NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 27-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
4.163 |
3.939 |
-0.224 |
-5.4% |
4.169 |
| High |
4.177 |
3.942 |
-0.235 |
-5.6% |
4.250 |
| Low |
4.004 |
3.867 |
-0.137 |
-3.4% |
3.984 |
| Close |
4.009 |
3.916 |
-0.093 |
-2.3% |
4.009 |
| Range |
0.173 |
0.075 |
-0.098 |
-56.6% |
0.266 |
| ATR |
0.147 |
0.147 |
0.000 |
-0.3% |
0.000 |
| Volume |
74,551 |
99,361 |
24,810 |
33.3% |
344,419 |
|
| Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.133 |
4.100 |
3.957 |
|
| R3 |
4.058 |
4.025 |
3.937 |
|
| R2 |
3.983 |
3.983 |
3.930 |
|
| R1 |
3.950 |
3.950 |
3.923 |
3.929 |
| PP |
3.908 |
3.908 |
3.908 |
3.898 |
| S1 |
3.875 |
3.875 |
3.909 |
3.854 |
| S2 |
3.833 |
3.833 |
3.902 |
|
| S3 |
3.758 |
3.800 |
3.895 |
|
| S4 |
3.683 |
3.725 |
3.875 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.879 |
4.710 |
4.155 |
|
| R3 |
4.613 |
4.444 |
4.082 |
|
| R2 |
4.347 |
4.347 |
4.058 |
|
| R1 |
4.178 |
4.178 |
4.033 |
4.130 |
| PP |
4.081 |
4.081 |
4.081 |
4.057 |
| S1 |
3.912 |
3.912 |
3.985 |
3.864 |
| S2 |
3.815 |
3.815 |
3.960 |
|
| S3 |
3.549 |
3.646 |
3.936 |
|
| S4 |
3.283 |
3.380 |
3.863 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.250 |
3.867 |
0.383 |
9.8% |
0.136 |
3.5% |
13% |
False |
True |
74,817 |
| 10 |
4.298 |
3.867 |
0.431 |
11.0% |
0.151 |
3.9% |
11% |
False |
True |
72,016 |
| 20 |
4.298 |
3.867 |
0.431 |
11.0% |
0.146 |
3.7% |
11% |
False |
True |
53,893 |
| 40 |
5.150 |
3.867 |
1.283 |
32.8% |
0.136 |
3.5% |
4% |
False |
True |
45,245 |
| 60 |
5.208 |
3.867 |
1.341 |
34.2% |
0.136 |
3.5% |
4% |
False |
True |
36,075 |
| 80 |
5.534 |
3.867 |
1.667 |
42.6% |
0.142 |
3.6% |
3% |
False |
True |
29,357 |
| 100 |
5.534 |
3.867 |
1.667 |
42.6% |
0.140 |
3.6% |
3% |
False |
True |
24,604 |
| 120 |
5.534 |
3.867 |
1.667 |
42.6% |
0.139 |
3.6% |
3% |
False |
True |
20,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.261 |
|
2.618 |
4.138 |
|
1.618 |
4.063 |
|
1.000 |
4.017 |
|
0.618 |
3.988 |
|
HIGH |
3.942 |
|
0.618 |
3.913 |
|
0.500 |
3.905 |
|
0.382 |
3.896 |
|
LOW |
3.867 |
|
0.618 |
3.821 |
|
1.000 |
3.792 |
|
1.618 |
3.746 |
|
2.618 |
3.671 |
|
4.250 |
3.548 |
|
|
| Fisher Pivots for day following 27-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.912 |
4.059 |
| PP |
3.908 |
4.011 |
| S1 |
3.905 |
3.964 |
|