NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
3.790 |
3.750 |
-0.040 |
-1.1% |
4.068 |
| High |
3.878 |
3.844 |
-0.034 |
-0.9% |
4.142 |
| Low |
3.708 |
3.697 |
-0.011 |
-0.3% |
3.697 |
| Close |
3.762 |
3.751 |
-0.011 |
-0.3% |
3.705 |
| Range |
0.170 |
0.147 |
-0.023 |
-13.5% |
0.445 |
| ATR |
0.155 |
0.155 |
-0.001 |
-0.4% |
0.000 |
| Volume |
120,458 |
94,867 |
-25,591 |
-21.2% |
338,734 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.205 |
4.125 |
3.832 |
|
| R3 |
4.058 |
3.978 |
3.791 |
|
| R2 |
3.911 |
3.911 |
3.778 |
|
| R1 |
3.831 |
3.831 |
3.764 |
3.871 |
| PP |
3.764 |
3.764 |
3.764 |
3.784 |
| S1 |
3.684 |
3.684 |
3.738 |
3.724 |
| S2 |
3.617 |
3.617 |
3.724 |
|
| S3 |
3.470 |
3.537 |
3.711 |
|
| S4 |
3.323 |
3.390 |
3.670 |
|
|
| 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 |
3.883 |
3.693 |
0.190 |
5.1% |
0.168 |
4.5% |
31% |
False |
False |
101,793 |
| 10 |
4.209 |
3.693 |
0.516 |
13.8% |
0.142 |
3.8% |
11% |
False |
False |
80,935 |
| 20 |
4.663 |
3.693 |
0.970 |
25.9% |
0.145 |
3.9% |
6% |
False |
False |
79,668 |
| 40 |
5.010 |
3.693 |
1.317 |
35.1% |
0.153 |
4.1% |
4% |
False |
False |
58,708 |
| 60 |
5.345 |
3.693 |
1.652 |
44.0% |
0.166 |
4.4% |
4% |
False |
False |
48,104 |
| 80 |
5.345 |
3.693 |
1.652 |
44.0% |
0.170 |
4.5% |
4% |
False |
False |
42,296 |
| 100 |
5.345 |
3.693 |
1.652 |
44.0% |
0.166 |
4.4% |
4% |
False |
False |
36,608 |
| 120 |
5.345 |
3.693 |
1.652 |
44.0% |
0.164 |
4.4% |
4% |
False |
False |
32,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.469 |
|
2.618 |
4.229 |
|
1.618 |
4.082 |
|
1.000 |
3.991 |
|
0.618 |
3.935 |
|
HIGH |
3.844 |
|
0.618 |
3.788 |
|
0.500 |
3.771 |
|
0.382 |
3.753 |
|
LOW |
3.697 |
|
0.618 |
3.606 |
|
1.000 |
3.550 |
|
1.618 |
3.459 |
|
2.618 |
3.312 |
|
4.250 |
3.072 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.771 |
3.788 |
| PP |
3.764 |
3.775 |
| S1 |
3.758 |
3.763 |
|