NYMEX Natural Gas Future October 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 |
4.737 |
4.655 |
-0.082 |
-1.7% |
4.409 |
High |
4.749 |
4.745 |
-0.004 |
-0.1% |
4.765 |
Low |
4.630 |
4.655 |
0.025 |
0.5% |
4.352 |
Close |
4.716 |
4.693 |
-0.023 |
-0.5% |
4.704 |
Range |
0.119 |
0.090 |
-0.029 |
-24.4% |
0.413 |
ATR |
0.157 |
0.152 |
-0.005 |
-3.0% |
0.000 |
Volume |
11,973 |
11,729 |
-244 |
-2.0% |
50,920 |
|
Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.968 |
4.920 |
4.743 |
|
R3 |
4.878 |
4.830 |
4.718 |
|
R2 |
4.788 |
4.788 |
4.710 |
|
R1 |
4.740 |
4.740 |
4.701 |
4.764 |
PP |
4.698 |
4.698 |
4.698 |
4.710 |
S1 |
4.650 |
4.650 |
4.685 |
4.674 |
S2 |
4.608 |
4.608 |
4.677 |
|
S3 |
4.518 |
4.560 |
4.668 |
|
S4 |
4.428 |
4.470 |
4.644 |
|
|
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 |
4.405 |
0.360 |
7.7% |
0.147 |
3.1% |
80% |
False |
False |
11,039 |
10 |
4.765 |
4.352 |
0.413 |
8.8% |
0.144 |
3.1% |
83% |
False |
False |
12,122 |
20 |
4.765 |
4.264 |
0.501 |
10.7% |
0.169 |
3.6% |
86% |
False |
False |
13,793 |
40 |
5.201 |
4.264 |
0.937 |
20.0% |
0.140 |
3.0% |
46% |
False |
False |
12,464 |
60 |
6.000 |
4.264 |
1.736 |
37.0% |
0.140 |
3.0% |
25% |
False |
False |
11,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.128 |
2.618 |
4.981 |
1.618 |
4.891 |
1.000 |
4.835 |
0.618 |
4.801 |
HIGH |
4.745 |
0.618 |
4.711 |
0.500 |
4.700 |
0.382 |
4.689 |
LOW |
4.655 |
0.618 |
4.599 |
1.000 |
4.565 |
1.618 |
4.509 |
2.618 |
4.419 |
4.250 |
4.273 |
|
|
Fisher Pivots for day following 27-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.700 |
4.677 |
PP |
4.698 |
4.661 |
S1 |
4.695 |
4.646 |
|