NYMEX Natural Gas Future July 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
4.051 |
4.133 |
0.082 |
2.0% |
4.481 |
| High |
4.140 |
4.165 |
0.025 |
0.6% |
4.548 |
| Low |
4.000 |
4.085 |
0.085 |
2.1% |
4.018 |
| Close |
4.129 |
4.133 |
0.004 |
0.1% |
4.050 |
| Range |
0.140 |
0.080 |
-0.060 |
-42.9% |
0.530 |
| ATR |
0.177 |
0.170 |
-0.007 |
-3.9% |
0.000 |
| Volume |
31,021 |
20,651 |
-10,370 |
-33.4% |
138,783 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.368 |
4.330 |
4.177 |
|
| R3 |
4.288 |
4.250 |
4.155 |
|
| R2 |
4.208 |
4.208 |
4.148 |
|
| R1 |
4.170 |
4.170 |
4.140 |
4.173 |
| PP |
4.128 |
4.128 |
4.128 |
4.129 |
| S1 |
4.090 |
4.090 |
4.126 |
4.093 |
| S2 |
4.048 |
4.048 |
4.118 |
|
| S3 |
3.968 |
4.010 |
4.111 |
|
| S4 |
3.888 |
3.930 |
4.089 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.795 |
5.453 |
4.342 |
|
| R3 |
5.265 |
4.923 |
4.196 |
|
| R2 |
4.735 |
4.735 |
4.147 |
|
| R1 |
4.393 |
4.393 |
4.099 |
4.299 |
| PP |
4.205 |
4.205 |
4.205 |
4.159 |
| S1 |
3.863 |
3.863 |
4.001 |
3.769 |
| S2 |
3.675 |
3.675 |
3.953 |
|
| S3 |
3.145 |
3.333 |
3.904 |
|
| S4 |
2.615 |
2.803 |
3.759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.548 |
4.000 |
0.548 |
13.3% |
0.189 |
4.6% |
24% |
False |
False |
30,102 |
| 10 |
4.548 |
4.000 |
0.548 |
13.3% |
0.172 |
4.2% |
24% |
False |
False |
25,151 |
| 20 |
4.548 |
4.000 |
0.548 |
13.3% |
0.174 |
4.2% |
24% |
False |
False |
33,903 |
| 40 |
4.815 |
4.000 |
0.815 |
19.7% |
0.160 |
3.9% |
16% |
False |
False |
23,858 |
| 60 |
5.810 |
4.000 |
1.810 |
43.8% |
0.152 |
3.7% |
7% |
False |
False |
18,370 |
| 80 |
5.900 |
4.000 |
1.900 |
46.0% |
0.157 |
3.8% |
7% |
False |
False |
14,780 |
| 100 |
6.075 |
4.000 |
2.075 |
50.2% |
0.165 |
4.0% |
6% |
False |
False |
12,309 |
| 120 |
6.075 |
4.000 |
2.075 |
50.2% |
0.166 |
4.0% |
6% |
False |
False |
10,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.505 |
|
2.618 |
4.374 |
|
1.618 |
4.294 |
|
1.000 |
4.245 |
|
0.618 |
4.214 |
|
HIGH |
4.165 |
|
0.618 |
4.134 |
|
0.500 |
4.125 |
|
0.382 |
4.116 |
|
LOW |
4.085 |
|
0.618 |
4.036 |
|
1.000 |
4.005 |
|
1.618 |
3.956 |
|
2.618 |
3.876 |
|
4.250 |
3.745 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.130 |
4.121 |
| PP |
4.128 |
4.110 |
| S1 |
4.125 |
4.098 |
|