NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 08-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.455 |
4.419 |
-0.036 |
-0.8% |
4.350 |
High |
4.455 |
4.434 |
-0.021 |
-0.5% |
4.522 |
Low |
4.293 |
4.310 |
0.017 |
0.4% |
4.300 |
Close |
4.387 |
4.351 |
-0.036 |
-0.8% |
4.465 |
Range |
0.162 |
0.124 |
-0.038 |
-23.5% |
0.222 |
ATR |
0.120 |
0.120 |
0.000 |
0.2% |
0.000 |
Volume |
31,501 |
25,407 |
-6,094 |
-19.3% |
108,892 |
|
Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.737 |
4.668 |
4.419 |
|
R3 |
4.613 |
4.544 |
4.385 |
|
R2 |
4.489 |
4.489 |
4.374 |
|
R1 |
4.420 |
4.420 |
4.362 |
4.393 |
PP |
4.365 |
4.365 |
4.365 |
4.351 |
S1 |
4.296 |
4.296 |
4.340 |
4.269 |
S2 |
4.241 |
4.241 |
4.328 |
|
S3 |
4.117 |
4.172 |
4.317 |
|
S4 |
3.993 |
4.048 |
4.283 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.095 |
5.002 |
4.587 |
|
R3 |
4.873 |
4.780 |
4.526 |
|
R2 |
4.651 |
4.651 |
4.506 |
|
R1 |
4.558 |
4.558 |
4.485 |
4.605 |
PP |
4.429 |
4.429 |
4.429 |
4.452 |
S1 |
4.336 |
4.336 |
4.445 |
4.383 |
S2 |
4.207 |
4.207 |
4.424 |
|
S3 |
3.985 |
4.114 |
4.404 |
|
S4 |
3.763 |
3.892 |
4.343 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.504 |
4.293 |
0.211 |
4.8% |
0.126 |
2.9% |
27% |
False |
False |
25,906 |
10 |
4.522 |
4.293 |
0.229 |
5.3% |
0.123 |
2.8% |
25% |
False |
False |
21,522 |
20 |
4.896 |
4.293 |
0.603 |
13.9% |
0.110 |
2.5% |
10% |
False |
False |
18,955 |
40 |
5.336 |
4.293 |
1.043 |
24.0% |
0.117 |
2.7% |
6% |
False |
False |
16,946 |
60 |
5.762 |
4.293 |
1.469 |
33.8% |
0.127 |
2.9% |
4% |
False |
False |
13,895 |
80 |
5.762 |
4.293 |
1.469 |
33.8% |
0.130 |
3.0% |
4% |
False |
False |
12,125 |
100 |
5.762 |
4.293 |
1.469 |
33.8% |
0.129 |
3.0% |
4% |
False |
False |
10,540 |
120 |
5.762 |
4.293 |
1.469 |
33.8% |
0.131 |
3.0% |
4% |
False |
False |
9,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.961 |
2.618 |
4.759 |
1.618 |
4.635 |
1.000 |
4.558 |
0.618 |
4.511 |
HIGH |
4.434 |
0.618 |
4.387 |
0.500 |
4.372 |
0.382 |
4.357 |
LOW |
4.310 |
0.618 |
4.233 |
1.000 |
4.186 |
1.618 |
4.109 |
2.618 |
3.985 |
4.250 |
3.783 |
|
|
Fisher Pivots for day following 08-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.372 |
4.382 |
PP |
4.365 |
4.371 |
S1 |
4.358 |
4.361 |
|