NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 24-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
3.993 |
4.028 |
0.035 |
0.9% |
3.970 |
| High |
4.133 |
4.039 |
-0.094 |
-2.3% |
4.133 |
| Low |
3.972 |
3.873 |
-0.099 |
-2.5% |
3.806 |
| Close |
4.019 |
3.881 |
-0.138 |
-3.4% |
3.881 |
| Range |
0.161 |
0.166 |
0.005 |
3.1% |
0.327 |
| ATR |
0.164 |
0.164 |
0.000 |
0.1% |
0.000 |
| Volume |
109,359 |
65,889 |
-43,470 |
-39.7% |
486,209 |
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.429 |
4.321 |
3.972 |
|
| R3 |
4.263 |
4.155 |
3.927 |
|
| R2 |
4.097 |
4.097 |
3.911 |
|
| R1 |
3.989 |
3.989 |
3.896 |
3.960 |
| PP |
3.931 |
3.931 |
3.931 |
3.917 |
| S1 |
3.823 |
3.823 |
3.866 |
3.794 |
| S2 |
3.765 |
3.765 |
3.851 |
|
| S3 |
3.599 |
3.657 |
3.835 |
|
| S4 |
3.433 |
3.491 |
3.790 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.921 |
4.728 |
4.061 |
|
| R3 |
4.594 |
4.401 |
3.971 |
|
| R2 |
4.267 |
4.267 |
3.941 |
|
| R1 |
4.074 |
4.074 |
3.911 |
4.007 |
| PP |
3.940 |
3.940 |
3.940 |
3.907 |
| S1 |
3.747 |
3.747 |
3.851 |
3.680 |
| S2 |
3.613 |
3.613 |
3.821 |
|
| S3 |
3.286 |
3.420 |
3.791 |
|
| S4 |
2.959 |
3.093 |
3.701 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.133 |
3.806 |
0.327 |
8.4% |
0.159 |
4.1% |
23% |
False |
False |
97,241 |
| 10 |
4.144 |
3.800 |
0.344 |
8.9% |
0.169 |
4.3% |
24% |
False |
False |
114,220 |
| 20 |
4.144 |
3.693 |
0.451 |
11.6% |
0.165 |
4.3% |
42% |
False |
False |
106,361 |
| 40 |
5.010 |
3.693 |
1.317 |
33.9% |
0.160 |
4.1% |
14% |
False |
False |
86,572 |
| 60 |
5.010 |
3.693 |
1.317 |
33.9% |
0.164 |
4.2% |
14% |
False |
False |
69,028 |
| 80 |
5.345 |
3.693 |
1.652 |
42.6% |
0.170 |
4.4% |
11% |
False |
False |
58,719 |
| 100 |
5.345 |
3.693 |
1.652 |
42.6% |
0.168 |
4.3% |
11% |
False |
False |
50,826 |
| 120 |
5.345 |
3.693 |
1.652 |
42.6% |
0.166 |
4.3% |
11% |
False |
False |
44,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.745 |
|
2.618 |
4.474 |
|
1.618 |
4.308 |
|
1.000 |
4.205 |
|
0.618 |
4.142 |
|
HIGH |
4.039 |
|
0.618 |
3.976 |
|
0.500 |
3.956 |
|
0.382 |
3.936 |
|
LOW |
3.873 |
|
0.618 |
3.770 |
|
1.000 |
3.707 |
|
1.618 |
3.604 |
|
2.618 |
3.438 |
|
4.250 |
3.168 |
|
|
| Fisher Pivots for day following 24-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.956 |
4.003 |
| PP |
3.931 |
3.962 |
| S1 |
3.906 |
3.922 |
|