NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 05-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
3.874 |
4.096 |
0.222 |
5.7% |
3.920 |
| High |
4.157 |
4.312 |
0.155 |
3.7% |
4.157 |
| Low |
3.810 |
4.002 |
0.192 |
5.0% |
3.810 |
| Close |
4.086 |
4.277 |
0.191 |
4.7% |
4.086 |
| Range |
0.347 |
0.310 |
-0.037 |
-10.7% |
0.347 |
| ATR |
0.164 |
0.174 |
0.010 |
6.4% |
0.000 |
| Volume |
114,055 |
0 |
-114,055 |
-100.0% |
343,782 |
|
| Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.127 |
5.012 |
4.448 |
|
| R3 |
4.817 |
4.702 |
4.362 |
|
| R2 |
4.507 |
4.507 |
4.334 |
|
| R1 |
4.392 |
4.392 |
4.305 |
4.450 |
| PP |
4.197 |
4.197 |
4.197 |
4.226 |
| S1 |
4.082 |
4.082 |
4.249 |
4.140 |
| S2 |
3.887 |
3.887 |
4.220 |
|
| S3 |
3.577 |
3.772 |
4.192 |
|
| S4 |
3.267 |
3.462 |
4.107 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.059 |
4.919 |
4.277 |
|
| R3 |
4.712 |
4.572 |
4.181 |
|
| R2 |
4.365 |
4.365 |
4.150 |
|
| R1 |
4.225 |
4.225 |
4.118 |
4.295 |
| PP |
4.018 |
4.018 |
4.018 |
4.053 |
| S1 |
3.878 |
3.878 |
4.054 |
3.948 |
| S2 |
3.671 |
3.671 |
4.022 |
|
| S3 |
3.324 |
3.531 |
3.991 |
|
| S4 |
2.977 |
3.184 |
3.895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.312 |
3.810 |
0.502 |
11.7% |
0.234 |
5.5% |
93% |
True |
False |
68,756 |
| 10 |
4.312 |
3.810 |
0.502 |
11.7% |
0.179 |
4.2% |
93% |
True |
False |
61,203 |
| 20 |
4.690 |
3.810 |
0.880 |
20.6% |
0.156 |
3.6% |
53% |
False |
False |
55,209 |
| 40 |
5.683 |
3.810 |
1.873 |
43.8% |
0.160 |
3.7% |
25% |
False |
False |
43,064 |
| 60 |
5.956 |
3.810 |
2.146 |
50.2% |
0.173 |
4.0% |
22% |
False |
False |
33,480 |
| 80 |
5.956 |
3.810 |
2.146 |
50.2% |
0.183 |
4.3% |
22% |
False |
False |
26,820 |
| 100 |
5.956 |
3.810 |
2.146 |
50.2% |
0.186 |
4.4% |
22% |
False |
False |
22,264 |
| 120 |
6.200 |
3.810 |
2.390 |
55.9% |
0.183 |
4.3% |
20% |
False |
False |
19,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.630 |
|
2.618 |
5.124 |
|
1.618 |
4.814 |
|
1.000 |
4.622 |
|
0.618 |
4.504 |
|
HIGH |
4.312 |
|
0.618 |
4.194 |
|
0.500 |
4.157 |
|
0.382 |
4.120 |
|
LOW |
4.002 |
|
0.618 |
3.810 |
|
1.000 |
3.692 |
|
1.618 |
3.500 |
|
2.618 |
3.190 |
|
4.250 |
2.685 |
|
|
| Fisher Pivots for day following 05-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.237 |
4.205 |
| PP |
4.197 |
4.133 |
| S1 |
4.157 |
4.061 |
|