NYMEX Natural Gas Future December 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 |
5.250 |
5.462 |
0.212 |
4.0% |
5.255 |
High |
5.365 |
5.513 |
0.148 |
2.8% |
5.513 |
Low |
5.214 |
5.307 |
0.093 |
1.8% |
5.142 |
Close |
5.357 |
5.462 |
0.105 |
2.0% |
5.462 |
Range |
0.151 |
0.206 |
0.055 |
36.4% |
0.371 |
ATR |
0.137 |
0.142 |
0.005 |
3.6% |
0.000 |
Volume |
2,679 |
3,516 |
837 |
31.2% |
13,991 |
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.045 |
5.960 |
5.575 |
|
R3 |
5.839 |
5.754 |
5.519 |
|
R2 |
5.633 |
5.633 |
5.500 |
|
R1 |
5.548 |
5.548 |
5.481 |
5.565 |
PP |
5.427 |
5.427 |
5.427 |
5.436 |
S1 |
5.342 |
5.342 |
5.443 |
5.359 |
S2 |
5.221 |
5.221 |
5.424 |
|
S3 |
5.015 |
5.136 |
5.405 |
|
S4 |
4.809 |
4.930 |
5.349 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.485 |
6.345 |
5.666 |
|
R3 |
6.114 |
5.974 |
5.564 |
|
R2 |
5.743 |
5.743 |
5.530 |
|
R1 |
5.603 |
5.603 |
5.496 |
5.673 |
PP |
5.372 |
5.372 |
5.372 |
5.408 |
S1 |
5.232 |
5.232 |
5.428 |
5.302 |
S2 |
5.001 |
5.001 |
5.394 |
|
S3 |
4.630 |
4.861 |
5.360 |
|
S4 |
4.259 |
4.490 |
5.258 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.513 |
5.142 |
0.371 |
6.8% |
0.133 |
2.4% |
86% |
True |
False |
2,798 |
10 |
5.513 |
5.142 |
0.371 |
6.8% |
0.144 |
2.6% |
86% |
True |
False |
3,027 |
20 |
5.531 |
5.068 |
0.463 |
8.5% |
0.151 |
2.8% |
85% |
False |
False |
3,624 |
40 |
5.953 |
5.068 |
0.885 |
16.2% |
0.126 |
2.3% |
45% |
False |
False |
3,034 |
60 |
6.573 |
5.068 |
1.505 |
27.6% |
0.126 |
2.3% |
26% |
False |
False |
2,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6.389 |
2.618 |
6.052 |
1.618 |
5.846 |
1.000 |
5.719 |
0.618 |
5.640 |
HIGH |
5.513 |
0.618 |
5.434 |
0.500 |
5.410 |
0.382 |
5.386 |
LOW |
5.307 |
0.618 |
5.180 |
1.000 |
5.101 |
1.618 |
4.974 |
2.618 |
4.768 |
4.250 |
4.432 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
5.445 |
5.429 |
PP |
5.427 |
5.396 |
S1 |
5.410 |
5.364 |
|