NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
4.445 |
4.491 |
0.046 |
1.0% |
4.242 |
| High |
4.548 |
4.507 |
-0.041 |
-0.9% |
4.509 |
| Low |
4.409 |
4.100 |
-0.309 |
-7.0% |
4.086 |
| Close |
4.474 |
4.113 |
-0.361 |
-8.1% |
4.453 |
| Range |
0.139 |
0.407 |
0.268 |
192.8% |
0.423 |
| ATR |
0.162 |
0.180 |
0.017 |
10.8% |
0.000 |
| Volume |
22,472 |
31,623 |
9,151 |
40.7% |
105,468 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.461 |
5.194 |
4.337 |
|
| R3 |
5.054 |
4.787 |
4.225 |
|
| R2 |
4.647 |
4.647 |
4.188 |
|
| R1 |
4.380 |
4.380 |
4.150 |
4.310 |
| PP |
4.240 |
4.240 |
4.240 |
4.205 |
| S1 |
3.973 |
3.973 |
4.076 |
3.903 |
| S2 |
3.833 |
3.833 |
4.038 |
|
| S3 |
3.426 |
3.566 |
4.001 |
|
| S4 |
3.019 |
3.159 |
3.889 |
|
|
| 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 |
4.100 |
0.448 |
10.9% |
0.203 |
4.9% |
3% |
False |
True |
24,357 |
| 10 |
4.548 |
4.086 |
0.462 |
11.2% |
0.172 |
4.2% |
6% |
False |
False |
24,008 |
| 20 |
4.548 |
4.041 |
0.507 |
12.3% |
0.197 |
4.8% |
14% |
False |
False |
32,665 |
| 40 |
4.987 |
4.035 |
0.952 |
23.1% |
0.160 |
3.9% |
8% |
False |
False |
22,295 |
| 60 |
5.810 |
4.035 |
1.775 |
43.2% |
0.154 |
3.8% |
4% |
False |
False |
16,986 |
| 80 |
6.050 |
4.035 |
2.015 |
49.0% |
0.160 |
3.9% |
4% |
False |
False |
13,670 |
| 100 |
6.075 |
4.035 |
2.040 |
49.6% |
0.166 |
4.0% |
4% |
False |
False |
11,430 |
| 120 |
6.075 |
4.035 |
2.040 |
49.6% |
0.167 |
4.1% |
4% |
False |
False |
9,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.237 |
|
2.618 |
5.573 |
|
1.618 |
5.166 |
|
1.000 |
4.914 |
|
0.618 |
4.759 |
|
HIGH |
4.507 |
|
0.618 |
4.352 |
|
0.500 |
4.304 |
|
0.382 |
4.255 |
|
LOW |
4.100 |
|
0.618 |
3.848 |
|
1.000 |
3.693 |
|
1.618 |
3.441 |
|
2.618 |
3.034 |
|
4.250 |
2.370 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.304 |
4.324 |
| PP |
4.240 |
4.254 |
| S1 |
4.177 |
4.183 |
|