NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 12-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
3.939 |
4.093 |
0.154 |
3.9% |
4.096 |
| High |
4.102 |
4.180 |
0.078 |
1.9% |
4.334 |
| Low |
3.907 |
3.936 |
0.029 |
0.7% |
3.857 |
| Close |
4.070 |
4.008 |
-0.062 |
-1.5% |
4.070 |
| Range |
0.195 |
0.244 |
0.049 |
25.1% |
0.477 |
| ATR |
0.185 |
0.189 |
0.004 |
2.3% |
0.000 |
| Volume |
139,300 |
129,794 |
-9,506 |
-6.8% |
489,553 |
|
| Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.773 |
4.635 |
4.142 |
|
| R3 |
4.529 |
4.391 |
4.075 |
|
| R2 |
4.285 |
4.285 |
4.053 |
|
| R1 |
4.147 |
4.147 |
4.030 |
4.094 |
| PP |
4.041 |
4.041 |
4.041 |
4.015 |
| S1 |
3.903 |
3.903 |
3.986 |
3.850 |
| S2 |
3.797 |
3.797 |
3.963 |
|
| S3 |
3.553 |
3.659 |
3.941 |
|
| S4 |
3.309 |
3.415 |
3.874 |
|
|
| 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 |
11.9% |
0.222 |
5.5% |
32% |
False |
False |
123,869 |
| 10 |
4.334 |
3.810 |
0.524 |
13.1% |
0.228 |
5.7% |
38% |
False |
False |
96,312 |
| 20 |
4.521 |
3.810 |
0.711 |
17.7% |
0.178 |
4.4% |
28% |
False |
False |
77,294 |
| 40 |
5.572 |
3.810 |
1.762 |
44.0% |
0.166 |
4.1% |
11% |
False |
False |
52,852 |
| 60 |
5.767 |
3.810 |
1.957 |
48.8% |
0.172 |
4.3% |
10% |
False |
False |
42,723 |
| 80 |
5.956 |
3.810 |
2.146 |
53.5% |
0.181 |
4.5% |
9% |
False |
False |
34,089 |
| 100 |
5.956 |
3.810 |
2.146 |
53.5% |
0.191 |
4.8% |
9% |
False |
False |
28,252 |
| 120 |
6.200 |
3.810 |
2.390 |
59.6% |
0.185 |
4.6% |
8% |
False |
False |
24,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.217 |
|
2.618 |
4.819 |
|
1.618 |
4.575 |
|
1.000 |
4.424 |
|
0.618 |
4.331 |
|
HIGH |
4.180 |
|
0.618 |
4.087 |
|
0.500 |
4.058 |
|
0.382 |
4.029 |
|
LOW |
3.936 |
|
0.618 |
3.785 |
|
1.000 |
3.692 |
|
1.618 |
3.541 |
|
2.618 |
3.297 |
|
4.250 |
2.899 |
|
|
| Fisher Pivots for day following 12-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.058 |
4.019 |
| PP |
4.041 |
4.015 |
| S1 |
4.025 |
4.012 |
|