NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 05-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
Open |
4.429 |
4.435 |
0.006 |
0.1% |
4.737 |
High |
4.443 |
4.440 |
-0.003 |
-0.1% |
4.802 |
Low |
4.375 |
4.341 |
-0.034 |
-0.8% |
4.300 |
Close |
4.429 |
4.401 |
-0.028 |
-0.6% |
4.330 |
Range |
0.068 |
0.099 |
0.031 |
45.6% |
0.502 |
ATR |
0.155 |
0.151 |
-0.004 |
-2.6% |
0.000 |
Volume |
11,282 |
11,437 |
155 |
1.4% |
73,368 |
|
Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.691 |
4.645 |
4.455 |
|
R3 |
4.592 |
4.546 |
4.428 |
|
R2 |
4.493 |
4.493 |
4.419 |
|
R1 |
4.447 |
4.447 |
4.410 |
4.421 |
PP |
4.394 |
4.394 |
4.394 |
4.381 |
S1 |
4.348 |
4.348 |
4.392 |
4.322 |
S2 |
4.295 |
4.295 |
4.383 |
|
S3 |
4.196 |
4.249 |
4.374 |
|
S4 |
4.097 |
4.150 |
4.347 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.983 |
5.659 |
4.606 |
|
R3 |
5.481 |
5.157 |
4.468 |
|
R2 |
4.979 |
4.979 |
4.422 |
|
R1 |
4.655 |
4.655 |
4.376 |
4.566 |
PP |
4.477 |
4.477 |
4.477 |
4.433 |
S1 |
4.153 |
4.153 |
4.284 |
4.064 |
S2 |
3.975 |
3.975 |
4.238 |
|
S3 |
3.473 |
3.651 |
4.192 |
|
S4 |
2.971 |
3.149 |
4.054 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.766 |
4.300 |
0.466 |
10.6% |
0.163 |
3.7% |
22% |
False |
False |
15,299 |
10 |
4.802 |
4.300 |
0.502 |
11.4% |
0.157 |
3.6% |
20% |
False |
False |
13,291 |
20 |
4.802 |
4.300 |
0.502 |
11.4% |
0.155 |
3.5% |
20% |
False |
False |
12,987 |
40 |
5.005 |
4.264 |
0.741 |
16.8% |
0.147 |
3.3% |
18% |
False |
False |
13,052 |
60 |
5.885 |
4.264 |
1.621 |
36.8% |
0.139 |
3.2% |
8% |
False |
False |
11,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.861 |
2.618 |
4.699 |
1.618 |
4.600 |
1.000 |
4.539 |
0.618 |
4.501 |
HIGH |
4.440 |
0.618 |
4.402 |
0.500 |
4.391 |
0.382 |
4.379 |
LOW |
4.341 |
0.618 |
4.280 |
1.000 |
4.242 |
1.618 |
4.181 |
2.618 |
4.082 |
4.250 |
3.920 |
|
|
Fisher Pivots for day following 05-May-2010 |
Pivot |
1 day |
3 day |
R1 |
4.398 |
4.395 |
PP |
4.394 |
4.390 |
S1 |
4.391 |
4.384 |
|