NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 05-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
4.088 |
4.285 |
0.197 |
4.8% |
4.114 |
| High |
4.348 |
4.517 |
0.169 |
3.9% |
4.348 |
| Low |
4.041 |
4.220 |
0.179 |
4.4% |
4.035 |
| Close |
4.290 |
4.487 |
0.197 |
4.6% |
4.290 |
| Range |
0.307 |
0.297 |
-0.010 |
-3.3% |
0.313 |
| ATR |
0.147 |
0.158 |
0.011 |
7.3% |
0.000 |
| Volume |
20,950 |
32,008 |
11,058 |
52.8% |
61,240 |
|
| Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.299 |
5.190 |
4.650 |
|
| R3 |
5.002 |
4.893 |
4.569 |
|
| R2 |
4.705 |
4.705 |
4.541 |
|
| R1 |
4.596 |
4.596 |
4.514 |
4.651 |
| PP |
4.408 |
4.408 |
4.408 |
4.435 |
| S1 |
4.299 |
4.299 |
4.460 |
4.354 |
| S2 |
4.111 |
4.111 |
4.433 |
|
| S3 |
3.814 |
4.002 |
4.405 |
|
| S4 |
3.517 |
3.705 |
4.324 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.163 |
5.040 |
4.462 |
|
| R3 |
4.850 |
4.727 |
4.376 |
|
| R2 |
4.537 |
4.537 |
4.347 |
|
| R1 |
4.414 |
4.414 |
4.319 |
4.476 |
| PP |
4.224 |
4.224 |
4.224 |
4.255 |
| S1 |
4.101 |
4.101 |
4.261 |
4.163 |
| S2 |
3.911 |
3.911 |
4.233 |
|
| S3 |
3.598 |
3.788 |
4.204 |
|
| S4 |
3.285 |
3.475 |
4.118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.517 |
4.035 |
0.482 |
10.7% |
0.211 |
4.7% |
94% |
True |
False |
18,649 |
| 10 |
4.517 |
4.035 |
0.482 |
10.7% |
0.161 |
3.6% |
94% |
True |
False |
15,018 |
| 20 |
4.815 |
4.035 |
0.780 |
17.4% |
0.139 |
3.1% |
58% |
False |
False |
13,505 |
| 40 |
5.810 |
4.035 |
1.775 |
39.6% |
0.140 |
3.1% |
25% |
False |
False |
10,264 |
| 60 |
6.050 |
4.035 |
2.015 |
44.9% |
0.151 |
3.4% |
22% |
False |
False |
8,143 |
| 80 |
6.075 |
4.035 |
2.040 |
45.5% |
0.161 |
3.6% |
22% |
False |
False |
6,708 |
| 100 |
6.075 |
4.035 |
2.040 |
45.5% |
0.164 |
3.7% |
22% |
False |
False |
5,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.779 |
|
2.618 |
5.295 |
|
1.618 |
4.998 |
|
1.000 |
4.814 |
|
0.618 |
4.701 |
|
HIGH |
4.517 |
|
0.618 |
4.404 |
|
0.500 |
4.369 |
|
0.382 |
4.333 |
|
LOW |
4.220 |
|
0.618 |
4.036 |
|
1.000 |
3.923 |
|
1.618 |
3.739 |
|
2.618 |
3.442 |
|
4.250 |
2.958 |
|
|
| Fisher Pivots for day following 05-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.448 |
4.418 |
| PP |
4.408 |
4.348 |
| S1 |
4.369 |
4.279 |
|