NYMEX Natural Gas Future November 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 |
4.848 |
5.069 |
0.221 |
4.6% |
4.779 |
High |
4.958 |
5.120 |
0.162 |
3.3% |
5.120 |
Low |
4.785 |
4.905 |
0.120 |
2.5% |
4.736 |
Close |
4.954 |
5.069 |
0.115 |
2.3% |
5.069 |
Range |
0.173 |
0.215 |
0.042 |
24.3% |
0.384 |
ATR |
0.139 |
0.145 |
0.005 |
3.9% |
0.000 |
Volume |
2,017 |
2,924 |
907 |
45.0% |
11,799 |
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.676 |
5.588 |
5.187 |
|
R3 |
5.461 |
5.373 |
5.128 |
|
R2 |
5.246 |
5.246 |
5.108 |
|
R1 |
5.158 |
5.158 |
5.089 |
5.177 |
PP |
5.031 |
5.031 |
5.031 |
5.041 |
S1 |
4.943 |
4.943 |
5.049 |
4.962 |
S2 |
4.816 |
4.816 |
5.030 |
|
S3 |
4.601 |
4.728 |
5.010 |
|
S4 |
4.386 |
4.513 |
4.951 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.127 |
5.982 |
5.280 |
|
R3 |
5.743 |
5.598 |
5.175 |
|
R2 |
5.359 |
5.359 |
5.139 |
|
R1 |
5.214 |
5.214 |
5.104 |
5.287 |
PP |
4.975 |
4.975 |
4.975 |
5.011 |
S1 |
4.830 |
4.830 |
5.034 |
4.903 |
S2 |
4.591 |
4.591 |
4.999 |
|
S3 |
4.207 |
4.446 |
4.963 |
|
S4 |
3.823 |
4.062 |
4.858 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.120 |
4.736 |
0.384 |
7.6% |
0.140 |
2.8% |
87% |
True |
False |
2,359 |
10 |
5.120 |
4.736 |
0.384 |
7.6% |
0.148 |
2.9% |
87% |
True |
False |
2,300 |
20 |
5.120 |
4.647 |
0.473 |
9.3% |
0.152 |
3.0% |
89% |
True |
False |
2,640 |
40 |
5.619 |
4.647 |
0.972 |
19.2% |
0.123 |
2.4% |
43% |
False |
False |
2,306 |
60 |
6.280 |
4.647 |
1.633 |
32.2% |
0.122 |
2.4% |
26% |
False |
False |
1,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.034 |
2.618 |
5.683 |
1.618 |
5.468 |
1.000 |
5.335 |
0.618 |
5.253 |
HIGH |
5.120 |
0.618 |
5.038 |
0.500 |
5.013 |
0.382 |
4.987 |
LOW |
4.905 |
0.618 |
4.772 |
1.000 |
4.690 |
1.618 |
4.557 |
2.618 |
4.342 |
4.250 |
3.991 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
5.050 |
5.030 |
PP |
5.031 |
4.991 |
S1 |
5.013 |
4.953 |
|