NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 09-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
4.009 |
3.939 |
-0.070 |
-1.7% |
4.096 |
| High |
4.099 |
4.102 |
0.003 |
0.1% |
4.334 |
| Low |
3.857 |
3.907 |
0.050 |
1.3% |
3.857 |
| Close |
3.909 |
4.070 |
0.161 |
4.1% |
4.070 |
| Range |
0.242 |
0.195 |
-0.047 |
-19.4% |
0.477 |
| ATR |
0.184 |
0.185 |
0.001 |
0.4% |
0.000 |
| Volume |
115,381 |
139,300 |
23,919 |
20.7% |
489,553 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.611 |
4.536 |
4.177 |
|
| R3 |
4.416 |
4.341 |
4.124 |
|
| R2 |
4.221 |
4.221 |
4.106 |
|
| R1 |
4.146 |
4.146 |
4.088 |
4.184 |
| PP |
4.026 |
4.026 |
4.026 |
4.045 |
| S1 |
3.951 |
3.951 |
4.052 |
3.989 |
| S2 |
3.831 |
3.831 |
4.034 |
|
| S3 |
3.636 |
3.756 |
4.016 |
|
| S4 |
3.441 |
3.561 |
3.963 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.518 |
5.271 |
4.332 |
|
| R3 |
5.041 |
4.794 |
4.201 |
|
| R2 |
4.564 |
4.564 |
4.157 |
|
| R1 |
4.317 |
4.317 |
4.114 |
4.202 |
| PP |
4.087 |
4.087 |
4.087 |
4.030 |
| S1 |
3.840 |
3.840 |
4.026 |
3.725 |
| S2 |
3.610 |
3.610 |
3.983 |
|
| S3 |
3.133 |
3.363 |
3.939 |
|
| S4 |
2.656 |
2.886 |
3.808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.334 |
3.857 |
0.477 |
11.7% |
0.236 |
5.8% |
45% |
False |
False |
97,910 |
| 10 |
4.334 |
3.810 |
0.524 |
12.9% |
0.216 |
5.3% |
50% |
False |
False |
90,880 |
| 20 |
4.534 |
3.810 |
0.724 |
17.8% |
0.170 |
4.2% |
36% |
False |
False |
73,165 |
| 40 |
5.572 |
3.810 |
1.762 |
43.3% |
0.163 |
4.0% |
15% |
False |
False |
50,920 |
| 60 |
5.767 |
3.810 |
1.957 |
48.1% |
0.173 |
4.2% |
13% |
False |
False |
40,779 |
| 80 |
5.956 |
3.810 |
2.146 |
52.7% |
0.181 |
4.4% |
12% |
False |
False |
32,531 |
| 100 |
5.956 |
3.810 |
2.146 |
52.7% |
0.190 |
4.7% |
12% |
False |
False |
26,999 |
| 120 |
6.200 |
3.810 |
2.390 |
58.7% |
0.185 |
4.5% |
11% |
False |
False |
23,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.931 |
|
2.618 |
4.613 |
|
1.618 |
4.418 |
|
1.000 |
4.297 |
|
0.618 |
4.223 |
|
HIGH |
4.102 |
|
0.618 |
4.028 |
|
0.500 |
4.005 |
|
0.382 |
3.981 |
|
LOW |
3.907 |
|
0.618 |
3.786 |
|
1.000 |
3.712 |
|
1.618 |
3.591 |
|
2.618 |
3.396 |
|
4.250 |
3.078 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.048 |
4.052 |
| PP |
4.026 |
4.033 |
| S1 |
4.005 |
4.015 |
|