NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
4.327 |
4.332 |
0.005 |
0.1% |
4.396 |
| High |
4.345 |
4.390 |
0.045 |
1.0% |
4.587 |
| Low |
4.237 |
4.296 |
0.059 |
1.4% |
4.306 |
| Close |
4.332 |
4.321 |
-0.011 |
-0.3% |
4.375 |
| Range |
0.108 |
0.094 |
-0.014 |
-13.0% |
0.281 |
| ATR |
0.158 |
0.154 |
-0.005 |
-2.9% |
0.000 |
| Volume |
8,135 |
5,138 |
-2,997 |
-36.8% |
48,175 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.618 |
4.563 |
4.373 |
|
| R3 |
4.524 |
4.469 |
4.347 |
|
| R2 |
4.430 |
4.430 |
4.338 |
|
| R1 |
4.375 |
4.375 |
4.330 |
4.356 |
| PP |
4.336 |
4.336 |
4.336 |
4.326 |
| S1 |
4.281 |
4.281 |
4.312 |
4.262 |
| S2 |
4.242 |
4.242 |
4.304 |
|
| S3 |
4.148 |
4.187 |
4.295 |
|
| S4 |
4.054 |
4.093 |
4.269 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.266 |
5.101 |
4.530 |
|
| R3 |
4.985 |
4.820 |
4.452 |
|
| R2 |
4.704 |
4.704 |
4.427 |
|
| R1 |
4.539 |
4.539 |
4.401 |
4.481 |
| PP |
4.423 |
4.423 |
4.423 |
4.394 |
| S1 |
4.258 |
4.258 |
4.349 |
4.200 |
| S2 |
4.142 |
4.142 |
4.323 |
|
| S3 |
3.861 |
3.977 |
4.298 |
|
| S4 |
3.580 |
3.696 |
4.220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.530 |
4.237 |
0.293 |
6.8% |
0.138 |
3.2% |
29% |
False |
False |
7,942 |
| 10 |
4.587 |
4.223 |
0.364 |
8.4% |
0.155 |
3.6% |
27% |
False |
False |
8,377 |
| 20 |
4.662 |
4.145 |
0.517 |
12.0% |
0.162 |
3.8% |
34% |
False |
False |
7,835 |
| 40 |
5.229 |
4.145 |
1.084 |
25.1% |
0.135 |
3.1% |
16% |
False |
False |
6,173 |
| 60 |
5.884 |
4.145 |
1.739 |
40.2% |
0.139 |
3.2% |
10% |
False |
False |
4,987 |
| 80 |
6.160 |
4.145 |
2.015 |
46.6% |
0.142 |
3.3% |
9% |
False |
False |
4,189 |
| 100 |
6.160 |
4.145 |
2.015 |
46.6% |
0.149 |
3.4% |
9% |
False |
False |
3,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.790 |
|
2.618 |
4.636 |
|
1.618 |
4.542 |
|
1.000 |
4.484 |
|
0.618 |
4.448 |
|
HIGH |
4.390 |
|
0.618 |
4.354 |
|
0.500 |
4.343 |
|
0.382 |
4.332 |
|
LOW |
4.296 |
|
0.618 |
4.238 |
|
1.000 |
4.202 |
|
1.618 |
4.144 |
|
2.618 |
4.050 |
|
4.250 |
3.897 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.343 |
4.320 |
| PP |
4.336 |
4.320 |
| S1 |
4.328 |
4.319 |
|