NYMEX Natural Gas Future July 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 |
4.440 |
4.445 |
0.005 |
0.1% |
4.242 |
| High |
4.497 |
4.548 |
0.051 |
1.1% |
4.509 |
| Low |
4.397 |
4.409 |
0.012 |
0.3% |
4.086 |
| Close |
4.438 |
4.474 |
0.036 |
0.8% |
4.453 |
| Range |
0.100 |
0.139 |
0.039 |
39.0% |
0.423 |
| ATR |
0.164 |
0.162 |
-0.002 |
-1.1% |
0.000 |
| Volume |
16,149 |
22,472 |
6,323 |
39.2% |
105,468 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.894 |
4.823 |
4.550 |
|
| R3 |
4.755 |
4.684 |
4.512 |
|
| R2 |
4.616 |
4.616 |
4.499 |
|
| R1 |
4.545 |
4.545 |
4.487 |
4.581 |
| PP |
4.477 |
4.477 |
4.477 |
4.495 |
| S1 |
4.406 |
4.406 |
4.461 |
4.442 |
| S2 |
4.338 |
4.338 |
4.449 |
|
| S3 |
4.199 |
4.267 |
4.436 |
|
| S4 |
4.060 |
4.128 |
4.398 |
|
|
| 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 |
4.548 |
4.138 |
0.410 |
9.2% |
0.162 |
3.6% |
82% |
True |
False |
21,767 |
| 10 |
4.548 |
4.086 |
0.462 |
10.3% |
0.156 |
3.5% |
84% |
True |
False |
26,423 |
| 20 |
4.548 |
4.041 |
0.507 |
11.3% |
0.186 |
4.2% |
85% |
True |
False |
31,786 |
| 40 |
5.000 |
4.035 |
0.965 |
21.6% |
0.152 |
3.4% |
45% |
False |
False |
21,736 |
| 60 |
5.810 |
4.035 |
1.775 |
39.7% |
0.149 |
3.3% |
25% |
False |
False |
16,511 |
| 80 |
6.050 |
4.035 |
2.015 |
45.0% |
0.156 |
3.5% |
22% |
False |
False |
13,309 |
| 100 |
6.075 |
4.035 |
2.040 |
45.6% |
0.164 |
3.7% |
22% |
False |
False |
11,133 |
| 120 |
6.075 |
4.035 |
2.040 |
45.6% |
0.164 |
3.7% |
22% |
False |
False |
9,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.139 |
|
2.618 |
4.912 |
|
1.618 |
4.773 |
|
1.000 |
4.687 |
|
0.618 |
4.634 |
|
HIGH |
4.548 |
|
0.618 |
4.495 |
|
0.500 |
4.479 |
|
0.382 |
4.462 |
|
LOW |
4.409 |
|
0.618 |
4.323 |
|
1.000 |
4.270 |
|
1.618 |
4.184 |
|
2.618 |
4.045 |
|
4.250 |
3.818 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.479 |
4.470 |
| PP |
4.477 |
4.466 |
| S1 |
4.476 |
4.462 |
|