NYMEX Natural Gas Future December 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 |
5.489 |
5.483 |
-0.006 |
-0.1% |
5.255 |
High |
5.512 |
5.512 |
0.000 |
0.0% |
5.513 |
Low |
5.405 |
5.425 |
0.020 |
0.4% |
5.142 |
Close |
5.468 |
5.474 |
0.006 |
0.1% |
5.462 |
Range |
0.107 |
0.087 |
-0.020 |
-18.7% |
0.371 |
ATR |
0.139 |
0.135 |
-0.004 |
-2.7% |
0.000 |
Volume |
3,862 |
2,670 |
-1,192 |
-30.9% |
13,991 |
|
Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.731 |
5.690 |
5.522 |
|
R3 |
5.644 |
5.603 |
5.498 |
|
R2 |
5.557 |
5.557 |
5.490 |
|
R1 |
5.516 |
5.516 |
5.482 |
5.493 |
PP |
5.470 |
5.470 |
5.470 |
5.459 |
S1 |
5.429 |
5.429 |
5.466 |
5.406 |
S2 |
5.383 |
5.383 |
5.458 |
|
S3 |
5.296 |
5.342 |
5.450 |
|
S4 |
5.209 |
5.255 |
5.426 |
|
|
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 |
5.214 |
0.299 |
5.5% |
0.126 |
2.3% |
87% |
False |
False |
2,989 |
10 |
5.513 |
5.142 |
0.371 |
6.8% |
0.129 |
2.3% |
89% |
False |
False |
3,213 |
20 |
5.531 |
5.068 |
0.463 |
8.5% |
0.151 |
2.8% |
88% |
False |
False |
3,666 |
40 |
5.846 |
5.068 |
0.778 |
14.2% |
0.125 |
2.3% |
52% |
False |
False |
3,129 |
60 |
6.573 |
5.068 |
1.505 |
27.5% |
0.125 |
2.3% |
27% |
False |
False |
2,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.882 |
2.618 |
5.740 |
1.618 |
5.653 |
1.000 |
5.599 |
0.618 |
5.566 |
HIGH |
5.512 |
0.618 |
5.479 |
0.500 |
5.469 |
0.382 |
5.458 |
LOW |
5.425 |
0.618 |
5.371 |
1.000 |
5.338 |
1.618 |
5.284 |
2.618 |
5.197 |
4.250 |
5.055 |
|
|
Fisher Pivots for day following 27-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
5.472 |
5.453 |
PP |
5.470 |
5.431 |
S1 |
5.469 |
5.410 |
|