NYMEX Natural Gas Future September 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 |
4.555 |
4.586 |
0.031 |
0.7% |
4.295 |
| High |
4.635 |
4.680 |
0.045 |
1.0% |
4.633 |
| Low |
4.545 |
4.569 |
0.024 |
0.5% |
4.237 |
| Close |
4.585 |
4.623 |
0.038 |
0.8% |
4.593 |
| Range |
0.090 |
0.111 |
0.021 |
23.3% |
0.396 |
| ATR |
0.152 |
0.149 |
-0.003 |
-1.9% |
0.000 |
| Volume |
6,616 |
6,949 |
333 |
5.0% |
35,491 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.957 |
4.901 |
4.684 |
|
| R3 |
4.846 |
4.790 |
4.654 |
|
| R2 |
4.735 |
4.735 |
4.643 |
|
| R1 |
4.679 |
4.679 |
4.633 |
4.707 |
| PP |
4.624 |
4.624 |
4.624 |
4.638 |
| S1 |
4.568 |
4.568 |
4.613 |
4.596 |
| S2 |
4.513 |
4.513 |
4.603 |
|
| S3 |
4.402 |
4.457 |
4.592 |
|
| S4 |
4.291 |
4.346 |
4.562 |
|
|
| 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 |
4.680 |
4.292 |
0.388 |
8.4% |
0.144 |
3.1% |
85% |
True |
False |
6,908 |
| 10 |
4.680 |
4.237 |
0.443 |
9.6% |
0.141 |
3.0% |
87% |
True |
False |
7,425 |
| 20 |
4.680 |
4.168 |
0.512 |
11.1% |
0.170 |
3.7% |
89% |
True |
False |
8,155 |
| 40 |
5.096 |
4.145 |
0.951 |
20.6% |
0.140 |
3.0% |
50% |
False |
False |
6,719 |
| 60 |
5.884 |
4.145 |
1.739 |
37.6% |
0.139 |
3.0% |
27% |
False |
False |
5,402 |
| 80 |
6.160 |
4.145 |
2.015 |
43.6% |
0.140 |
3.0% |
24% |
False |
False |
4,511 |
| 100 |
6.160 |
4.145 |
2.015 |
43.6% |
0.146 |
3.2% |
24% |
False |
False |
4,121 |
| 120 |
6.160 |
4.145 |
2.015 |
43.6% |
0.145 |
3.1% |
24% |
False |
False |
3,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.152 |
|
2.618 |
4.971 |
|
1.618 |
4.860 |
|
1.000 |
4.791 |
|
0.618 |
4.749 |
|
HIGH |
4.680 |
|
0.618 |
4.638 |
|
0.500 |
4.625 |
|
0.382 |
4.611 |
|
LOW |
4.569 |
|
0.618 |
4.500 |
|
1.000 |
4.458 |
|
1.618 |
4.389 |
|
2.618 |
4.278 |
|
4.250 |
4.097 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.625 |
4.615 |
| PP |
4.624 |
4.607 |
| S1 |
4.624 |
4.599 |
|