NYMEX Natural Gas Future December 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 |
5.483 |
5.494 |
0.011 |
0.2% |
5.255 |
High |
5.512 |
5.559 |
0.047 |
0.9% |
5.513 |
Low |
5.425 |
5.468 |
0.043 |
0.8% |
5.142 |
Close |
5.474 |
5.502 |
0.028 |
0.5% |
5.462 |
Range |
0.087 |
0.091 |
0.004 |
4.6% |
0.371 |
ATR |
0.135 |
0.132 |
-0.003 |
-2.3% |
0.000 |
Volume |
2,670 |
3,202 |
532 |
19.9% |
13,991 |
|
Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.783 |
5.733 |
5.552 |
|
R3 |
5.692 |
5.642 |
5.527 |
|
R2 |
5.601 |
5.601 |
5.519 |
|
R1 |
5.551 |
5.551 |
5.510 |
5.576 |
PP |
5.510 |
5.510 |
5.510 |
5.522 |
S1 |
5.460 |
5.460 |
5.494 |
5.485 |
S2 |
5.419 |
5.419 |
5.485 |
|
S3 |
5.328 |
5.369 |
5.477 |
|
S4 |
5.237 |
5.278 |
5.452 |
|
|
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 |
5.559 |
5.214 |
0.345 |
6.3% |
0.128 |
2.3% |
83% |
True |
False |
3,185 |
10 |
5.559 |
5.142 |
0.417 |
7.6% |
0.127 |
2.3% |
86% |
True |
False |
3,124 |
20 |
5.559 |
5.135 |
0.424 |
7.7% |
0.148 |
2.7% |
87% |
True |
False |
3,630 |
40 |
5.846 |
5.068 |
0.778 |
14.1% |
0.126 |
2.3% |
56% |
False |
False |
3,124 |
60 |
6.573 |
5.068 |
1.505 |
27.4% |
0.125 |
2.3% |
29% |
False |
False |
2,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.946 |
2.618 |
5.797 |
1.618 |
5.706 |
1.000 |
5.650 |
0.618 |
5.615 |
HIGH |
5.559 |
0.618 |
5.524 |
0.500 |
5.514 |
0.382 |
5.503 |
LOW |
5.468 |
0.618 |
5.412 |
1.000 |
5.377 |
1.618 |
5.321 |
2.618 |
5.230 |
4.250 |
5.081 |
|
|
Fisher Pivots for day following 28-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
5.514 |
5.495 |
PP |
5.510 |
5.489 |
S1 |
5.506 |
5.482 |
|