NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
4.038 |
3.958 |
-0.080 |
-2.0% |
4.093 |
| High |
4.077 |
3.993 |
-0.084 |
-2.1% |
4.269 |
| Low |
3.902 |
3.879 |
-0.023 |
-0.6% |
3.936 |
| Close |
3.944 |
3.975 |
0.031 |
0.8% |
4.039 |
| Range |
0.175 |
0.114 |
-0.061 |
-34.9% |
0.333 |
| ATR |
0.186 |
0.181 |
-0.005 |
-2.8% |
0.000 |
| Volume |
123,292 |
117,500 |
-5,792 |
-4.7% |
776,596 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.291 |
4.247 |
4.038 |
|
| R3 |
4.177 |
4.133 |
4.006 |
|
| R2 |
4.063 |
4.063 |
3.996 |
|
| R1 |
4.019 |
4.019 |
3.985 |
4.041 |
| PP |
3.949 |
3.949 |
3.949 |
3.960 |
| S1 |
3.905 |
3.905 |
3.965 |
3.927 |
| S2 |
3.835 |
3.835 |
3.954 |
|
| S3 |
3.721 |
3.791 |
3.944 |
|
| S4 |
3.607 |
3.677 |
3.912 |
|
|
| 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 |
3.879 |
0.390 |
9.8% |
0.161 |
4.1% |
25% |
False |
True |
143,819 |
| 10 |
4.269 |
3.857 |
0.412 |
10.4% |
0.187 |
4.7% |
29% |
False |
False |
139,796 |
| 20 |
4.334 |
3.810 |
0.524 |
13.2% |
0.190 |
4.8% |
31% |
False |
False |
103,781 |
| 40 |
5.006 |
3.810 |
1.196 |
30.1% |
0.162 |
4.1% |
14% |
False |
False |
70,956 |
| 60 |
5.754 |
3.810 |
1.944 |
48.9% |
0.171 |
4.3% |
8% |
False |
False |
56,145 |
| 80 |
5.956 |
3.810 |
2.146 |
54.0% |
0.179 |
4.5% |
8% |
False |
False |
44,646 |
| 100 |
5.956 |
3.810 |
2.146 |
54.0% |
0.191 |
4.8% |
8% |
False |
False |
36,938 |
| 120 |
5.956 |
3.810 |
2.146 |
54.0% |
0.185 |
4.7% |
8% |
False |
False |
31,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.478 |
|
2.618 |
4.291 |
|
1.618 |
4.177 |
|
1.000 |
4.107 |
|
0.618 |
4.063 |
|
HIGH |
3.993 |
|
0.618 |
3.949 |
|
0.500 |
3.936 |
|
0.382 |
3.923 |
|
LOW |
3.879 |
|
0.618 |
3.809 |
|
1.000 |
3.765 |
|
1.618 |
3.695 |
|
2.618 |
3.581 |
|
4.250 |
3.395 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.962 |
3.989 |
| PP |
3.949 |
3.984 |
| S1 |
3.936 |
3.980 |
|