NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 29-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.716 |
4.741 |
0.025 |
0.5% |
4.409 |
High |
4.802 |
4.766 |
-0.036 |
-0.7% |
4.765 |
Low |
4.689 |
4.385 |
-0.304 |
-6.5% |
4.352 |
Close |
4.732 |
4.394 |
-0.338 |
-7.1% |
4.704 |
Range |
0.113 |
0.381 |
0.268 |
237.2% |
0.413 |
ATR |
0.149 |
0.166 |
0.017 |
11.1% |
0.000 |
Volume |
10,191 |
11,311 |
1,120 |
11.0% |
50,920 |
|
Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.658 |
5.407 |
4.604 |
|
R3 |
5.277 |
5.026 |
4.499 |
|
R2 |
4.896 |
4.896 |
4.464 |
|
R1 |
4.645 |
4.645 |
4.429 |
4.580 |
PP |
4.515 |
4.515 |
4.515 |
4.483 |
S1 |
4.264 |
4.264 |
4.359 |
4.199 |
S2 |
4.134 |
4.134 |
4.324 |
|
S3 |
3.753 |
3.883 |
4.289 |
|
S4 |
3.372 |
3.502 |
4.184 |
|
|
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 |
4.385 |
0.417 |
9.5% |
0.188 |
4.3% |
2% |
False |
True |
12,161 |
10 |
4.802 |
4.352 |
0.450 |
10.2% |
0.160 |
3.6% |
9% |
False |
False |
11,192 |
20 |
4.802 |
4.290 |
0.512 |
11.7% |
0.179 |
4.1% |
20% |
False |
False |
13,509 |
40 |
5.189 |
4.264 |
0.925 |
21.1% |
0.148 |
3.4% |
14% |
False |
False |
12,507 |
60 |
6.000 |
4.264 |
1.736 |
39.5% |
0.143 |
3.3% |
7% |
False |
False |
11,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.385 |
2.618 |
5.763 |
1.618 |
5.382 |
1.000 |
5.147 |
0.618 |
5.001 |
HIGH |
4.766 |
0.618 |
4.620 |
0.500 |
4.576 |
0.382 |
4.531 |
LOW |
4.385 |
0.618 |
4.150 |
1.000 |
4.004 |
1.618 |
3.769 |
2.618 |
3.388 |
4.250 |
2.766 |
|
|
Fisher Pivots for day following 29-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.576 |
4.594 |
PP |
4.515 |
4.527 |
S1 |
4.455 |
4.461 |
|