NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 26-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
5.462 |
5.489 |
0.027 |
0.5% |
5.255 |
High |
5.513 |
5.512 |
-0.001 |
0.0% |
5.513 |
Low |
5.307 |
5.405 |
0.098 |
1.8% |
5.142 |
Close |
5.462 |
5.468 |
0.006 |
0.1% |
5.462 |
Range |
0.206 |
0.107 |
-0.099 |
-48.1% |
0.371 |
ATR |
0.142 |
0.139 |
-0.002 |
-1.7% |
0.000 |
Volume |
3,516 |
3,862 |
346 |
9.8% |
13,991 |
|
Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.783 |
5.732 |
5.527 |
|
R3 |
5.676 |
5.625 |
5.497 |
|
R2 |
5.569 |
5.569 |
5.488 |
|
R1 |
5.518 |
5.518 |
5.478 |
5.490 |
PP |
5.462 |
5.462 |
5.462 |
5.448 |
S1 |
5.411 |
5.411 |
5.458 |
5.383 |
S2 |
5.355 |
5.355 |
5.448 |
|
S3 |
5.248 |
5.304 |
5.439 |
|
S4 |
5.141 |
5.197 |
5.409 |
|
|
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 |
5.159 |
0.354 |
6.5% |
0.129 |
2.4% |
87% |
False |
False |
3,021 |
10 |
5.513 |
5.142 |
0.371 |
6.8% |
0.134 |
2.5% |
88% |
False |
False |
3,175 |
20 |
5.531 |
5.068 |
0.463 |
8.5% |
0.152 |
2.8% |
86% |
False |
False |
3,652 |
40 |
5.953 |
5.068 |
0.885 |
16.2% |
0.127 |
2.3% |
45% |
False |
False |
3,102 |
60 |
6.573 |
5.068 |
1.505 |
27.5% |
0.126 |
2.3% |
27% |
False |
False |
2,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.967 |
2.618 |
5.792 |
1.618 |
5.685 |
1.000 |
5.619 |
0.618 |
5.578 |
HIGH |
5.512 |
0.618 |
5.471 |
0.500 |
5.459 |
0.382 |
5.446 |
LOW |
5.405 |
0.618 |
5.339 |
1.000 |
5.298 |
1.618 |
5.232 |
2.618 |
5.125 |
4.250 |
4.950 |
|
|
Fisher Pivots for day following 26-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
5.465 |
5.433 |
PP |
5.462 |
5.398 |
S1 |
5.459 |
5.364 |
|