NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
3.937 |
3.964 |
0.027 |
0.7% |
3.933 |
| High |
4.020 |
4.060 |
0.040 |
1.0% |
3.939 |
| Low |
3.843 |
3.932 |
0.089 |
2.3% |
3.703 |
| Close |
3.966 |
3.995 |
0.029 |
0.7% |
3.883 |
| Range |
0.177 |
0.128 |
-0.049 |
-27.7% |
0.236 |
| ATR |
0.158 |
0.156 |
-0.002 |
-1.4% |
0.000 |
| Volume |
137,724 |
121,330 |
-16,394 |
-11.9% |
388,284 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.380 |
4.315 |
4.065 |
|
| R3 |
4.252 |
4.187 |
4.030 |
|
| R2 |
4.124 |
4.124 |
4.018 |
|
| R1 |
4.059 |
4.059 |
4.007 |
4.092 |
| PP |
3.996 |
3.996 |
3.996 |
4.012 |
| S1 |
3.931 |
3.931 |
3.983 |
3.964 |
| S2 |
3.868 |
3.868 |
3.972 |
|
| S3 |
3.740 |
3.803 |
3.960 |
|
| S4 |
3.612 |
3.675 |
3.925 |
|
|
| 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 |
4.060 |
3.703 |
0.357 |
8.9% |
0.157 |
3.9% |
82% |
True |
False |
115,467 |
| 10 |
4.060 |
3.697 |
0.363 |
9.1% |
0.157 |
3.9% |
82% |
True |
False |
105,002 |
| 20 |
4.450 |
3.693 |
0.757 |
18.9% |
0.153 |
3.8% |
40% |
False |
False |
88,637 |
| 40 |
5.010 |
3.693 |
1.317 |
33.0% |
0.155 |
3.9% |
23% |
False |
False |
72,791 |
| 60 |
5.075 |
3.693 |
1.382 |
34.6% |
0.161 |
4.0% |
22% |
False |
False |
58,365 |
| 80 |
5.345 |
3.693 |
1.652 |
41.4% |
0.168 |
4.2% |
18% |
False |
False |
50,401 |
| 100 |
5.345 |
3.693 |
1.652 |
41.4% |
0.166 |
4.2% |
18% |
False |
False |
43,980 |
| 120 |
5.345 |
3.693 |
1.652 |
41.4% |
0.167 |
4.2% |
18% |
False |
False |
38,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.604 |
|
2.618 |
4.395 |
|
1.618 |
4.267 |
|
1.000 |
4.188 |
|
0.618 |
4.139 |
|
HIGH |
4.060 |
|
0.618 |
4.011 |
|
0.500 |
3.996 |
|
0.382 |
3.981 |
|
LOW |
3.932 |
|
0.618 |
3.853 |
|
1.000 |
3.804 |
|
1.618 |
3.725 |
|
2.618 |
3.597 |
|
4.250 |
3.388 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.996 |
3.973 |
| PP |
3.996 |
3.952 |
| S1 |
3.995 |
3.930 |
|