NYMEX Natural Gas Future August 2010
| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
4.570 |
4.577 |
0.007 |
0.2% |
4.330 |
| High |
4.639 |
4.603 |
-0.036 |
-0.8% |
4.589 |
| Low |
4.519 |
4.206 |
-0.313 |
-6.9% |
4.180 |
| Close |
4.570 |
4.217 |
-0.353 |
-7.7% |
4.542 |
| Range |
0.120 |
0.397 |
0.277 |
230.8% |
0.409 |
| ATR |
0.154 |
0.171 |
0.017 |
11.3% |
0.000 |
| Volume |
9,987 |
12,750 |
2,763 |
27.7% |
44,498 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.533 |
5.272 |
4.435 |
|
| R3 |
5.136 |
4.875 |
4.326 |
|
| R2 |
4.739 |
4.739 |
4.290 |
|
| R1 |
4.478 |
4.478 |
4.253 |
4.410 |
| PP |
4.342 |
4.342 |
4.342 |
4.308 |
| S1 |
4.081 |
4.081 |
4.181 |
4.013 |
| S2 |
3.945 |
3.945 |
4.144 |
|
| S3 |
3.548 |
3.684 |
4.108 |
|
| S4 |
3.151 |
3.287 |
3.999 |
|
|
| 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 |
4.639 |
4.206 |
0.433 |
10.3% |
0.192 |
4.5% |
3% |
False |
True |
9,722 |
| 10 |
4.639 |
4.180 |
0.459 |
10.9% |
0.164 |
3.9% |
8% |
False |
False |
10,091 |
| 20 |
4.639 |
4.120 |
0.519 |
12.3% |
0.187 |
4.4% |
19% |
False |
False |
12,701 |
| 40 |
5.050 |
4.117 |
0.933 |
22.1% |
0.151 |
3.6% |
11% |
False |
False |
9,163 |
| 60 |
5.864 |
4.117 |
1.747 |
41.4% |
0.143 |
3.4% |
6% |
False |
False |
7,274 |
| 80 |
6.111 |
4.117 |
1.994 |
47.3% |
0.144 |
3.4% |
5% |
False |
False |
6,065 |
| 100 |
6.111 |
4.117 |
1.994 |
47.3% |
0.152 |
3.6% |
5% |
False |
False |
5,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.290 |
|
2.618 |
5.642 |
|
1.618 |
5.245 |
|
1.000 |
5.000 |
|
0.618 |
4.848 |
|
HIGH |
4.603 |
|
0.618 |
4.451 |
|
0.500 |
4.405 |
|
0.382 |
4.358 |
|
LOW |
4.206 |
|
0.618 |
3.961 |
|
1.000 |
3.809 |
|
1.618 |
3.564 |
|
2.618 |
3.167 |
|
4.250 |
2.519 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.405 |
4.423 |
| PP |
4.342 |
4.354 |
| S1 |
4.280 |
4.286 |
|