NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 13-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
4.093 |
4.012 |
-0.081 |
-2.0% |
4.096 |
| High |
4.180 |
4.167 |
-0.013 |
-0.3% |
4.334 |
| Low |
3.936 |
3.947 |
0.011 |
0.3% |
3.857 |
| Close |
4.008 |
4.160 |
0.152 |
3.8% |
4.070 |
| Range |
0.244 |
0.220 |
-0.024 |
-9.8% |
0.477 |
| ATR |
0.189 |
0.191 |
0.002 |
1.2% |
0.000 |
| Volume |
129,794 |
168,495 |
38,701 |
29.8% |
489,553 |
|
| Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.751 |
4.676 |
4.281 |
|
| R3 |
4.531 |
4.456 |
4.221 |
|
| R2 |
4.311 |
4.311 |
4.200 |
|
| R1 |
4.236 |
4.236 |
4.180 |
4.274 |
| PP |
4.091 |
4.091 |
4.091 |
4.110 |
| S1 |
4.016 |
4.016 |
4.140 |
4.054 |
| S2 |
3.871 |
3.871 |
4.120 |
|
| S3 |
3.651 |
3.796 |
4.100 |
|
| S4 |
3.431 |
3.576 |
4.039 |
|
|
| 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 |
4.180 |
3.857 |
0.323 |
7.8% |
0.213 |
5.1% |
94% |
False |
False |
135,772 |
| 10 |
4.334 |
3.810 |
0.524 |
12.6% |
0.238 |
5.7% |
67% |
False |
False |
106,971 |
| 20 |
4.494 |
3.810 |
0.684 |
16.4% |
0.183 |
4.4% |
51% |
False |
False |
84,329 |
| 40 |
5.572 |
3.810 |
1.762 |
42.4% |
0.163 |
3.9% |
20% |
False |
False |
56,093 |
| 60 |
5.767 |
3.810 |
1.957 |
47.0% |
0.171 |
4.1% |
18% |
False |
False |
45,220 |
| 80 |
5.956 |
3.810 |
2.146 |
51.6% |
0.183 |
4.4% |
16% |
False |
False |
36,136 |
| 100 |
5.956 |
3.810 |
2.146 |
51.6% |
0.191 |
4.6% |
16% |
False |
False |
29,902 |
| 120 |
6.200 |
3.810 |
2.390 |
57.5% |
0.185 |
4.5% |
15% |
False |
False |
25,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.102 |
|
2.618 |
4.743 |
|
1.618 |
4.523 |
|
1.000 |
4.387 |
|
0.618 |
4.303 |
|
HIGH |
4.167 |
|
0.618 |
4.083 |
|
0.500 |
4.057 |
|
0.382 |
4.031 |
|
LOW |
3.947 |
|
0.618 |
3.811 |
|
1.000 |
3.727 |
|
1.618 |
3.591 |
|
2.618 |
3.371 |
|
4.250 |
3.012 |
|
|
| Fisher Pivots for day following 13-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.126 |
4.121 |
| PP |
4.091 |
4.082 |
| S1 |
4.057 |
4.044 |
|