NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 08-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
4.333 |
4.220 |
-0.113 |
-2.6% |
4.114 |
| High |
4.363 |
4.300 |
-0.063 |
-1.4% |
4.348 |
| Low |
4.218 |
4.079 |
-0.139 |
-3.3% |
4.035 |
| Close |
4.230 |
4.137 |
-0.093 |
-2.2% |
4.290 |
| Range |
0.145 |
0.221 |
0.076 |
52.4% |
0.313 |
| ATR |
0.163 |
0.167 |
0.004 |
2.6% |
0.000 |
| Volume |
23,328 |
27,173 |
3,845 |
16.5% |
61,240 |
|
| Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.835 |
4.707 |
4.259 |
|
| R3 |
4.614 |
4.486 |
4.198 |
|
| R2 |
4.393 |
4.393 |
4.178 |
|
| R1 |
4.265 |
4.265 |
4.157 |
4.219 |
| PP |
4.172 |
4.172 |
4.172 |
4.149 |
| S1 |
4.044 |
4.044 |
4.117 |
3.998 |
| S2 |
3.951 |
3.951 |
4.096 |
|
| S3 |
3.730 |
3.823 |
4.076 |
|
| S4 |
3.509 |
3.602 |
4.015 |
|
|
| 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 |
4.530 |
4.041 |
0.489 |
11.8% |
0.244 |
5.9% |
20% |
False |
False |
24,430 |
| 10 |
4.530 |
4.035 |
0.495 |
12.0% |
0.193 |
4.7% |
21% |
False |
False |
18,575 |
| 20 |
4.789 |
4.035 |
0.754 |
18.2% |
0.152 |
3.7% |
14% |
False |
False |
15,217 |
| 40 |
5.703 |
4.035 |
1.668 |
40.3% |
0.140 |
3.4% |
6% |
False |
False |
11,506 |
| 60 |
5.900 |
4.035 |
1.865 |
45.1% |
0.153 |
3.7% |
5% |
False |
False |
9,120 |
| 80 |
6.075 |
4.035 |
2.040 |
49.3% |
0.160 |
3.9% |
5% |
False |
False |
7,486 |
| 100 |
6.075 |
4.035 |
2.040 |
49.3% |
0.167 |
4.0% |
5% |
False |
False |
6,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.239 |
|
2.618 |
4.879 |
|
1.618 |
4.658 |
|
1.000 |
4.521 |
|
0.618 |
4.437 |
|
HIGH |
4.300 |
|
0.618 |
4.216 |
|
0.500 |
4.190 |
|
0.382 |
4.163 |
|
LOW |
4.079 |
|
0.618 |
3.942 |
|
1.000 |
3.858 |
|
1.618 |
3.721 |
|
2.618 |
3.500 |
|
4.250 |
3.140 |
|
|
| Fisher Pivots for day following 08-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.190 |
4.305 |
| PP |
4.172 |
4.249 |
| S1 |
4.155 |
4.193 |
|