NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
3.810 |
3.933 |
0.123 |
3.2% |
3.746 |
| High |
3.946 |
3.933 |
-0.013 |
-0.3% |
3.946 |
| Low |
3.757 |
3.768 |
0.011 |
0.3% |
3.693 |
| Close |
3.939 |
3.852 |
-0.087 |
-2.2% |
3.939 |
| Range |
0.189 |
0.165 |
-0.024 |
-12.7% |
0.253 |
| ATR |
0.158 |
0.159 |
0.001 |
0.6% |
0.000 |
| Volume |
87,784 |
97,034 |
9,250 |
10.5% |
495,746 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.346 |
4.264 |
3.943 |
|
| R3 |
4.181 |
4.099 |
3.897 |
|
| R2 |
4.016 |
4.016 |
3.882 |
|
| R1 |
3.934 |
3.934 |
3.867 |
3.893 |
| PP |
3.851 |
3.851 |
3.851 |
3.830 |
| S1 |
3.769 |
3.769 |
3.837 |
3.728 |
| S2 |
3.686 |
3.686 |
3.822 |
|
| S3 |
3.521 |
3.604 |
3.807 |
|
| S4 |
3.356 |
3.439 |
3.761 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.618 |
4.532 |
4.078 |
|
| R3 |
4.365 |
4.279 |
4.009 |
|
| R2 |
4.112 |
4.112 |
3.985 |
|
| R1 |
4.026 |
4.026 |
3.962 |
4.069 |
| PP |
3.859 |
3.859 |
3.859 |
3.881 |
| S1 |
3.773 |
3.773 |
3.916 |
3.816 |
| S2 |
3.606 |
3.606 |
3.893 |
|
| S3 |
3.353 |
3.520 |
3.869 |
|
| S4 |
3.100 |
3.267 |
3.800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.946 |
3.697 |
0.249 |
6.5% |
0.164 |
4.3% |
62% |
False |
False |
97,348 |
| 10 |
4.108 |
3.693 |
0.415 |
10.8% |
0.160 |
4.2% |
38% |
False |
False |
89,290 |
| 20 |
4.450 |
3.693 |
0.757 |
19.7% |
0.141 |
3.7% |
21% |
False |
False |
82,093 |
| 40 |
5.010 |
3.693 |
1.317 |
34.2% |
0.157 |
4.1% |
12% |
False |
False |
61,543 |
| 60 |
5.345 |
3.693 |
1.652 |
42.9% |
0.167 |
4.3% |
10% |
False |
False |
50,201 |
| 80 |
5.345 |
3.693 |
1.652 |
42.9% |
0.171 |
4.4% |
10% |
False |
False |
44,099 |
| 100 |
5.345 |
3.693 |
1.652 |
42.9% |
0.166 |
4.3% |
10% |
False |
False |
38,148 |
| 120 |
5.345 |
3.693 |
1.652 |
42.9% |
0.166 |
4.3% |
10% |
False |
False |
34,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.634 |
|
2.618 |
4.365 |
|
1.618 |
4.200 |
|
1.000 |
4.098 |
|
0.618 |
4.035 |
|
HIGH |
3.933 |
|
0.618 |
3.870 |
|
0.500 |
3.851 |
|
0.382 |
3.831 |
|
LOW |
3.768 |
|
0.618 |
3.666 |
|
1.000 |
3.603 |
|
1.618 |
3.501 |
|
2.618 |
3.336 |
|
4.250 |
3.067 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.852 |
3.842 |
| PP |
3.851 |
3.832 |
| S1 |
3.851 |
3.822 |
|