NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 27-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
4.028 |
3.818 |
-0.210 |
-5.2% |
3.970 |
| High |
4.039 |
3.829 |
-0.210 |
-5.2% |
4.133 |
| Low |
3.873 |
3.732 |
-0.141 |
-3.6% |
3.806 |
| Close |
3.881 |
3.800 |
-0.081 |
-2.1% |
3.881 |
| Range |
0.166 |
0.097 |
-0.069 |
-41.6% |
0.327 |
| ATR |
0.164 |
0.163 |
-0.001 |
-0.6% |
0.000 |
| Volume |
65,889 |
54,950 |
-10,939 |
-16.6% |
486,209 |
|
| Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.078 |
4.036 |
3.853 |
|
| R3 |
3.981 |
3.939 |
3.827 |
|
| R2 |
3.884 |
3.884 |
3.818 |
|
| R1 |
3.842 |
3.842 |
3.809 |
3.815 |
| PP |
3.787 |
3.787 |
3.787 |
3.773 |
| S1 |
3.745 |
3.745 |
3.791 |
3.718 |
| S2 |
3.690 |
3.690 |
3.782 |
|
| S3 |
3.593 |
3.648 |
3.773 |
|
| S4 |
3.496 |
3.551 |
3.747 |
|
|
| 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 |
3.732 |
0.401 |
10.6% |
0.143 |
3.8% |
17% |
False |
True |
86,504 |
| 10 |
4.144 |
3.732 |
0.412 |
10.8% |
0.161 |
4.2% |
17% |
False |
True |
109,757 |
| 20 |
4.144 |
3.693 |
0.451 |
11.9% |
0.161 |
4.2% |
24% |
False |
False |
104,059 |
| 40 |
5.010 |
3.693 |
1.317 |
34.7% |
0.159 |
4.2% |
8% |
False |
False |
86,312 |
| 60 |
5.010 |
3.693 |
1.317 |
34.7% |
0.159 |
4.2% |
8% |
False |
False |
69,375 |
| 80 |
5.345 |
3.693 |
1.652 |
43.5% |
0.168 |
4.4% |
6% |
False |
False |
59,048 |
| 100 |
5.345 |
3.693 |
1.652 |
43.5% |
0.168 |
4.4% |
6% |
False |
False |
51,261 |
| 120 |
5.345 |
3.693 |
1.652 |
43.5% |
0.166 |
4.4% |
6% |
False |
False |
44,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.241 |
|
2.618 |
4.083 |
|
1.618 |
3.986 |
|
1.000 |
3.926 |
|
0.618 |
3.889 |
|
HIGH |
3.829 |
|
0.618 |
3.792 |
|
0.500 |
3.781 |
|
0.382 |
3.769 |
|
LOW |
3.732 |
|
0.618 |
3.672 |
|
1.000 |
3.635 |
|
1.618 |
3.575 |
|
2.618 |
3.478 |
|
4.250 |
3.320 |
|
|
| Fisher Pivots for day following 27-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.794 |
3.933 |
| PP |
3.787 |
3.888 |
| S1 |
3.781 |
3.844 |
|