NYMEX Natural Gas Future September 2010
Trading Metrics calculated at close of trading on 07-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
4.623 |
4.480 |
-0.143 |
-3.1% |
4.217 |
High |
4.662 |
4.508 |
-0.154 |
-3.3% |
4.468 |
Low |
4.422 |
4.370 |
-0.052 |
-1.2% |
4.145 |
Close |
4.449 |
4.373 |
-0.076 |
-1.7% |
4.416 |
Range |
0.240 |
0.138 |
-0.102 |
-42.5% |
0.323 |
ATR |
0.157 |
0.156 |
-0.001 |
-0.9% |
0.000 |
Volume |
8,927 |
7,053 |
-1,874 |
-21.0% |
27,376 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.831 |
4.740 |
4.449 |
|
R3 |
4.693 |
4.602 |
4.411 |
|
R2 |
4.555 |
4.555 |
4.398 |
|
R1 |
4.464 |
4.464 |
4.386 |
4.441 |
PP |
4.417 |
4.417 |
4.417 |
4.405 |
S1 |
4.326 |
4.326 |
4.360 |
4.303 |
S2 |
4.279 |
4.279 |
4.348 |
|
S3 |
4.141 |
4.188 |
4.335 |
|
S4 |
4.003 |
4.050 |
4.297 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.312 |
5.187 |
4.594 |
|
R3 |
4.989 |
4.864 |
4.505 |
|
R2 |
4.666 |
4.666 |
4.475 |
|
R1 |
4.541 |
4.541 |
4.446 |
4.604 |
PP |
4.343 |
4.343 |
4.343 |
4.374 |
S1 |
4.218 |
4.218 |
4.386 |
4.281 |
S2 |
4.020 |
4.020 |
4.357 |
|
S3 |
3.697 |
3.895 |
4.327 |
|
S4 |
3.374 |
3.572 |
4.238 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.662 |
4.168 |
0.494 |
11.3% |
0.227 |
5.2% |
41% |
False |
False |
8,958 |
10 |
4.662 |
4.145 |
0.517 |
11.8% |
0.170 |
3.9% |
44% |
False |
False |
7,293 |
20 |
4.910 |
4.145 |
0.765 |
17.5% |
0.139 |
3.2% |
30% |
False |
False |
6,459 |
40 |
5.789 |
4.145 |
1.644 |
37.6% |
0.132 |
3.0% |
14% |
False |
False |
4,884 |
60 |
5.990 |
4.145 |
1.845 |
42.2% |
0.137 |
3.1% |
12% |
False |
False |
3,874 |
80 |
6.160 |
4.145 |
2.015 |
46.1% |
0.145 |
3.3% |
11% |
False |
False |
3,443 |
100 |
6.160 |
4.145 |
2.015 |
46.1% |
0.146 |
3.3% |
11% |
False |
False |
3,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.095 |
2.618 |
4.869 |
1.618 |
4.731 |
1.000 |
4.646 |
0.618 |
4.593 |
HIGH |
4.508 |
0.618 |
4.455 |
0.500 |
4.439 |
0.382 |
4.423 |
LOW |
4.370 |
0.618 |
4.285 |
1.000 |
4.232 |
1.618 |
4.147 |
2.618 |
4.009 |
4.250 |
3.784 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
4.439 |
4.513 |
PP |
4.417 |
4.466 |
S1 |
4.395 |
4.420 |
|