NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
5.241 |
5.250 |
0.009 |
0.2% |
5.366 |
High |
5.299 |
5.365 |
0.066 |
1.2% |
5.409 |
Low |
5.220 |
5.214 |
-0.006 |
-0.1% |
5.161 |
Close |
5.243 |
5.357 |
0.114 |
2.2% |
5.232 |
Range |
0.079 |
0.151 |
0.072 |
91.1% |
0.248 |
ATR |
0.136 |
0.137 |
0.001 |
0.8% |
0.000 |
Volume |
2,218 |
2,679 |
461 |
20.8% |
16,280 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.765 |
5.712 |
5.440 |
|
R3 |
5.614 |
5.561 |
5.399 |
|
R2 |
5.463 |
5.463 |
5.385 |
|
R1 |
5.410 |
5.410 |
5.371 |
5.437 |
PP |
5.312 |
5.312 |
5.312 |
5.325 |
S1 |
5.259 |
5.259 |
5.343 |
5.286 |
S2 |
5.161 |
5.161 |
5.329 |
|
S3 |
5.010 |
5.108 |
5.315 |
|
S4 |
4.859 |
4.957 |
5.274 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.011 |
5.870 |
5.368 |
|
R3 |
5.763 |
5.622 |
5.300 |
|
R2 |
5.515 |
5.515 |
5.277 |
|
R1 |
5.374 |
5.374 |
5.255 |
5.321 |
PP |
5.267 |
5.267 |
5.267 |
5.241 |
S1 |
5.126 |
5.126 |
5.209 |
5.073 |
S2 |
5.019 |
5.019 |
5.187 |
|
S3 |
4.771 |
4.878 |
5.164 |
|
S4 |
4.523 |
4.630 |
5.096 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.365 |
5.142 |
0.223 |
4.2% |
0.112 |
2.1% |
96% |
True |
False |
2,810 |
10 |
5.409 |
5.142 |
0.267 |
5.0% |
0.138 |
2.6% |
81% |
False |
False |
3,037 |
20 |
5.531 |
5.068 |
0.463 |
8.6% |
0.146 |
2.7% |
62% |
False |
False |
3,555 |
40 |
5.953 |
5.068 |
0.885 |
16.5% |
0.123 |
2.3% |
33% |
False |
False |
2,968 |
60 |
6.573 |
5.068 |
1.505 |
28.1% |
0.126 |
2.4% |
19% |
False |
False |
2,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.007 |
2.618 |
5.760 |
1.618 |
5.609 |
1.000 |
5.516 |
0.618 |
5.458 |
HIGH |
5.365 |
0.618 |
5.307 |
0.500 |
5.290 |
0.382 |
5.272 |
LOW |
5.214 |
0.618 |
5.121 |
1.000 |
5.063 |
1.618 |
4.970 |
2.618 |
4.819 |
4.250 |
4.572 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
5.335 |
5.325 |
PP |
5.312 |
5.294 |
S1 |
5.290 |
5.262 |
|