NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 02-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.100 |
4.030 |
-0.070 |
-1.7% |
4.322 |
High |
4.174 |
4.095 |
-0.079 |
-1.9% |
4.333 |
Low |
4.040 |
3.971 |
-0.069 |
-1.7% |
3.994 |
Close |
4.059 |
4.025 |
-0.034 |
-0.8% |
4.003 |
Range |
0.134 |
0.124 |
-0.010 |
-7.5% |
0.339 |
ATR |
0.129 |
0.129 |
0.000 |
-0.3% |
0.000 |
Volume |
41,530 |
33,690 |
-7,840 |
-18.9% |
119,813 |
|
Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.402 |
4.338 |
4.093 |
|
R3 |
4.278 |
4.214 |
4.059 |
|
R2 |
4.154 |
4.154 |
4.048 |
|
R1 |
4.090 |
4.090 |
4.036 |
4.060 |
PP |
4.030 |
4.030 |
4.030 |
4.016 |
S1 |
3.966 |
3.966 |
4.014 |
3.936 |
S2 |
3.906 |
3.906 |
4.002 |
|
S3 |
3.782 |
3.842 |
3.991 |
|
S4 |
3.658 |
3.718 |
3.957 |
|
|
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 |
3.971 |
0.220 |
5.5% |
0.142 |
3.5% |
25% |
False |
True |
33,422 |
10 |
4.409 |
3.971 |
0.438 |
10.9% |
0.119 |
3.0% |
12% |
False |
True |
27,941 |
20 |
4.831 |
3.971 |
0.860 |
21.4% |
0.119 |
3.0% |
6% |
False |
True |
37,920 |
40 |
5.150 |
3.971 |
1.179 |
29.3% |
0.127 |
3.1% |
5% |
False |
True |
28,859 |
60 |
5.534 |
3.971 |
1.563 |
38.8% |
0.137 |
3.4% |
3% |
False |
True |
22,697 |
80 |
5.534 |
3.971 |
1.563 |
38.8% |
0.140 |
3.5% |
3% |
False |
True |
18,756 |
100 |
5.534 |
3.971 |
1.563 |
38.8% |
0.137 |
3.4% |
3% |
False |
True |
15,644 |
120 |
5.534 |
3.971 |
1.563 |
38.8% |
0.137 |
3.4% |
3% |
False |
True |
13,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.622 |
2.618 |
4.420 |
1.618 |
4.296 |
1.000 |
4.219 |
0.618 |
4.172 |
HIGH |
4.095 |
0.618 |
4.048 |
0.500 |
4.033 |
0.382 |
4.018 |
LOW |
3.971 |
0.618 |
3.894 |
1.000 |
3.847 |
1.618 |
3.770 |
2.618 |
3.646 |
4.250 |
3.444 |
|
|
Fisher Pivots for day following 02-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.033 |
4.081 |
PP |
4.030 |
4.062 |
S1 |
4.028 |
4.044 |
|