NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
3.961 |
3.961 |
0.000 |
0.0% |
4.169 |
| High |
3.980 |
4.012 |
0.032 |
0.8% |
4.250 |
| Low |
3.903 |
3.780 |
-0.123 |
-3.2% |
3.984 |
| Close |
3.962 |
3.872 |
-0.090 |
-2.3% |
4.009 |
| Range |
0.077 |
0.232 |
0.155 |
201.3% |
0.266 |
| ATR |
0.139 |
0.146 |
0.007 |
4.8% |
0.000 |
| Volume |
60,989 |
104,206 |
43,217 |
70.9% |
344,419 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.584 |
4.460 |
4.000 |
|
| R3 |
4.352 |
4.228 |
3.936 |
|
| R2 |
4.120 |
4.120 |
3.915 |
|
| R1 |
3.996 |
3.996 |
3.893 |
3.942 |
| PP |
3.888 |
3.888 |
3.888 |
3.861 |
| S1 |
3.764 |
3.764 |
3.851 |
3.710 |
| S2 |
3.656 |
3.656 |
3.829 |
|
| S3 |
3.424 |
3.532 |
3.808 |
|
| S4 |
3.192 |
3.300 |
3.744 |
|
|
| 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 |
4.177 |
3.780 |
0.397 |
10.3% |
0.132 |
3.4% |
23% |
False |
True |
85,090 |
| 10 |
4.273 |
3.780 |
0.493 |
12.7% |
0.139 |
3.6% |
19% |
False |
True |
74,671 |
| 20 |
4.298 |
3.780 |
0.518 |
13.4% |
0.144 |
3.7% |
18% |
False |
True |
61,235 |
| 40 |
4.965 |
3.780 |
1.185 |
30.6% |
0.134 |
3.5% |
8% |
False |
True |
49,452 |
| 60 |
5.150 |
3.780 |
1.370 |
35.4% |
0.134 |
3.5% |
7% |
False |
True |
39,439 |
| 80 |
5.534 |
3.780 |
1.754 |
45.3% |
0.139 |
3.6% |
5% |
False |
True |
32,055 |
| 100 |
5.534 |
3.780 |
1.754 |
45.3% |
0.141 |
3.6% |
5% |
False |
True |
26,970 |
| 120 |
5.534 |
3.780 |
1.754 |
45.3% |
0.139 |
3.6% |
5% |
False |
True |
22,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.998 |
|
2.618 |
4.619 |
|
1.618 |
4.387 |
|
1.000 |
4.244 |
|
0.618 |
4.155 |
|
HIGH |
4.012 |
|
0.618 |
3.923 |
|
0.500 |
3.896 |
|
0.382 |
3.869 |
|
LOW |
3.780 |
|
0.618 |
3.637 |
|
1.000 |
3.548 |
|
1.618 |
3.405 |
|
2.618 |
3.173 |
|
4.250 |
2.794 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.896 |
3.896 |
| PP |
3.888 |
3.888 |
| S1 |
3.880 |
3.880 |
|