NYMEX Natural Gas Future November 2010
Trading Metrics calculated at close of trading on 23-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.091 |
4.124 |
0.033 |
0.8% |
4.080 |
High |
4.166 |
4.250 |
0.084 |
2.0% |
4.298 |
Low |
4.062 |
4.094 |
0.032 |
0.8% |
4.040 |
Close |
4.096 |
4.156 |
0.060 |
1.5% |
4.203 |
Range |
0.104 |
0.156 |
0.052 |
50.0% |
0.258 |
ATR |
0.144 |
0.145 |
0.001 |
0.6% |
0.000 |
Volume |
50,909 |
78,181 |
27,272 |
53.6% |
318,061 |
|
Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.635 |
4.551 |
4.242 |
|
R3 |
4.479 |
4.395 |
4.199 |
|
R2 |
4.323 |
4.323 |
4.185 |
|
R1 |
4.239 |
4.239 |
4.170 |
4.281 |
PP |
4.167 |
4.167 |
4.167 |
4.188 |
S1 |
4.083 |
4.083 |
4.142 |
4.125 |
S2 |
4.011 |
4.011 |
4.127 |
|
S3 |
3.855 |
3.927 |
4.113 |
|
S4 |
3.699 |
3.771 |
4.070 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.954 |
4.837 |
4.345 |
|
R3 |
4.696 |
4.579 |
4.274 |
|
R2 |
4.438 |
4.438 |
4.250 |
|
R1 |
4.321 |
4.321 |
4.227 |
4.380 |
PP |
4.180 |
4.180 |
4.180 |
4.210 |
S1 |
4.063 |
4.063 |
4.179 |
4.122 |
S2 |
3.922 |
3.922 |
4.156 |
|
S3 |
3.664 |
3.805 |
4.132 |
|
S4 |
3.406 |
3.547 |
4.061 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.273 |
3.984 |
0.289 |
7.0% |
0.147 |
3.5% |
60% |
False |
False |
64,252 |
10 |
4.298 |
3.984 |
0.314 |
7.6% |
0.155 |
3.7% |
55% |
False |
False |
62,271 |
20 |
4.298 |
3.971 |
0.327 |
7.9% |
0.146 |
3.5% |
57% |
False |
False |
48,074 |
40 |
5.150 |
3.971 |
1.179 |
28.4% |
0.137 |
3.3% |
16% |
False |
False |
42,502 |
60 |
5.208 |
3.971 |
1.237 |
29.8% |
0.139 |
3.3% |
15% |
False |
False |
33,601 |
80 |
5.534 |
3.971 |
1.563 |
37.6% |
0.144 |
3.5% |
12% |
False |
False |
27,309 |
100 |
5.534 |
3.971 |
1.563 |
37.6% |
0.139 |
3.3% |
12% |
False |
False |
22,913 |
120 |
5.534 |
3.971 |
1.563 |
37.6% |
0.140 |
3.4% |
12% |
False |
False |
19,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.913 |
2.618 |
4.658 |
1.618 |
4.502 |
1.000 |
4.406 |
0.618 |
4.346 |
HIGH |
4.250 |
0.618 |
4.190 |
0.500 |
4.172 |
0.382 |
4.154 |
LOW |
4.094 |
0.618 |
3.998 |
1.000 |
3.938 |
1.618 |
3.842 |
2.618 |
3.686 |
4.250 |
3.431 |
|
|
Fisher Pivots for day following 23-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.172 |
4.143 |
PP |
4.167 |
4.130 |
S1 |
4.161 |
4.117 |
|