NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
4.623 |
4.336 |
-0.287 |
-6.2% |
4.636 |
| High |
4.659 |
4.356 |
-0.303 |
-6.5% |
4.680 |
| Low |
4.266 |
4.190 |
-0.076 |
-1.8% |
4.190 |
| Close |
4.276 |
4.215 |
-0.061 |
-1.4% |
4.215 |
| Range |
0.393 |
0.166 |
-0.227 |
-57.8% |
0.490 |
| ATR |
0.167 |
0.167 |
0.000 |
0.0% |
0.000 |
| Volume |
8,755 |
18,256 |
9,501 |
108.5% |
46,272 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.752 |
4.649 |
4.306 |
|
| R3 |
4.586 |
4.483 |
4.261 |
|
| R2 |
4.420 |
4.420 |
4.245 |
|
| R1 |
4.317 |
4.317 |
4.230 |
4.286 |
| PP |
4.254 |
4.254 |
4.254 |
4.238 |
| S1 |
4.151 |
4.151 |
4.200 |
4.120 |
| S2 |
4.088 |
4.088 |
4.185 |
|
| S3 |
3.922 |
3.985 |
4.169 |
|
| S4 |
3.756 |
3.819 |
4.124 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.832 |
5.513 |
4.485 |
|
| R3 |
5.342 |
5.023 |
4.350 |
|
| R2 |
4.852 |
4.852 |
4.305 |
|
| R1 |
4.533 |
4.533 |
4.260 |
4.448 |
| PP |
4.362 |
4.362 |
4.362 |
4.319 |
| S1 |
4.043 |
4.043 |
4.170 |
3.958 |
| S2 |
3.872 |
3.872 |
4.125 |
|
| S3 |
3.382 |
3.553 |
4.080 |
|
| S4 |
2.892 |
3.063 |
3.946 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.680 |
4.190 |
0.490 |
11.6% |
0.176 |
4.2% |
5% |
False |
True |
9,254 |
| 10 |
4.680 |
4.190 |
0.490 |
11.6% |
0.163 |
3.9% |
5% |
False |
True |
8,176 |
| 20 |
4.680 |
4.190 |
0.490 |
11.6% |
0.174 |
4.1% |
5% |
False |
True |
8,725 |
| 40 |
4.936 |
4.145 |
0.791 |
18.8% |
0.147 |
3.5% |
9% |
False |
False |
7,225 |
| 60 |
5.884 |
4.145 |
1.739 |
41.3% |
0.145 |
3.4% |
4% |
False |
False |
5,799 |
| 80 |
6.160 |
4.145 |
2.015 |
47.8% |
0.144 |
3.4% |
3% |
False |
False |
4,796 |
| 100 |
6.160 |
4.145 |
2.015 |
47.8% |
0.149 |
3.5% |
3% |
False |
False |
4,270 |
| 120 |
6.160 |
4.145 |
2.015 |
47.8% |
0.148 |
3.5% |
3% |
False |
False |
3,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.062 |
|
2.618 |
4.791 |
|
1.618 |
4.625 |
|
1.000 |
4.522 |
|
0.618 |
4.459 |
|
HIGH |
4.356 |
|
0.618 |
4.293 |
|
0.500 |
4.273 |
|
0.382 |
4.253 |
|
LOW |
4.190 |
|
0.618 |
4.087 |
|
1.000 |
4.024 |
|
1.618 |
3.921 |
|
2.618 |
3.755 |
|
4.250 |
3.485 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.273 |
4.435 |
| PP |
4.254 |
4.362 |
| S1 |
4.234 |
4.288 |
|