NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
4.575 |
4.580 |
0.005 |
0.1% |
4.160 |
| High |
4.601 |
4.593 |
-0.008 |
-0.2% |
4.417 |
| Low |
4.310 |
4.370 |
0.060 |
1.4% |
4.117 |
| Close |
4.575 |
4.401 |
-0.174 |
-3.8% |
4.370 |
| Range |
0.291 |
0.223 |
-0.068 |
-23.4% |
0.300 |
| ATR |
0.151 |
0.156 |
0.005 |
3.4% |
0.000 |
| Volume |
15,490 |
13,519 |
-1,971 |
-12.7% |
27,124 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.124 |
4.985 |
4.524 |
|
| R3 |
4.901 |
4.762 |
4.462 |
|
| R2 |
4.678 |
4.678 |
4.442 |
|
| R1 |
4.539 |
4.539 |
4.421 |
4.497 |
| PP |
4.455 |
4.455 |
4.455 |
4.434 |
| S1 |
4.316 |
4.316 |
4.381 |
4.274 |
| S2 |
4.232 |
4.232 |
4.360 |
|
| S3 |
4.009 |
4.093 |
4.340 |
|
| S4 |
3.786 |
3.870 |
4.278 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.201 |
5.086 |
4.535 |
|
| R3 |
4.901 |
4.786 |
4.453 |
|
| R2 |
4.601 |
4.601 |
4.425 |
|
| R1 |
4.486 |
4.486 |
4.398 |
4.544 |
| PP |
4.301 |
4.301 |
4.301 |
4.330 |
| S1 |
4.186 |
4.186 |
4.343 |
4.244 |
| S2 |
4.001 |
4.001 |
4.315 |
|
| S3 |
3.701 |
3.886 |
4.288 |
|
| S4 |
3.401 |
3.586 |
4.205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.601 |
4.117 |
0.484 |
11.0% |
0.228 |
5.2% |
59% |
False |
False |
10,398 |
| 10 |
4.601 |
4.117 |
0.484 |
11.0% |
0.165 |
3.7% |
59% |
False |
False |
7,403 |
| 20 |
4.875 |
4.117 |
0.758 |
17.2% |
0.137 |
3.1% |
37% |
False |
False |
6,835 |
| 40 |
5.864 |
4.117 |
1.747 |
39.7% |
0.128 |
2.9% |
16% |
False |
False |
5,359 |
| 60 |
5.980 |
4.117 |
1.863 |
42.3% |
0.135 |
3.1% |
15% |
False |
False |
4,293 |
| 80 |
6.111 |
4.117 |
1.994 |
45.3% |
0.147 |
3.3% |
14% |
False |
False |
4,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.541 |
|
2.618 |
5.177 |
|
1.618 |
4.954 |
|
1.000 |
4.816 |
|
0.618 |
4.731 |
|
HIGH |
4.593 |
|
0.618 |
4.508 |
|
0.500 |
4.482 |
|
0.382 |
4.455 |
|
LOW |
4.370 |
|
0.618 |
4.232 |
|
1.000 |
4.147 |
|
1.618 |
4.009 |
|
2.618 |
3.786 |
|
4.250 |
3.422 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.482 |
4.388 |
| PP |
4.455 |
4.374 |
| S1 |
4.428 |
4.361 |
|