NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 10-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.076 |
4.049 |
-0.027 |
-0.7% |
4.147 |
High |
4.088 |
4.170 |
0.082 |
2.0% |
4.170 |
Low |
3.978 |
4.025 |
0.047 |
1.2% |
3.978 |
Close |
4.051 |
4.125 |
0.074 |
1.8% |
4.125 |
Range |
0.110 |
0.145 |
0.035 |
31.8% |
0.192 |
ATR |
0.131 |
0.132 |
0.001 |
0.8% |
0.000 |
Volume |
47,637 |
34,782 |
-12,855 |
-27.0% |
149,763 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.542 |
4.478 |
4.205 |
|
R3 |
4.397 |
4.333 |
4.165 |
|
R2 |
4.252 |
4.252 |
4.152 |
|
R1 |
4.188 |
4.188 |
4.138 |
4.220 |
PP |
4.107 |
4.107 |
4.107 |
4.123 |
S1 |
4.043 |
4.043 |
4.112 |
4.075 |
S2 |
3.962 |
3.962 |
4.098 |
|
S3 |
3.817 |
3.898 |
4.085 |
|
S4 |
3.672 |
3.753 |
4.045 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.667 |
4.588 |
4.231 |
|
R3 |
4.475 |
4.396 |
4.178 |
|
R2 |
4.283 |
4.283 |
4.160 |
|
R1 |
4.204 |
4.204 |
4.143 |
4.148 |
PP |
4.091 |
4.091 |
4.091 |
4.063 |
S1 |
4.012 |
4.012 |
4.107 |
3.956 |
S2 |
3.899 |
3.899 |
4.090 |
|
S3 |
3.707 |
3.820 |
4.072 |
|
S4 |
3.515 |
3.628 |
4.019 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.176 |
3.978 |
0.198 |
4.8% |
0.138 |
3.4% |
74% |
False |
False |
35,527 |
10 |
4.191 |
3.971 |
0.220 |
5.3% |
0.140 |
3.4% |
70% |
False |
False |
34,474 |
20 |
4.604 |
3.971 |
0.633 |
15.3% |
0.125 |
3.0% |
24% |
False |
False |
31,661 |
40 |
5.150 |
3.971 |
1.179 |
28.6% |
0.127 |
3.1% |
13% |
False |
False |
31,052 |
60 |
5.510 |
3.971 |
1.539 |
37.3% |
0.139 |
3.4% |
10% |
False |
False |
24,769 |
80 |
5.534 |
3.971 |
1.563 |
37.9% |
0.141 |
3.4% |
10% |
False |
False |
20,536 |
100 |
5.534 |
3.971 |
1.563 |
37.9% |
0.138 |
3.3% |
10% |
False |
False |
17,297 |
120 |
5.534 |
3.971 |
1.563 |
37.9% |
0.138 |
3.3% |
10% |
False |
False |
14,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.786 |
2.618 |
4.550 |
1.618 |
4.405 |
1.000 |
4.315 |
0.618 |
4.260 |
HIGH |
4.170 |
0.618 |
4.115 |
0.500 |
4.098 |
0.382 |
4.080 |
LOW |
4.025 |
0.618 |
3.935 |
1.000 |
3.880 |
1.618 |
3.790 |
2.618 |
3.645 |
4.250 |
3.409 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.116 |
4.108 |
PP |
4.107 |
4.091 |
S1 |
4.098 |
4.074 |
|