NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 09-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.124 |
4.076 |
-0.048 |
-1.2% |
4.047 |
High |
4.155 |
4.088 |
-0.067 |
-1.6% |
4.191 |
Low |
4.033 |
3.978 |
-0.055 |
-1.4% |
3.971 |
Close |
4.069 |
4.051 |
-0.018 |
-0.4% |
4.170 |
Range |
0.122 |
0.110 |
-0.012 |
-9.8% |
0.220 |
ATR |
0.133 |
0.131 |
-0.002 |
-1.2% |
0.000 |
Volume |
37,771 |
47,637 |
9,866 |
26.1% |
166,262 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.369 |
4.320 |
4.112 |
|
R3 |
4.259 |
4.210 |
4.081 |
|
R2 |
4.149 |
4.149 |
4.071 |
|
R1 |
4.100 |
4.100 |
4.061 |
4.070 |
PP |
4.039 |
4.039 |
4.039 |
4.024 |
S1 |
3.990 |
3.990 |
4.041 |
3.960 |
S2 |
3.929 |
3.929 |
4.031 |
|
S3 |
3.819 |
3.880 |
4.021 |
|
S4 |
3.709 |
3.770 |
3.991 |
|
|
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 |
4.176 |
3.971 |
0.205 |
5.1% |
0.134 |
3.3% |
39% |
False |
False |
35,309 |
10 |
4.191 |
3.971 |
0.220 |
5.4% |
0.137 |
3.4% |
36% |
False |
False |
33,877 |
20 |
4.604 |
3.971 |
0.633 |
15.6% |
0.121 |
3.0% |
13% |
False |
False |
33,042 |
40 |
5.150 |
3.971 |
1.179 |
29.1% |
0.131 |
3.2% |
7% |
False |
False |
30,496 |
60 |
5.511 |
3.971 |
1.540 |
38.0% |
0.139 |
3.4% |
5% |
False |
False |
24,396 |
80 |
5.534 |
3.971 |
1.563 |
38.6% |
0.141 |
3.5% |
5% |
False |
False |
20,165 |
100 |
5.534 |
3.971 |
1.563 |
38.6% |
0.137 |
3.4% |
5% |
False |
False |
16,975 |
120 |
5.534 |
3.971 |
1.563 |
38.6% |
0.138 |
3.4% |
5% |
False |
False |
14,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.556 |
2.618 |
4.376 |
1.618 |
4.266 |
1.000 |
4.198 |
0.618 |
4.156 |
HIGH |
4.088 |
0.618 |
4.046 |
0.500 |
4.033 |
0.382 |
4.020 |
LOW |
3.978 |
0.618 |
3.910 |
1.000 |
3.868 |
1.618 |
3.800 |
2.618 |
3.690 |
4.250 |
3.511 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.045 |
4.069 |
PP |
4.039 |
4.063 |
S1 |
4.033 |
4.057 |
|