NYMEX Natural Gas Future November 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 |
4.833 |
4.738 |
-0.095 |
-2.0% |
5.078 |
| High |
4.833 |
4.820 |
-0.013 |
-0.3% |
5.154 |
| Low |
4.700 |
4.736 |
0.036 |
0.8% |
4.700 |
| Close |
4.731 |
4.817 |
0.086 |
1.8% |
4.731 |
| Range |
0.133 |
0.084 |
-0.049 |
-36.8% |
0.454 |
| ATR |
0.147 |
0.143 |
-0.004 |
-2.8% |
0.000 |
| Volume |
6,271 |
3,441 |
-2,830 |
-45.1% |
15,529 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.043 |
5.014 |
4.863 |
|
| R3 |
4.959 |
4.930 |
4.840 |
|
| R2 |
4.875 |
4.875 |
4.832 |
|
| R1 |
4.846 |
4.846 |
4.825 |
4.861 |
| PP |
4.791 |
4.791 |
4.791 |
4.798 |
| S1 |
4.762 |
4.762 |
4.809 |
4.777 |
| S2 |
4.707 |
4.707 |
4.802 |
|
| S3 |
4.623 |
4.678 |
4.794 |
|
| S4 |
4.539 |
4.594 |
4.771 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.224 |
5.931 |
4.981 |
|
| R3 |
5.770 |
5.477 |
4.856 |
|
| R2 |
5.316 |
5.316 |
4.814 |
|
| R1 |
5.023 |
5.023 |
4.773 |
4.943 |
| PP |
4.862 |
4.862 |
4.862 |
4.821 |
| S1 |
4.569 |
4.569 |
4.689 |
4.489 |
| S2 |
4.408 |
4.408 |
4.648 |
|
| S3 |
3.954 |
4.115 |
4.606 |
|
| S4 |
3.500 |
3.661 |
4.481 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.154 |
4.700 |
0.454 |
9.4% |
0.143 |
3.0% |
26% |
False |
False |
3,226 |
| 10 |
5.154 |
4.700 |
0.454 |
9.4% |
0.139 |
2.9% |
26% |
False |
False |
2,894 |
| 20 |
5.154 |
4.700 |
0.454 |
9.4% |
0.145 |
3.0% |
26% |
False |
False |
2,638 |
| 40 |
5.332 |
4.647 |
0.685 |
14.2% |
0.128 |
2.7% |
25% |
False |
False |
2,487 |
| 60 |
6.280 |
4.647 |
1.633 |
33.9% |
0.124 |
2.6% |
10% |
False |
False |
2,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.177 |
|
2.618 |
5.040 |
|
1.618 |
4.956 |
|
1.000 |
4.904 |
|
0.618 |
4.872 |
|
HIGH |
4.820 |
|
0.618 |
4.788 |
|
0.500 |
4.778 |
|
0.382 |
4.768 |
|
LOW |
4.736 |
|
0.618 |
4.684 |
|
1.000 |
4.652 |
|
1.618 |
4.600 |
|
2.618 |
4.516 |
|
4.250 |
4.379 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.804 |
4.917 |
| PP |
4.791 |
4.884 |
| S1 |
4.778 |
4.850 |
|