NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
4.190 |
4.218 |
0.028 |
0.7% |
4.359 |
| High |
4.418 |
4.300 |
-0.118 |
-2.7% |
4.469 |
| Low |
4.175 |
4.177 |
0.002 |
0.0% |
4.175 |
| Close |
4.190 |
4.243 |
0.053 |
1.3% |
4.243 |
| Range |
0.243 |
0.123 |
-0.120 |
-49.4% |
0.294 |
| ATR |
0.178 |
0.174 |
-0.004 |
-2.2% |
0.000 |
| Volume |
55,771 |
40,581 |
-15,190 |
-27.2% |
275,172 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.609 |
4.549 |
4.311 |
|
| R3 |
4.486 |
4.426 |
4.277 |
|
| R2 |
4.363 |
4.363 |
4.266 |
|
| R1 |
4.303 |
4.303 |
4.254 |
4.333 |
| PP |
4.240 |
4.240 |
4.240 |
4.255 |
| S1 |
4.180 |
4.180 |
4.232 |
4.210 |
| S2 |
4.117 |
4.117 |
4.220 |
|
| S3 |
3.994 |
4.057 |
4.209 |
|
| S4 |
3.871 |
3.934 |
4.175 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.178 |
5.004 |
4.405 |
|
| R3 |
4.884 |
4.710 |
4.324 |
|
| R2 |
4.590 |
4.590 |
4.297 |
|
| R1 |
4.416 |
4.416 |
4.270 |
4.356 |
| PP |
4.296 |
4.296 |
4.296 |
4.266 |
| S1 |
4.122 |
4.122 |
4.216 |
4.062 |
| S2 |
4.002 |
4.002 |
4.189 |
|
| S3 |
3.708 |
3.828 |
4.162 |
|
| S4 |
3.414 |
3.534 |
4.081 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.469 |
4.175 |
0.294 |
6.9% |
0.187 |
4.4% |
23% |
False |
False |
55,034 |
| 10 |
4.530 |
4.079 |
0.451 |
10.6% |
0.203 |
4.8% |
36% |
False |
False |
43,284 |
| 20 |
4.530 |
4.035 |
0.495 |
11.7% |
0.172 |
4.1% |
42% |
False |
False |
28,370 |
| 40 |
5.330 |
4.035 |
1.295 |
30.5% |
0.146 |
3.4% |
16% |
False |
False |
18,807 |
| 60 |
5.894 |
4.035 |
1.859 |
43.8% |
0.152 |
3.6% |
11% |
False |
False |
14,125 |
| 80 |
6.075 |
4.035 |
2.040 |
48.1% |
0.161 |
3.8% |
10% |
False |
False |
11,424 |
| 100 |
6.075 |
4.035 |
2.040 |
48.1% |
0.169 |
4.0% |
10% |
False |
False |
9,579 |
| 120 |
6.152 |
4.035 |
2.117 |
49.9% |
0.165 |
3.9% |
10% |
False |
False |
8,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.823 |
|
2.618 |
4.622 |
|
1.618 |
4.499 |
|
1.000 |
4.423 |
|
0.618 |
4.376 |
|
HIGH |
4.300 |
|
0.618 |
4.253 |
|
0.500 |
4.239 |
|
0.382 |
4.224 |
|
LOW |
4.177 |
|
0.618 |
4.101 |
|
1.000 |
4.054 |
|
1.618 |
3.978 |
|
2.618 |
3.855 |
|
4.250 |
3.654 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.242 |
4.322 |
| PP |
4.240 |
4.296 |
| S1 |
4.239 |
4.269 |
|