NYMEX Natural Gas Future October 2010
Trading Metrics calculated at close of trading on 17-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
3.999 |
4.062 |
0.063 |
1.6% |
3.834 |
High |
4.144 |
4.106 |
-0.038 |
-0.9% |
4.144 |
Low |
3.852 |
3.988 |
0.136 |
3.5% |
3.800 |
Close |
4.062 |
4.024 |
-0.038 |
-0.9% |
4.024 |
Range |
0.292 |
0.118 |
-0.174 |
-59.6% |
0.344 |
ATR |
0.166 |
0.162 |
-0.003 |
-2.1% |
0.000 |
Volume |
201,579 |
95,782 |
-105,797 |
-52.5% |
655,997 |
|
Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.393 |
4.327 |
4.089 |
|
R3 |
4.275 |
4.209 |
4.056 |
|
R2 |
4.157 |
4.157 |
4.046 |
|
R1 |
4.091 |
4.091 |
4.035 |
4.065 |
PP |
4.039 |
4.039 |
4.039 |
4.027 |
S1 |
3.973 |
3.973 |
4.013 |
3.947 |
S2 |
3.921 |
3.921 |
4.002 |
|
S3 |
3.803 |
3.855 |
3.992 |
|
S4 |
3.685 |
3.737 |
3.959 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.021 |
4.867 |
4.213 |
|
R3 |
4.677 |
4.523 |
4.119 |
|
R2 |
4.333 |
4.333 |
4.087 |
|
R1 |
4.179 |
4.179 |
4.056 |
4.256 |
PP |
3.989 |
3.989 |
3.989 |
4.028 |
S1 |
3.835 |
3.835 |
3.992 |
3.912 |
S2 |
3.645 |
3.645 |
3.961 |
|
S3 |
3.301 |
3.491 |
3.929 |
|
S4 |
2.957 |
3.147 |
3.835 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.144 |
3.800 |
0.344 |
8.5% |
0.178 |
4.4% |
65% |
False |
False |
131,199 |
10 |
4.144 |
3.703 |
0.441 |
11.0% |
0.167 |
4.1% |
73% |
False |
False |
113,206 |
20 |
4.209 |
3.693 |
0.516 |
12.8% |
0.154 |
3.8% |
64% |
False |
False |
97,071 |
40 |
5.010 |
3.693 |
1.317 |
32.7% |
0.157 |
3.9% |
25% |
False |
False |
78,520 |
60 |
5.028 |
3.693 |
1.335 |
33.2% |
0.163 |
4.0% |
25% |
False |
False |
62,542 |
80 |
5.345 |
3.693 |
1.652 |
41.1% |
0.171 |
4.2% |
20% |
False |
False |
53,765 |
100 |
5.345 |
3.693 |
1.652 |
41.1% |
0.168 |
4.2% |
20% |
False |
False |
46,716 |
120 |
5.345 |
3.693 |
1.652 |
41.1% |
0.169 |
4.2% |
20% |
False |
False |
41,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.608 |
2.618 |
4.415 |
1.618 |
4.297 |
1.000 |
4.224 |
0.618 |
4.179 |
HIGH |
4.106 |
0.618 |
4.061 |
0.500 |
4.047 |
0.382 |
4.033 |
LOW |
3.988 |
0.618 |
3.915 |
1.000 |
3.870 |
1.618 |
3.797 |
2.618 |
3.679 |
4.250 |
3.487 |
|
|
Fisher Pivots for day following 17-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.047 |
4.015 |
PP |
4.039 |
4.007 |
S1 |
4.032 |
3.998 |
|