NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 21-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
3.970 |
3.832 |
-0.138 |
-3.5% |
3.834 |
| High |
3.981 |
3.998 |
0.017 |
0.4% |
4.144 |
| Low |
3.806 |
3.811 |
0.005 |
0.1% |
3.800 |
| Close |
3.822 |
3.919 |
0.097 |
2.5% |
4.024 |
| Range |
0.175 |
0.187 |
0.012 |
6.9% |
0.344 |
| ATR |
0.166 |
0.168 |
0.001 |
0.9% |
0.000 |
| Volume |
108,638 |
124,197 |
15,559 |
14.3% |
655,997 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.470 |
4.382 |
4.022 |
|
| R3 |
4.283 |
4.195 |
3.970 |
|
| R2 |
4.096 |
4.096 |
3.953 |
|
| R1 |
4.008 |
4.008 |
3.936 |
4.052 |
| PP |
3.909 |
3.909 |
3.909 |
3.932 |
| S1 |
3.821 |
3.821 |
3.902 |
3.865 |
| S2 |
3.722 |
3.722 |
3.885 |
|
| S3 |
3.535 |
3.634 |
3.868 |
|
| S4 |
3.348 |
3.447 |
3.816 |
|
|
| 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 |
8.6% |
0.180 |
4.6% |
33% |
False |
False |
130,305 |
| 10 |
4.144 |
3.703 |
0.441 |
11.3% |
0.167 |
4.3% |
49% |
False |
False |
118,008 |
| 20 |
4.144 |
3.693 |
0.451 |
11.5% |
0.164 |
4.2% |
50% |
False |
False |
103,649 |
| 40 |
5.010 |
3.693 |
1.317 |
33.6% |
0.161 |
4.1% |
17% |
False |
False |
83,065 |
| 60 |
5.010 |
3.693 |
1.317 |
33.6% |
0.164 |
4.2% |
17% |
False |
False |
65,768 |
| 80 |
5.345 |
3.693 |
1.652 |
42.2% |
0.171 |
4.4% |
14% |
False |
False |
56,301 |
| 100 |
5.345 |
3.693 |
1.652 |
42.2% |
0.167 |
4.3% |
14% |
False |
False |
48,830 |
| 120 |
5.345 |
3.693 |
1.652 |
42.2% |
0.169 |
4.3% |
14% |
False |
False |
42,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.793 |
|
2.618 |
4.488 |
|
1.618 |
4.301 |
|
1.000 |
4.185 |
|
0.618 |
4.114 |
|
HIGH |
3.998 |
|
0.618 |
3.927 |
|
0.500 |
3.905 |
|
0.382 |
3.882 |
|
LOW |
3.811 |
|
0.618 |
3.695 |
|
1.000 |
3.624 |
|
1.618 |
3.508 |
|
2.618 |
3.321 |
|
4.250 |
3.016 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.914 |
3.956 |
| PP |
3.909 |
3.944 |
| S1 |
3.905 |
3.931 |
|