NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
4.738 |
4.810 |
0.072 |
1.5% |
5.078 |
| High |
4.820 |
4.852 |
0.032 |
0.7% |
5.154 |
| Low |
4.736 |
4.789 |
0.053 |
1.1% |
4.700 |
| Close |
4.817 |
4.850 |
0.033 |
0.7% |
4.731 |
| Range |
0.084 |
0.063 |
-0.021 |
-25.0% |
0.454 |
| ATR |
0.143 |
0.137 |
-0.006 |
-4.0% |
0.000 |
| Volume |
3,441 |
2,259 |
-1,182 |
-34.4% |
15,529 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.019 |
4.998 |
4.885 |
|
| R3 |
4.956 |
4.935 |
4.867 |
|
| R2 |
4.893 |
4.893 |
4.862 |
|
| R1 |
4.872 |
4.872 |
4.856 |
4.883 |
| PP |
4.830 |
4.830 |
4.830 |
4.836 |
| S1 |
4.809 |
4.809 |
4.844 |
4.820 |
| S2 |
4.767 |
4.767 |
4.838 |
|
| S3 |
4.704 |
4.746 |
4.833 |
|
| S4 |
4.641 |
4.683 |
4.815 |
|
|
| 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% |
0.140 |
2.9% |
33% |
False |
False |
3,244 |
| 10 |
5.154 |
4.700 |
0.454 |
9.4% |
0.136 |
2.8% |
33% |
False |
False |
2,866 |
| 20 |
5.154 |
4.700 |
0.454 |
9.4% |
0.138 |
2.8% |
33% |
False |
False |
2,633 |
| 40 |
5.332 |
4.647 |
0.685 |
14.1% |
0.128 |
2.6% |
30% |
False |
False |
2,497 |
| 60 |
6.280 |
4.647 |
1.633 |
33.7% |
0.123 |
2.5% |
12% |
False |
False |
2,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.120 |
|
2.618 |
5.017 |
|
1.618 |
4.954 |
|
1.000 |
4.915 |
|
0.618 |
4.891 |
|
HIGH |
4.852 |
|
0.618 |
4.828 |
|
0.500 |
4.821 |
|
0.382 |
4.813 |
|
LOW |
4.789 |
|
0.618 |
4.750 |
|
1.000 |
4.726 |
|
1.618 |
4.687 |
|
2.618 |
4.624 |
|
4.250 |
4.521 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.840 |
4.825 |
| PP |
4.830 |
4.801 |
| S1 |
4.821 |
4.776 |
|