NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 20-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
4.062 |
3.970 |
-0.092 |
-2.3% |
3.834 |
| High |
4.106 |
3.981 |
-0.125 |
-3.0% |
4.144 |
| Low |
3.988 |
3.806 |
-0.182 |
-4.6% |
3.800 |
| Close |
4.024 |
3.822 |
-0.202 |
-5.0% |
4.024 |
| Range |
0.118 |
0.175 |
0.057 |
48.3% |
0.344 |
| ATR |
0.162 |
0.166 |
0.004 |
2.4% |
0.000 |
| Volume |
95,782 |
108,638 |
12,856 |
13.4% |
655,997 |
|
| Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.395 |
4.283 |
3.918 |
|
| R3 |
4.220 |
4.108 |
3.870 |
|
| R2 |
4.045 |
4.045 |
3.854 |
|
| R1 |
3.933 |
3.933 |
3.838 |
3.902 |
| PP |
3.870 |
3.870 |
3.870 |
3.854 |
| S1 |
3.758 |
3.758 |
3.806 |
3.727 |
| S2 |
3.695 |
3.695 |
3.790 |
|
| S3 |
3.520 |
3.583 |
3.774 |
|
| S4 |
3.345 |
3.408 |
3.726 |
|
|
| 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 |
3.806 |
0.338 |
8.8% |
0.178 |
4.7% |
5% |
False |
True |
133,010 |
| 10 |
4.144 |
3.703 |
0.441 |
11.5% |
0.165 |
4.3% |
27% |
False |
False |
115,291 |
| 20 |
4.144 |
3.693 |
0.451 |
11.8% |
0.159 |
4.2% |
29% |
False |
False |
99,369 |
| 40 |
5.010 |
3.693 |
1.317 |
34.5% |
0.158 |
4.1% |
10% |
False |
False |
80,415 |
| 60 |
5.028 |
3.693 |
1.335 |
34.9% |
0.163 |
4.3% |
10% |
False |
False |
63,953 |
| 80 |
5.345 |
3.693 |
1.652 |
43.2% |
0.171 |
4.5% |
8% |
False |
False |
54,956 |
| 100 |
5.345 |
3.693 |
1.652 |
43.2% |
0.169 |
4.4% |
8% |
False |
False |
47,701 |
| 120 |
5.345 |
3.693 |
1.652 |
43.2% |
0.169 |
4.4% |
8% |
False |
False |
42,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.725 |
|
2.618 |
4.439 |
|
1.618 |
4.264 |
|
1.000 |
4.156 |
|
0.618 |
4.089 |
|
HIGH |
3.981 |
|
0.618 |
3.914 |
|
0.500 |
3.894 |
|
0.382 |
3.873 |
|
LOW |
3.806 |
|
0.618 |
3.698 |
|
1.000 |
3.631 |
|
1.618 |
3.523 |
|
2.618 |
3.348 |
|
4.250 |
3.062 |
|
|
| Fisher Pivots for day following 20-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.894 |
3.975 |
| PP |
3.870 |
3.924 |
| S1 |
3.846 |
3.873 |
|