NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 01-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.169 |
4.100 |
-0.069 |
-1.7% |
4.322 |
High |
4.191 |
4.174 |
-0.017 |
-0.4% |
4.333 |
Low |
4.069 |
4.040 |
-0.029 |
-0.7% |
3.994 |
Close |
4.148 |
4.059 |
-0.089 |
-2.1% |
4.003 |
Range |
0.122 |
0.134 |
0.012 |
9.8% |
0.339 |
ATR |
0.129 |
0.129 |
0.000 |
0.3% |
0.000 |
Volume |
31,548 |
41,530 |
9,982 |
31.6% |
119,813 |
|
Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.493 |
4.410 |
4.133 |
|
R3 |
4.359 |
4.276 |
4.096 |
|
R2 |
4.225 |
4.225 |
4.084 |
|
R1 |
4.142 |
4.142 |
4.071 |
4.117 |
PP |
4.091 |
4.091 |
4.091 |
4.078 |
S1 |
4.008 |
4.008 |
4.047 |
3.983 |
S2 |
3.957 |
3.957 |
4.034 |
|
S3 |
3.823 |
3.874 |
4.022 |
|
S4 |
3.689 |
3.740 |
3.985 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.127 |
4.904 |
4.189 |
|
R3 |
4.788 |
4.565 |
4.096 |
|
R2 |
4.449 |
4.449 |
4.065 |
|
R1 |
4.226 |
4.226 |
4.034 |
4.168 |
PP |
4.110 |
4.110 |
4.110 |
4.081 |
S1 |
3.887 |
3.887 |
3.972 |
3.829 |
S2 |
3.771 |
3.771 |
3.941 |
|
S3 |
3.432 |
3.548 |
3.910 |
|
S4 |
3.093 |
3.209 |
3.817 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.191 |
3.983 |
0.208 |
5.1% |
0.139 |
3.4% |
37% |
False |
False |
32,445 |
10 |
4.590 |
3.983 |
0.607 |
15.0% |
0.128 |
3.1% |
13% |
False |
False |
27,315 |
20 |
4.965 |
3.983 |
0.982 |
24.2% |
0.124 |
3.0% |
8% |
False |
False |
37,669 |
40 |
5.150 |
3.983 |
1.167 |
28.8% |
0.129 |
3.2% |
7% |
False |
False |
28,541 |
60 |
5.534 |
3.983 |
1.551 |
38.2% |
0.137 |
3.4% |
5% |
False |
False |
22,328 |
80 |
5.534 |
3.983 |
1.551 |
38.2% |
0.140 |
3.4% |
5% |
False |
False |
18,404 |
100 |
5.534 |
3.983 |
1.551 |
38.2% |
0.137 |
3.4% |
5% |
False |
False |
15,322 |
120 |
5.534 |
3.983 |
1.551 |
38.2% |
0.136 |
3.4% |
5% |
False |
False |
13,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.744 |
2.618 |
4.525 |
1.618 |
4.391 |
1.000 |
4.308 |
0.618 |
4.257 |
HIGH |
4.174 |
0.618 |
4.123 |
0.500 |
4.107 |
0.382 |
4.091 |
LOW |
4.040 |
0.618 |
3.957 |
1.000 |
3.906 |
1.618 |
3.823 |
2.618 |
3.689 |
4.250 |
3.471 |
|
|
Fisher Pivots for day following 01-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.107 |
4.087 |
PP |
4.091 |
4.078 |
S1 |
4.075 |
4.068 |
|