NYMEX Natural Gas Future September 2010
| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
4.336 |
4.228 |
-0.108 |
-2.5% |
4.636 |
| High |
4.356 |
4.303 |
-0.053 |
-1.2% |
4.680 |
| Low |
4.190 |
4.204 |
0.014 |
0.3% |
4.190 |
| Close |
4.215 |
4.296 |
0.081 |
1.9% |
4.215 |
| Range |
0.166 |
0.099 |
-0.067 |
-40.4% |
0.490 |
| ATR |
0.167 |
0.162 |
-0.005 |
-2.9% |
0.000 |
| Volume |
18,256 |
13,965 |
-4,291 |
-23.5% |
46,272 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.565 |
4.529 |
4.350 |
|
| R3 |
4.466 |
4.430 |
4.323 |
|
| R2 |
4.367 |
4.367 |
4.314 |
|
| R1 |
4.331 |
4.331 |
4.305 |
4.349 |
| PP |
4.268 |
4.268 |
4.268 |
4.277 |
| S1 |
4.232 |
4.232 |
4.287 |
4.250 |
| S2 |
4.169 |
4.169 |
4.278 |
|
| S3 |
4.070 |
4.133 |
4.269 |
|
| S4 |
3.971 |
4.034 |
4.242 |
|
|
| 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 |
11.4% |
0.172 |
4.0% |
22% |
False |
False |
10,908 |
| 10 |
4.680 |
4.190 |
0.490 |
11.4% |
0.158 |
3.7% |
22% |
False |
False |
8,878 |
| 20 |
4.680 |
4.190 |
0.490 |
11.4% |
0.165 |
3.8% |
22% |
False |
False |
8,763 |
| 40 |
4.914 |
4.145 |
0.769 |
17.9% |
0.148 |
3.4% |
20% |
False |
False |
7,451 |
| 60 |
5.884 |
4.145 |
1.739 |
40.5% |
0.143 |
3.3% |
9% |
False |
False |
6,004 |
| 80 |
6.160 |
4.145 |
2.015 |
46.9% |
0.144 |
3.3% |
7% |
False |
False |
4,943 |
| 100 |
6.160 |
4.145 |
2.015 |
46.9% |
0.148 |
3.4% |
7% |
False |
False |
4,394 |
| 120 |
6.160 |
4.145 |
2.015 |
46.9% |
0.148 |
3.5% |
7% |
False |
False |
3,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.724 |
|
2.618 |
4.562 |
|
1.618 |
4.463 |
|
1.000 |
4.402 |
|
0.618 |
4.364 |
|
HIGH |
4.303 |
|
0.618 |
4.265 |
|
0.500 |
4.254 |
|
0.382 |
4.242 |
|
LOW |
4.204 |
|
0.618 |
4.143 |
|
1.000 |
4.105 |
|
1.618 |
4.044 |
|
2.618 |
3.945 |
|
4.250 |
3.783 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.282 |
4.425 |
| PP |
4.268 |
4.382 |
| S1 |
4.254 |
4.339 |
|