NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
3.805 |
3.834 |
0.029 |
0.8% |
3.933 |
| High |
3.939 |
3.975 |
0.036 |
0.9% |
3.939 |
| Low |
3.773 |
3.800 |
0.027 |
0.7% |
3.703 |
| Close |
3.883 |
3.938 |
0.055 |
1.4% |
3.883 |
| Range |
0.166 |
0.175 |
0.009 |
5.4% |
0.236 |
| ATR |
0.155 |
0.157 |
0.001 |
0.9% |
0.000 |
| Volume |
100,206 |
99,582 |
-624 |
-0.6% |
388,284 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.429 |
4.359 |
4.034 |
|
| R3 |
4.254 |
4.184 |
3.986 |
|
| R2 |
4.079 |
4.079 |
3.970 |
|
| R1 |
4.009 |
4.009 |
3.954 |
4.044 |
| PP |
3.904 |
3.904 |
3.904 |
3.922 |
| S1 |
3.834 |
3.834 |
3.922 |
3.869 |
| S2 |
3.729 |
3.729 |
3.906 |
|
| S3 |
3.554 |
3.659 |
3.890 |
|
| S4 |
3.379 |
3.484 |
3.842 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.550 |
4.452 |
4.013 |
|
| R3 |
4.314 |
4.216 |
3.948 |
|
| R2 |
4.078 |
4.078 |
3.926 |
|
| R1 |
3.980 |
3.980 |
3.905 |
3.911 |
| PP |
3.842 |
3.842 |
3.842 |
3.807 |
| S1 |
3.744 |
3.744 |
3.861 |
3.675 |
| S2 |
3.606 |
3.606 |
3.840 |
|
| S3 |
3.370 |
3.508 |
3.818 |
|
| S4 |
3.134 |
3.272 |
3.753 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.975 |
3.703 |
0.272 |
6.9% |
0.152 |
3.9% |
86% |
True |
False |
97,573 |
| 10 |
3.975 |
3.693 |
0.282 |
7.2% |
0.160 |
4.1% |
87% |
True |
False |
98,361 |
| 20 |
4.450 |
3.693 |
0.757 |
19.2% |
0.153 |
3.9% |
32% |
False |
False |
82,075 |
| 40 |
5.010 |
3.693 |
1.317 |
33.4% |
0.153 |
3.9% |
19% |
False |
False |
67,648 |
| 60 |
5.310 |
3.693 |
1.617 |
41.1% |
0.165 |
4.2% |
15% |
False |
False |
54,945 |
| 80 |
5.345 |
3.693 |
1.652 |
42.0% |
0.171 |
4.3% |
15% |
False |
False |
47,637 |
| 100 |
5.345 |
3.693 |
1.652 |
42.0% |
0.168 |
4.3% |
15% |
False |
False |
41,615 |
| 120 |
5.345 |
3.693 |
1.652 |
42.0% |
0.166 |
4.2% |
15% |
False |
False |
37,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.719 |
|
2.618 |
4.433 |
|
1.618 |
4.258 |
|
1.000 |
4.150 |
|
0.618 |
4.083 |
|
HIGH |
3.975 |
|
0.618 |
3.908 |
|
0.500 |
3.888 |
|
0.382 |
3.867 |
|
LOW |
3.800 |
|
0.618 |
3.692 |
|
1.000 |
3.625 |
|
1.618 |
3.517 |
|
2.618 |
3.342 |
|
4.250 |
3.056 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.921 |
3.905 |
| PP |
3.904 |
3.872 |
| S1 |
3.888 |
3.839 |
|