NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
3.861 |
3.790 |
-0.071 |
-1.8% |
4.068 |
| High |
3.877 |
3.878 |
0.001 |
0.0% |
4.142 |
| Low |
3.727 |
3.708 |
-0.019 |
-0.5% |
3.697 |
| Close |
3.816 |
3.762 |
-0.054 |
-1.4% |
3.705 |
| Range |
0.150 |
0.170 |
0.020 |
13.3% |
0.445 |
| ATR |
0.154 |
0.155 |
0.001 |
0.7% |
0.000 |
| Volume |
86,600 |
120,458 |
33,858 |
39.1% |
338,734 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.293 |
4.197 |
3.856 |
|
| R3 |
4.123 |
4.027 |
3.809 |
|
| R2 |
3.953 |
3.953 |
3.793 |
|
| R1 |
3.857 |
3.857 |
3.778 |
3.820 |
| PP |
3.783 |
3.783 |
3.783 |
3.764 |
| S1 |
3.687 |
3.687 |
3.746 |
3.650 |
| S2 |
3.613 |
3.613 |
3.731 |
|
| S3 |
3.443 |
3.517 |
3.715 |
|
| S4 |
3.273 |
3.347 |
3.669 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.183 |
4.889 |
3.950 |
|
| R3 |
4.738 |
4.444 |
3.827 |
|
| R2 |
4.293 |
4.293 |
3.787 |
|
| R1 |
3.999 |
3.999 |
3.746 |
3.924 |
| PP |
3.848 |
3.848 |
3.848 |
3.810 |
| S1 |
3.554 |
3.554 |
3.664 |
3.479 |
| S2 |
3.403 |
3.403 |
3.623 |
|
| S3 |
2.958 |
3.109 |
3.583 |
|
| S4 |
2.513 |
2.664 |
3.460 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.958 |
3.693 |
0.265 |
7.0% |
0.165 |
4.4% |
26% |
False |
False |
101,485 |
| 10 |
4.450 |
3.693 |
0.757 |
20.1% |
0.155 |
4.1% |
9% |
False |
False |
77,356 |
| 20 |
4.850 |
3.693 |
1.157 |
30.8% |
0.151 |
4.0% |
6% |
False |
False |
77,247 |
| 40 |
5.010 |
3.693 |
1.317 |
35.0% |
0.155 |
4.1% |
5% |
False |
False |
57,387 |
| 60 |
5.345 |
3.693 |
1.652 |
43.9% |
0.166 |
4.4% |
4% |
False |
False |
47,087 |
| 80 |
5.345 |
3.693 |
1.652 |
43.9% |
0.170 |
4.5% |
4% |
False |
False |
41,354 |
| 100 |
5.345 |
3.693 |
1.652 |
43.9% |
0.166 |
4.4% |
4% |
False |
False |
35,786 |
| 120 |
5.345 |
3.693 |
1.652 |
43.9% |
0.164 |
4.3% |
4% |
False |
False |
31,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.601 |
|
2.618 |
4.323 |
|
1.618 |
4.153 |
|
1.000 |
4.048 |
|
0.618 |
3.983 |
|
HIGH |
3.878 |
|
0.618 |
3.813 |
|
0.500 |
3.793 |
|
0.382 |
3.773 |
|
LOW |
3.708 |
|
0.618 |
3.603 |
|
1.000 |
3.538 |
|
1.618 |
3.433 |
|
2.618 |
3.263 |
|
4.250 |
2.986 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.793 |
3.786 |
| PP |
3.783 |
3.778 |
| S1 |
3.772 |
3.770 |
|