NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
4.012 |
4.038 |
0.026 |
0.6% |
4.093 |
| High |
4.099 |
4.077 |
-0.022 |
-0.5% |
4.269 |
| Low |
3.985 |
3.902 |
-0.083 |
-2.1% |
3.936 |
| Close |
4.039 |
3.944 |
-0.095 |
-2.4% |
4.039 |
| Range |
0.114 |
0.175 |
0.061 |
53.5% |
0.333 |
| ATR |
0.187 |
0.186 |
-0.001 |
-0.5% |
0.000 |
| Volume |
162,637 |
123,292 |
-39,345 |
-24.2% |
776,596 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.499 |
4.397 |
4.040 |
|
| R3 |
4.324 |
4.222 |
3.992 |
|
| R2 |
4.149 |
4.149 |
3.976 |
|
| R1 |
4.047 |
4.047 |
3.960 |
4.011 |
| PP |
3.974 |
3.974 |
3.974 |
3.956 |
| S1 |
3.872 |
3.872 |
3.928 |
3.836 |
| S2 |
3.799 |
3.799 |
3.912 |
|
| S3 |
3.624 |
3.697 |
3.896 |
|
| S4 |
3.449 |
3.522 |
3.848 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.080 |
4.893 |
4.222 |
|
| R3 |
4.747 |
4.560 |
4.131 |
|
| R2 |
4.414 |
4.414 |
4.100 |
|
| R1 |
4.227 |
4.227 |
4.070 |
4.154 |
| PP |
4.081 |
4.081 |
4.081 |
4.045 |
| S1 |
3.894 |
3.894 |
4.008 |
3.821 |
| S2 |
3.748 |
3.748 |
3.978 |
|
| S3 |
3.415 |
3.561 |
3.947 |
|
| S4 |
3.082 |
3.228 |
3.856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.269 |
3.902 |
0.367 |
9.3% |
0.183 |
4.6% |
11% |
False |
True |
154,018 |
| 10 |
4.334 |
3.857 |
0.477 |
12.1% |
0.203 |
5.1% |
18% |
False |
False |
138,944 |
| 20 |
4.334 |
3.810 |
0.524 |
13.3% |
0.191 |
4.8% |
26% |
False |
False |
100,073 |
| 40 |
5.066 |
3.810 |
1.256 |
31.8% |
0.163 |
4.1% |
11% |
False |
False |
68,692 |
| 60 |
5.767 |
3.810 |
1.957 |
49.6% |
0.171 |
4.3% |
7% |
False |
False |
54,409 |
| 80 |
5.956 |
3.810 |
2.146 |
54.4% |
0.181 |
4.6% |
6% |
False |
False |
43,249 |
| 100 |
5.956 |
3.810 |
2.146 |
54.4% |
0.191 |
4.8% |
6% |
False |
False |
35,789 |
| 120 |
5.956 |
3.810 |
2.146 |
54.4% |
0.186 |
4.7% |
6% |
False |
False |
30,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.821 |
|
2.618 |
4.535 |
|
1.618 |
4.360 |
|
1.000 |
4.252 |
|
0.618 |
4.185 |
|
HIGH |
4.077 |
|
0.618 |
4.010 |
|
0.500 |
3.990 |
|
0.382 |
3.969 |
|
LOW |
3.902 |
|
0.618 |
3.794 |
|
1.000 |
3.727 |
|
1.618 |
3.619 |
|
2.618 |
3.444 |
|
4.250 |
3.158 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.990 |
4.059 |
| PP |
3.974 |
4.021 |
| S1 |
3.959 |
3.982 |
|