NYMEX Natural Gas Future November 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 |
5.078 |
5.072 |
-0.006 |
-0.1% |
4.779 |
High |
5.108 |
5.115 |
0.007 |
0.1% |
5.120 |
Low |
5.004 |
5.039 |
0.035 |
0.7% |
4.736 |
Close |
5.078 |
5.072 |
-0.006 |
-0.1% |
5.069 |
Range |
0.104 |
0.076 |
-0.028 |
-26.9% |
0.384 |
ATR |
0.142 |
0.137 |
-0.005 |
-3.3% |
0.000 |
Volume |
2,837 |
2,170 |
-667 |
-23.5% |
11,799 |
|
Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.303 |
5.264 |
5.114 |
|
R3 |
5.227 |
5.188 |
5.093 |
|
R2 |
5.151 |
5.151 |
5.086 |
|
R1 |
5.112 |
5.112 |
5.079 |
5.110 |
PP |
5.075 |
5.075 |
5.075 |
5.075 |
S1 |
5.036 |
5.036 |
5.065 |
5.034 |
S2 |
4.999 |
4.999 |
5.058 |
|
S3 |
4.923 |
4.960 |
5.051 |
|
S4 |
4.847 |
4.884 |
5.030 |
|
|
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 |
4.785 |
0.335 |
6.6% |
0.131 |
2.6% |
86% |
False |
False |
2,488 |
10 |
5.120 |
4.736 |
0.384 |
7.6% |
0.130 |
2.6% |
88% |
False |
False |
2,473 |
20 |
5.120 |
4.647 |
0.473 |
9.3% |
0.151 |
3.0% |
90% |
False |
False |
2,635 |
40 |
5.503 |
4.647 |
0.856 |
16.9% |
0.121 |
2.4% |
50% |
False |
False |
2,374 |
60 |
6.280 |
4.647 |
1.633 |
32.2% |
0.122 |
2.4% |
26% |
False |
False |
1,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.438 |
2.618 |
5.314 |
1.618 |
5.238 |
1.000 |
5.191 |
0.618 |
5.162 |
HIGH |
5.115 |
0.618 |
5.086 |
0.500 |
5.077 |
0.382 |
5.068 |
LOW |
5.039 |
0.618 |
4.992 |
1.000 |
4.963 |
1.618 |
4.916 |
2.618 |
4.840 |
4.250 |
4.716 |
|
|
Fisher Pivots for day following 27-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
5.077 |
5.052 |
PP |
5.075 |
5.032 |
S1 |
5.074 |
5.013 |
|