NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
3.975 |
3.982 |
0.007 |
0.2% |
4.093 |
| High |
4.044 |
4.150 |
0.106 |
2.6% |
4.269 |
| Low |
3.933 |
3.930 |
-0.003 |
-0.1% |
3.936 |
| Close |
3.955 |
4.128 |
0.173 |
4.4% |
4.039 |
| Range |
0.111 |
0.220 |
0.109 |
98.2% |
0.333 |
| ATR |
0.176 |
0.179 |
0.003 |
1.8% |
0.000 |
| Volume |
99,489 |
84,897 |
-14,592 |
-14.7% |
776,596 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.729 |
4.649 |
4.249 |
|
| R3 |
4.509 |
4.429 |
4.189 |
|
| R2 |
4.289 |
4.289 |
4.168 |
|
| R1 |
4.209 |
4.209 |
4.148 |
4.249 |
| PP |
4.069 |
4.069 |
4.069 |
4.090 |
| S1 |
3.989 |
3.989 |
4.108 |
4.029 |
| S2 |
3.849 |
3.849 |
4.088 |
|
| S3 |
3.629 |
3.769 |
4.068 |
|
| S4 |
3.409 |
3.549 |
4.007 |
|
|
| 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 |
4.150 |
3.879 |
0.271 |
6.6% |
0.147 |
3.6% |
92% |
True |
False |
117,563 |
| 10 |
4.269 |
3.879 |
0.390 |
9.4% |
0.180 |
4.4% |
64% |
False |
False |
134,107 |
| 20 |
4.334 |
3.810 |
0.524 |
12.7% |
0.197 |
4.8% |
61% |
False |
False |
108,210 |
| 40 |
4.951 |
3.810 |
1.141 |
27.6% |
0.164 |
4.0% |
28% |
False |
False |
74,366 |
| 60 |
5.683 |
3.810 |
1.873 |
45.4% |
0.170 |
4.1% |
17% |
False |
False |
58,742 |
| 80 |
5.956 |
3.810 |
2.146 |
52.0% |
0.178 |
4.3% |
15% |
False |
False |
46,797 |
| 100 |
5.956 |
3.810 |
2.146 |
52.0% |
0.189 |
4.6% |
15% |
False |
False |
38,710 |
| 120 |
5.956 |
3.810 |
2.146 |
52.0% |
0.185 |
4.5% |
15% |
False |
False |
32,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.085 |
|
2.618 |
4.726 |
|
1.618 |
4.506 |
|
1.000 |
4.370 |
|
0.618 |
4.286 |
|
HIGH |
4.150 |
|
0.618 |
4.066 |
|
0.500 |
4.040 |
|
0.382 |
4.014 |
|
LOW |
3.930 |
|
0.618 |
3.794 |
|
1.000 |
3.710 |
|
1.618 |
3.574 |
|
2.618 |
3.354 |
|
4.250 |
2.995 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.099 |
4.090 |
| PP |
4.069 |
4.052 |
| S1 |
4.040 |
4.015 |
|