |
S2 |
4.426 |
4.426 |
4.660 |
|
S3 |
4.187 |
4.326 |
4.638 |
|
S4 |
3.948 |
4.087 |
4.573 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.846 |
5.688 |
4.931 |
|
R3 |
5.433 |
5.275 |
4.818 |
|
R2 |
5.020 |
5.020 |
4.780 |
|
R1 |
4.862 |
4.862 |
4.742 |
4.941 |
PP |
4.607 |
4.607 |
4.607 |
4.647 |
S1 |
4.449 |
4.449 |
4.666 |
4.528 |
S2 |
4.194 |
4.194 |
4.628 |
|
S3 |
3.781 |
4.036 |
4.590 |
|
S4 |
3.368 |
3.623 |
4.477 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.765 |
4.352 |
0.413 |
8.8% |
0.154 |
3.3% |
85% |
True |
False |
10,184 |
10 |
4.765 |
4.352 |
0.413 |
8.8% |
0.164 |
3.5% |
85% |
True |
False |
12,393 |
20 |
4.765 |
4.264 |
0.501 |
10.7% |
0.169 |
3.6% |
88% |
True |
False |
13,922 |
40 |
5.299 |
4.264 |
1.035 |
22.0% |
0.142 |
3.0% |
43% |
False |
False |
12,254 |
60 |
6.000 |
4.264 |
1.736 |
36.9% |
0.140 |
3.0% |
25% |
False |
False |
11,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.781 |
2.618 |
5.391 |
1.618 |
5.152 |
1.000 |
5.004 |
0.618 |
4.913 |
HIGH |
4.765 |
0.618 |
4.674 |
0.500 |
4.646 |
0.382 |
4.617 |
LOW |
4.526 |
0.618 |
4.378 |
1.000 |
4.287 |
1.618 |
4.139 |
2.618 |
3.900 |
4.250 |
3.510 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.685 |
4.664 |
PP |
4.665 |
4.625 |
S1 |
4.646 |
4.585 |
|