NYMEX Natural Gas Future September 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 |
4.476 |
4.636 |
0.160 |
3.6% |
4.295 |
| High |
4.633 |
4.639 |
0.006 |
0.1% |
4.633 |
| Low |
4.423 |
4.518 |
0.095 |
2.1% |
4.237 |
| Close |
4.593 |
4.608 |
0.015 |
0.3% |
4.593 |
| Range |
0.210 |
0.121 |
-0.089 |
-42.4% |
0.396 |
| ATR |
0.160 |
0.157 |
-0.003 |
-1.7% |
0.000 |
| Volume |
10,252 |
5,696 |
-4,556 |
-44.4% |
35,491 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.951 |
4.901 |
4.675 |
|
| R3 |
4.830 |
4.780 |
4.641 |
|
| R2 |
4.709 |
4.709 |
4.630 |
|
| R1 |
4.659 |
4.659 |
4.619 |
4.624 |
| PP |
4.588 |
4.588 |
4.588 |
4.571 |
| S1 |
4.538 |
4.538 |
4.597 |
4.503 |
| S2 |
4.467 |
4.467 |
4.586 |
|
| S3 |
4.346 |
4.417 |
4.575 |
|
| S4 |
4.225 |
4.296 |
4.541 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.676 |
5.530 |
4.811 |
|
| R3 |
5.280 |
5.134 |
4.702 |
|
| R2 |
4.884 |
4.884 |
4.666 |
|
| R1 |
4.738 |
4.738 |
4.629 |
4.811 |
| PP |
4.488 |
4.488 |
4.488 |
4.524 |
| S1 |
4.342 |
4.342 |
4.557 |
4.415 |
| S2 |
4.092 |
4.092 |
4.520 |
|
| S3 |
3.696 |
3.946 |
4.484 |
|
| S4 |
3.300 |
3.550 |
4.375 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.639 |
4.237 |
0.402 |
8.7% |
0.144 |
3.1% |
92% |
True |
False |
6,849 |
| 10 |
4.639 |
4.237 |
0.402 |
8.7% |
0.150 |
3.2% |
92% |
True |
False |
7,990 |
| 20 |
4.662 |
4.145 |
0.517 |
11.2% |
0.173 |
3.8% |
90% |
False |
False |
8,065 |
| 40 |
5.167 |
4.145 |
1.022 |
22.2% |
0.141 |
3.1% |
45% |
False |
False |
6,494 |
| 60 |
5.884 |
4.145 |
1.739 |
37.7% |
0.141 |
3.1% |
27% |
False |
False |
5,253 |
| 80 |
6.160 |
4.145 |
2.015 |
43.7% |
0.144 |
3.1% |
23% |
False |
False |
4,375 |
| 100 |
6.160 |
4.145 |
2.015 |
43.7% |
0.147 |
3.2% |
23% |
False |
False |
4,014 |
| 120 |
6.160 |
4.145 |
2.015 |
43.7% |
0.146 |
3.2% |
23% |
False |
False |
3,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.153 |
|
2.618 |
4.956 |
|
1.618 |
4.835 |
|
1.000 |
4.760 |
|
0.618 |
4.714 |
|
HIGH |
4.639 |
|
0.618 |
4.593 |
|
0.500 |
4.579 |
|
0.382 |
4.564 |
|
LOW |
4.518 |
|
0.618 |
4.443 |
|
1.000 |
4.397 |
|
1.618 |
4.322 |
|
2.618 |
4.201 |
|
4.250 |
4.004 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.598 |
4.561 |
| PP |
4.588 |
4.513 |
| S1 |
4.579 |
4.466 |
|