NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 08-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
3.933 |
3.871 |
-0.062 |
-1.6% |
3.746 |
| High |
3.933 |
3.914 |
-0.019 |
-0.5% |
3.946 |
| Low |
3.768 |
3.795 |
0.027 |
0.7% |
3.693 |
| Close |
3.852 |
3.814 |
-0.038 |
-1.0% |
3.939 |
| Range |
0.165 |
0.119 |
-0.046 |
-27.9% |
0.253 |
| ATR |
0.159 |
0.156 |
-0.003 |
-1.8% |
0.000 |
| Volume |
97,034 |
72,549 |
-24,485 |
-25.2% |
495,746 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.198 |
4.125 |
3.879 |
|
| R3 |
4.079 |
4.006 |
3.847 |
|
| R2 |
3.960 |
3.960 |
3.836 |
|
| R1 |
3.887 |
3.887 |
3.825 |
3.864 |
| PP |
3.841 |
3.841 |
3.841 |
3.830 |
| S1 |
3.768 |
3.768 |
3.803 |
3.745 |
| S2 |
3.722 |
3.722 |
3.792 |
|
| S3 |
3.603 |
3.649 |
3.781 |
|
| S4 |
3.484 |
3.530 |
3.749 |
|
|
| 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% |
0.158 |
4.1% |
47% |
False |
False |
94,538 |
| 10 |
4.074 |
3.693 |
0.381 |
10.0% |
0.165 |
4.3% |
32% |
False |
False |
91,211 |
| 20 |
4.450 |
3.693 |
0.757 |
19.8% |
0.142 |
3.7% |
16% |
False |
False |
79,938 |
| 40 |
5.010 |
3.693 |
1.317 |
34.5% |
0.156 |
4.1% |
9% |
False |
False |
62,868 |
| 60 |
5.345 |
3.693 |
1.652 |
43.3% |
0.166 |
4.4% |
7% |
False |
False |
51,070 |
| 80 |
5.345 |
3.693 |
1.652 |
43.3% |
0.171 |
4.5% |
7% |
False |
False |
44,635 |
| 100 |
5.345 |
3.693 |
1.652 |
43.3% |
0.166 |
4.4% |
7% |
False |
False |
38,716 |
| 120 |
5.345 |
3.693 |
1.652 |
43.3% |
0.165 |
4.3% |
7% |
False |
False |
34,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.420 |
|
2.618 |
4.226 |
|
1.618 |
4.107 |
|
1.000 |
4.033 |
|
0.618 |
3.988 |
|
HIGH |
3.914 |
|
0.618 |
3.869 |
|
0.500 |
3.855 |
|
0.382 |
3.840 |
|
LOW |
3.795 |
|
0.618 |
3.721 |
|
1.000 |
3.676 |
|
1.618 |
3.602 |
|
2.618 |
3.483 |
|
4.250 |
3.289 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.855 |
3.852 |
| PP |
3.841 |
3.839 |
| S1 |
3.828 |
3.827 |
|