NYMEX Natural Gas Future May 2010
| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
4.239 |
4.207 |
-0.032 |
-0.8% |
4.038 |
| High |
4.293 |
4.326 |
0.033 |
0.8% |
4.322 |
| Low |
4.191 |
4.186 |
-0.005 |
-0.1% |
3.879 |
| Close |
4.216 |
4.271 |
0.055 |
1.3% |
4.257 |
| Range |
0.102 |
0.140 |
0.038 |
37.3% |
0.443 |
| ATR |
0.176 |
0.173 |
-0.003 |
-1.5% |
0.000 |
| Volume |
84,697 |
65,528 |
-19,169 |
-22.6% |
550,400 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.681 |
4.616 |
4.348 |
|
| R3 |
4.541 |
4.476 |
4.310 |
|
| R2 |
4.401 |
4.401 |
4.297 |
|
| R1 |
4.336 |
4.336 |
4.284 |
4.369 |
| PP |
4.261 |
4.261 |
4.261 |
4.277 |
| S1 |
4.196 |
4.196 |
4.258 |
4.229 |
| S2 |
4.121 |
4.121 |
4.245 |
|
| S3 |
3.981 |
4.056 |
4.233 |
|
| S4 |
3.841 |
3.916 |
4.194 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.482 |
5.312 |
4.501 |
|
| R3 |
5.039 |
4.869 |
4.379 |
|
| R2 |
4.596 |
4.596 |
4.338 |
|
| R1 |
4.426 |
4.426 |
4.298 |
4.511 |
| PP |
4.153 |
4.153 |
4.153 |
4.195 |
| S1 |
3.983 |
3.983 |
4.216 |
4.068 |
| S2 |
3.710 |
3.710 |
4.176 |
|
| S3 |
3.267 |
3.540 |
4.135 |
|
| S4 |
2.824 |
3.097 |
4.013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.326 |
3.930 |
0.396 |
9.3% |
0.171 |
4.0% |
86% |
True |
False |
93,979 |
| 10 |
4.326 |
3.879 |
0.447 |
10.5% |
0.162 |
3.8% |
88% |
True |
False |
113,642 |
| 20 |
4.334 |
3.810 |
0.524 |
12.3% |
0.199 |
4.7% |
88% |
False |
False |
113,527 |
| 40 |
4.854 |
3.810 |
1.044 |
24.4% |
0.166 |
3.9% |
44% |
False |
False |
81,558 |
| 60 |
5.683 |
3.810 |
1.873 |
43.9% |
0.168 |
3.9% |
25% |
False |
False |
64,245 |
| 80 |
5.956 |
3.810 |
2.146 |
50.2% |
0.176 |
4.1% |
21% |
False |
False |
51,322 |
| 100 |
5.956 |
3.810 |
2.146 |
50.2% |
0.184 |
4.3% |
21% |
False |
False |
42,386 |
| 120 |
5.956 |
3.810 |
2.146 |
50.2% |
0.185 |
4.3% |
21% |
False |
False |
35,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.921 |
|
2.618 |
4.693 |
|
1.618 |
4.553 |
|
1.000 |
4.466 |
|
0.618 |
4.413 |
|
HIGH |
4.326 |
|
0.618 |
4.273 |
|
0.500 |
4.256 |
|
0.382 |
4.239 |
|
LOW |
4.186 |
|
0.618 |
4.099 |
|
1.000 |
4.046 |
|
1.618 |
3.959 |
|
2.618 |
3.819 |
|
4.250 |
3.591 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.266 |
4.264 |
| PP |
4.261 |
4.257 |
| S1 |
4.256 |
4.250 |
|