NYMEX Natural Gas Future November 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 |
5.073 |
5.123 |
0.050 |
1.0% |
4.779 |
| High |
5.154 |
5.134 |
-0.020 |
-0.4% |
5.120 |
| Low |
5.073 |
4.793 |
-0.280 |
-5.5% |
4.736 |
| Close |
5.104 |
4.801 |
-0.303 |
-5.9% |
5.069 |
| Range |
0.081 |
0.341 |
0.260 |
321.0% |
0.384 |
| ATR |
0.133 |
0.148 |
0.015 |
11.1% |
0.000 |
| Volume |
2,340 |
1,911 |
-429 |
-18.3% |
11,799 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.932 |
5.708 |
4.989 |
|
| R3 |
5.591 |
5.367 |
4.895 |
|
| R2 |
5.250 |
5.250 |
4.864 |
|
| R1 |
5.026 |
5.026 |
4.832 |
4.968 |
| PP |
4.909 |
4.909 |
4.909 |
4.880 |
| S1 |
4.685 |
4.685 |
4.770 |
4.627 |
| S2 |
4.568 |
4.568 |
4.738 |
|
| S3 |
4.227 |
4.344 |
4.707 |
|
| S4 |
3.886 |
4.003 |
4.613 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.127 |
5.982 |
5.280 |
|
| R3 |
5.743 |
5.598 |
5.175 |
|
| R2 |
5.359 |
5.359 |
5.139 |
|
| R1 |
5.214 |
5.214 |
5.104 |
5.287 |
| PP |
4.975 |
4.975 |
4.975 |
5.011 |
| S1 |
4.830 |
4.830 |
5.034 |
4.903 |
| S2 |
4.591 |
4.591 |
4.999 |
|
| S3 |
4.207 |
4.446 |
4.963 |
|
| S4 |
3.823 |
4.062 |
4.858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.154 |
4.793 |
0.361 |
7.5% |
0.163 |
3.4% |
2% |
False |
True |
2,436 |
| 10 |
5.154 |
4.736 |
0.418 |
8.7% |
0.141 |
2.9% |
16% |
False |
False |
2,317 |
| 20 |
5.154 |
4.685 |
0.469 |
9.8% |
0.159 |
3.3% |
25% |
False |
False |
2,571 |
| 40 |
5.470 |
4.647 |
0.823 |
17.1% |
0.128 |
2.7% |
19% |
False |
False |
2,363 |
| 60 |
6.280 |
4.647 |
1.633 |
34.0% |
0.126 |
2.6% |
9% |
False |
False |
2,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.583 |
|
2.618 |
6.027 |
|
1.618 |
5.686 |
|
1.000 |
5.475 |
|
0.618 |
5.345 |
|
HIGH |
5.134 |
|
0.618 |
5.004 |
|
0.500 |
4.964 |
|
0.382 |
4.923 |
|
LOW |
4.793 |
|
0.618 |
4.582 |
|
1.000 |
4.452 |
|
1.618 |
4.241 |
|
2.618 |
3.900 |
|
4.250 |
3.344 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.964 |
4.974 |
| PP |
4.909 |
4.916 |
| S1 |
4.855 |
4.859 |
|