NYMEX Natural Gas Future August 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 |
4.407 |
4.579 |
0.172 |
3.9% |
4.330 |
| High |
4.589 |
4.593 |
0.004 |
0.1% |
4.589 |
| Low |
4.363 |
4.471 |
0.108 |
2.5% |
4.180 |
| Close |
4.542 |
4.558 |
0.016 |
0.4% |
4.542 |
| Range |
0.226 |
0.122 |
-0.104 |
-46.0% |
0.409 |
| ATR |
0.164 |
0.161 |
-0.003 |
-1.8% |
0.000 |
| Volume |
10,506 |
7,336 |
-3,170 |
-30.2% |
44,498 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.907 |
4.854 |
4.625 |
|
| R3 |
4.785 |
4.732 |
4.592 |
|
| R2 |
4.663 |
4.663 |
4.580 |
|
| R1 |
4.610 |
4.610 |
4.569 |
4.576 |
| PP |
4.541 |
4.541 |
4.541 |
4.523 |
| S1 |
4.488 |
4.488 |
4.547 |
4.454 |
| S2 |
4.419 |
4.419 |
4.536 |
|
| S3 |
4.297 |
4.366 |
4.524 |
|
| S4 |
4.175 |
4.244 |
4.491 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.664 |
5.512 |
4.767 |
|
| R3 |
5.255 |
5.103 |
4.654 |
|
| R2 |
4.846 |
4.846 |
4.617 |
|
| R1 |
4.694 |
4.694 |
4.579 |
4.770 |
| PP |
4.437 |
4.437 |
4.437 |
4.475 |
| S1 |
4.285 |
4.285 |
4.505 |
4.361 |
| S2 |
4.028 |
4.028 |
4.467 |
|
| S3 |
3.619 |
3.876 |
4.430 |
|
| S4 |
3.210 |
3.467 |
4.317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.593 |
4.180 |
0.413 |
9.1% |
0.149 |
3.3% |
92% |
True |
False |
8,954 |
| 10 |
4.593 |
4.180 |
0.413 |
9.1% |
0.158 |
3.5% |
92% |
True |
False |
12,502 |
| 20 |
4.601 |
4.117 |
0.484 |
10.6% |
0.178 |
3.9% |
91% |
False |
False |
11,996 |
| 40 |
5.139 |
4.117 |
1.022 |
22.4% |
0.144 |
3.2% |
43% |
False |
False |
8,663 |
| 60 |
5.864 |
4.117 |
1.747 |
38.3% |
0.139 |
3.0% |
25% |
False |
False |
6,859 |
| 80 |
6.111 |
4.117 |
1.994 |
43.7% |
0.144 |
3.2% |
22% |
False |
False |
5,772 |
| 100 |
6.111 |
4.117 |
1.994 |
43.7% |
0.151 |
3.3% |
22% |
False |
False |
5,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.112 |
|
2.618 |
4.912 |
|
1.618 |
4.790 |
|
1.000 |
4.715 |
|
0.618 |
4.668 |
|
HIGH |
4.593 |
|
0.618 |
4.546 |
|
0.500 |
4.532 |
|
0.382 |
4.518 |
|
LOW |
4.471 |
|
0.618 |
4.396 |
|
1.000 |
4.349 |
|
1.618 |
4.274 |
|
2.618 |
4.152 |
|
4.250 |
3.953 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.549 |
4.510 |
| PP |
4.541 |
4.462 |
| S1 |
4.532 |
4.415 |
|