NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
3.871 |
3.822 |
-0.049 |
-1.3% |
3.746 |
| High |
3.914 |
3.840 |
-0.074 |
-1.9% |
3.946 |
| Low |
3.795 |
3.703 |
-0.092 |
-2.4% |
3.693 |
| Close |
3.814 |
3.797 |
-0.017 |
-0.4% |
3.939 |
| Range |
0.119 |
0.137 |
0.018 |
15.1% |
0.253 |
| ATR |
0.156 |
0.155 |
-0.001 |
-0.9% |
0.000 |
| Volume |
72,549 |
118,495 |
45,946 |
63.3% |
495,746 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.191 |
4.131 |
3.872 |
|
| R3 |
4.054 |
3.994 |
3.835 |
|
| R2 |
3.917 |
3.917 |
3.822 |
|
| R1 |
3.857 |
3.857 |
3.810 |
3.819 |
| PP |
3.780 |
3.780 |
3.780 |
3.761 |
| S1 |
3.720 |
3.720 |
3.784 |
3.682 |
| S2 |
3.643 |
3.643 |
3.772 |
|
| S3 |
3.506 |
3.583 |
3.759 |
|
| S4 |
3.369 |
3.446 |
3.722 |
|
|
| 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 |
6.6% |
0.151 |
4.0% |
40% |
False |
False |
94,145 |
| 10 |
3.958 |
3.693 |
0.265 |
7.0% |
0.158 |
4.2% |
39% |
False |
False |
97,815 |
| 20 |
4.450 |
3.693 |
0.757 |
19.9% |
0.144 |
3.8% |
14% |
False |
False |
80,647 |
| 40 |
5.010 |
3.693 |
1.317 |
34.7% |
0.157 |
4.1% |
8% |
False |
False |
64,588 |
| 60 |
5.345 |
3.693 |
1.652 |
43.5% |
0.166 |
4.4% |
6% |
False |
False |
52,567 |
| 80 |
5.345 |
3.693 |
1.652 |
43.5% |
0.171 |
4.5% |
6% |
False |
False |
45,799 |
| 100 |
5.345 |
3.693 |
1.652 |
43.5% |
0.166 |
4.4% |
6% |
False |
False |
39,795 |
| 120 |
5.345 |
3.693 |
1.652 |
43.5% |
0.165 |
4.3% |
6% |
False |
False |
35,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.422 |
|
2.618 |
4.199 |
|
1.618 |
4.062 |
|
1.000 |
3.977 |
|
0.618 |
3.925 |
|
HIGH |
3.840 |
|
0.618 |
3.788 |
|
0.500 |
3.772 |
|
0.382 |
3.755 |
|
LOW |
3.703 |
|
0.618 |
3.618 |
|
1.000 |
3.566 |
|
1.618 |
3.481 |
|
2.618 |
3.344 |
|
4.250 |
3.121 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.789 |
3.818 |
| PP |
3.780 |
3.811 |
| S1 |
3.772 |
3.804 |
|