NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 26-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
4.309 |
4.481 |
0.172 |
4.0% |
4.242 |
| High |
4.509 |
4.506 |
-0.003 |
-0.1% |
4.509 |
| Low |
4.271 |
4.376 |
0.105 |
2.5% |
4.086 |
| Close |
4.453 |
4.467 |
0.014 |
0.3% |
4.453 |
| Range |
0.238 |
0.130 |
-0.108 |
-45.4% |
0.423 |
| ATR |
0.172 |
0.169 |
-0.003 |
-1.7% |
0.000 |
| Volume |
27,749 |
23,796 |
-3,953 |
-14.2% |
105,468 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.840 |
4.783 |
4.539 |
|
| R3 |
4.710 |
4.653 |
4.503 |
|
| R2 |
4.580 |
4.580 |
4.491 |
|
| R1 |
4.523 |
4.523 |
4.479 |
4.487 |
| PP |
4.450 |
4.450 |
4.450 |
4.431 |
| S1 |
4.393 |
4.393 |
4.455 |
4.357 |
| S2 |
4.320 |
4.320 |
4.443 |
|
| S3 |
4.190 |
4.263 |
4.431 |
|
| S4 |
4.060 |
4.133 |
4.396 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.618 |
5.459 |
4.686 |
|
| R3 |
5.195 |
5.036 |
4.569 |
|
| R2 |
4.772 |
4.772 |
4.531 |
|
| R1 |
4.613 |
4.613 |
4.492 |
4.693 |
| PP |
4.349 |
4.349 |
4.349 |
4.389 |
| S1 |
4.190 |
4.190 |
4.414 |
4.270 |
| S2 |
3.926 |
3.926 |
4.375 |
|
| S3 |
3.503 |
3.767 |
4.337 |
|
| S4 |
3.080 |
3.344 |
4.220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.509 |
4.086 |
0.423 |
9.5% |
0.157 |
3.5% |
90% |
False |
False |
21,340 |
| 10 |
4.509 |
4.086 |
0.423 |
9.5% |
0.165 |
3.7% |
90% |
False |
False |
34,516 |
| 20 |
4.530 |
4.035 |
0.495 |
11.1% |
0.187 |
4.2% |
87% |
False |
False |
31,167 |
| 40 |
5.085 |
4.035 |
1.050 |
23.5% |
0.152 |
3.4% |
41% |
False |
False |
21,118 |
| 60 |
5.810 |
4.035 |
1.775 |
39.7% |
0.151 |
3.4% |
24% |
False |
False |
16,012 |
| 80 |
6.050 |
4.035 |
2.015 |
45.1% |
0.159 |
3.6% |
21% |
False |
False |
12,873 |
| 100 |
6.075 |
4.035 |
2.040 |
45.7% |
0.165 |
3.7% |
21% |
False |
False |
10,782 |
| 120 |
6.075 |
4.035 |
2.040 |
45.7% |
0.165 |
3.7% |
21% |
False |
False |
9,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.059 |
|
2.618 |
4.846 |
|
1.618 |
4.716 |
|
1.000 |
4.636 |
|
0.618 |
4.586 |
|
HIGH |
4.506 |
|
0.618 |
4.456 |
|
0.500 |
4.441 |
|
0.382 |
4.426 |
|
LOW |
4.376 |
|
0.618 |
4.296 |
|
1.000 |
4.246 |
|
1.618 |
4.166 |
|
2.618 |
4.036 |
|
4.250 |
3.824 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.458 |
4.419 |
| PP |
4.450 |
4.371 |
| S1 |
4.441 |
4.324 |
|