NYMEX Natural Gas Future November 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 |
5.072 |
5.073 |
0.001 |
0.0% |
4.779 |
High |
5.115 |
5.154 |
0.039 |
0.8% |
5.120 |
Low |
5.039 |
5.073 |
0.034 |
0.7% |
4.736 |
Close |
5.072 |
5.104 |
0.032 |
0.6% |
5.069 |
Range |
0.076 |
0.081 |
0.005 |
6.6% |
0.384 |
ATR |
0.137 |
0.133 |
-0.004 |
-2.9% |
0.000 |
Volume |
2,170 |
2,340 |
170 |
7.8% |
11,799 |
|
Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.353 |
5.310 |
5.149 |
|
R3 |
5.272 |
5.229 |
5.126 |
|
R2 |
5.191 |
5.191 |
5.119 |
|
R1 |
5.148 |
5.148 |
5.111 |
5.170 |
PP |
5.110 |
5.110 |
5.110 |
5.121 |
S1 |
5.067 |
5.067 |
5.097 |
5.089 |
S2 |
5.029 |
5.029 |
5.089 |
|
S3 |
4.948 |
4.986 |
5.082 |
|
S4 |
4.867 |
4.905 |
5.059 |
|
|
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 |
5.154 |
4.785 |
0.369 |
7.2% |
0.130 |
2.5% |
86% |
True |
False |
2,457 |
10 |
5.154 |
4.736 |
0.418 |
8.2% |
0.127 |
2.5% |
88% |
True |
False |
2,481 |
20 |
5.154 |
4.685 |
0.469 |
9.2% |
0.149 |
2.9% |
89% |
True |
False |
2,604 |
40 |
5.503 |
4.647 |
0.856 |
16.8% |
0.121 |
2.4% |
53% |
False |
False |
2,376 |
60 |
6.280 |
4.647 |
1.633 |
32.0% |
0.121 |
2.4% |
28% |
False |
False |
1,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.498 |
2.618 |
5.366 |
1.618 |
5.285 |
1.000 |
5.235 |
0.618 |
5.204 |
HIGH |
5.154 |
0.618 |
5.123 |
0.500 |
5.114 |
0.382 |
5.104 |
LOW |
5.073 |
0.618 |
5.023 |
1.000 |
4.992 |
1.618 |
4.942 |
2.618 |
4.861 |
4.250 |
4.729 |
|
|
Fisher Pivots for day following 28-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
5.114 |
5.096 |
PP |
5.110 |
5.087 |
S1 |
5.107 |
5.079 |
|