NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 28-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.655 |
4.716 |
0.061 |
1.3% |
4.409 |
High |
4.745 |
4.802 |
0.057 |
1.2% |
4.765 |
Low |
4.655 |
4.689 |
0.034 |
0.7% |
4.352 |
Close |
4.693 |
4.732 |
0.039 |
0.8% |
4.704 |
Range |
0.090 |
0.113 |
0.023 |
25.6% |
0.413 |
ATR |
0.152 |
0.149 |
-0.003 |
-1.8% |
0.000 |
Volume |
11,729 |
10,191 |
-1,538 |
-13.1% |
50,920 |
|
Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.080 |
5.019 |
4.794 |
|
R3 |
4.967 |
4.906 |
4.763 |
|
R2 |
4.854 |
4.854 |
4.753 |
|
R1 |
4.793 |
4.793 |
4.742 |
4.824 |
PP |
4.741 |
4.741 |
4.741 |
4.756 |
S1 |
4.680 |
4.680 |
4.722 |
4.711 |
S2 |
4.628 |
4.628 |
4.711 |
|
S3 |
4.515 |
4.567 |
4.701 |
|
S4 |
4.402 |
4.454 |
4.670 |
|
|
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 |
4.802 |
4.405 |
0.397 |
8.4% |
0.150 |
3.2% |
82% |
True |
False |
11,284 |
10 |
4.802 |
4.352 |
0.450 |
9.5% |
0.144 |
3.0% |
84% |
True |
False |
11,603 |
20 |
4.802 |
4.290 |
0.512 |
10.8% |
0.168 |
3.5% |
86% |
True |
False |
13,683 |
40 |
5.201 |
4.264 |
0.937 |
19.8% |
0.141 |
3.0% |
50% |
False |
False |
12,488 |
60 |
6.000 |
4.264 |
1.736 |
36.7% |
0.139 |
2.9% |
27% |
False |
False |
11,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.282 |
2.618 |
5.098 |
1.618 |
4.985 |
1.000 |
4.915 |
0.618 |
4.872 |
HIGH |
4.802 |
0.618 |
4.759 |
0.500 |
4.746 |
0.382 |
4.732 |
LOW |
4.689 |
0.618 |
4.619 |
1.000 |
4.576 |
1.618 |
4.506 |
2.618 |
4.393 |
4.250 |
4.209 |
|
|
Fisher Pivots for day following 28-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.746 |
4.727 |
PP |
4.741 |
4.721 |
S1 |
4.737 |
4.716 |
|