NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 03-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.030 |
4.047 |
0.017 |
0.4% |
4.047 |
High |
4.095 |
4.176 |
0.081 |
2.0% |
4.191 |
Low |
3.971 |
4.024 |
0.053 |
1.3% |
3.971 |
Close |
4.025 |
4.170 |
0.145 |
3.6% |
4.170 |
Range |
0.124 |
0.152 |
0.028 |
22.6% |
0.220 |
ATR |
0.129 |
0.130 |
0.002 |
1.3% |
0.000 |
Volume |
33,690 |
27,876 |
-5,814 |
-17.3% |
166,262 |
|
Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.579 |
4.527 |
4.254 |
|
R3 |
4.427 |
4.375 |
4.212 |
|
R2 |
4.275 |
4.275 |
4.198 |
|
R1 |
4.223 |
4.223 |
4.184 |
4.249 |
PP |
4.123 |
4.123 |
4.123 |
4.137 |
S1 |
4.071 |
4.071 |
4.156 |
4.097 |
S2 |
3.971 |
3.971 |
4.142 |
|
S3 |
3.819 |
3.919 |
4.128 |
|
S4 |
3.667 |
3.767 |
4.086 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.771 |
4.690 |
4.291 |
|
R3 |
4.551 |
4.470 |
4.231 |
|
R2 |
4.331 |
4.331 |
4.210 |
|
R1 |
4.250 |
4.250 |
4.190 |
4.291 |
PP |
4.111 |
4.111 |
4.111 |
4.131 |
S1 |
4.030 |
4.030 |
4.150 |
4.071 |
S2 |
3.891 |
3.891 |
4.130 |
|
S3 |
3.671 |
3.810 |
4.110 |
|
S4 |
3.451 |
3.590 |
4.049 |
|
|
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 |
5.3% |
0.144 |
3.5% |
90% |
False |
False |
33,252 |
10 |
4.333 |
3.971 |
0.362 |
8.7% |
0.127 |
3.0% |
55% |
False |
False |
28,607 |
20 |
4.779 |
3.971 |
0.808 |
19.4% |
0.120 |
2.9% |
25% |
False |
False |
37,646 |
40 |
5.150 |
3.971 |
1.179 |
28.3% |
0.128 |
3.1% |
17% |
False |
False |
29,041 |
60 |
5.534 |
3.971 |
1.563 |
37.5% |
0.137 |
3.3% |
13% |
False |
False |
22,990 |
80 |
5.534 |
3.971 |
1.563 |
37.5% |
0.141 |
3.4% |
13% |
False |
False |
19,014 |
100 |
5.534 |
3.971 |
1.563 |
37.5% |
0.138 |
3.3% |
13% |
False |
False |
15,900 |
120 |
5.534 |
3.971 |
1.563 |
37.5% |
0.137 |
3.3% |
13% |
False |
False |
13,676 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.822 |
2.618 |
4.574 |
1.618 |
4.422 |
1.000 |
4.328 |
0.618 |
4.270 |
HIGH |
4.176 |
0.618 |
4.118 |
0.500 |
4.100 |
0.382 |
4.082 |
LOW |
4.024 |
0.618 |
3.930 |
1.000 |
3.872 |
1.618 |
3.778 |
2.618 |
3.626 |
4.250 |
3.378 |
|
|
Fisher Pivots for day following 03-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.147 |
4.138 |
PP |
4.123 |
4.106 |
S1 |
4.100 |
4.074 |
|