NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 09-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.419 |
4.358 |
-0.061 |
-1.4% |
4.350 |
High |
4.434 |
4.370 |
-0.064 |
-1.4% |
4.522 |
Low |
4.310 |
4.284 |
-0.026 |
-0.6% |
4.300 |
Close |
4.351 |
4.349 |
-0.002 |
0.0% |
4.465 |
Range |
0.124 |
0.086 |
-0.038 |
-30.6% |
0.222 |
ATR |
0.120 |
0.118 |
-0.002 |
-2.0% |
0.000 |
Volume |
25,407 |
28,327 |
2,920 |
11.5% |
108,892 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.592 |
4.557 |
4.396 |
|
R3 |
4.506 |
4.471 |
4.373 |
|
R2 |
4.420 |
4.420 |
4.365 |
|
R1 |
4.385 |
4.385 |
4.357 |
4.360 |
PP |
4.334 |
4.334 |
4.334 |
4.322 |
S1 |
4.299 |
4.299 |
4.341 |
4.274 |
S2 |
4.248 |
4.248 |
4.333 |
|
S3 |
4.162 |
4.213 |
4.325 |
|
S4 |
4.076 |
4.127 |
4.302 |
|
|
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 |
4.470 |
4.284 |
0.186 |
4.3% |
0.119 |
2.7% |
35% |
False |
True |
26,592 |
10 |
4.522 |
4.284 |
0.238 |
5.5% |
0.121 |
2.8% |
27% |
False |
True |
23,107 |
20 |
4.896 |
4.284 |
0.612 |
14.1% |
0.109 |
2.5% |
11% |
False |
True |
19,181 |
40 |
5.336 |
4.284 |
1.052 |
24.2% |
0.117 |
2.7% |
6% |
False |
True |
17,310 |
60 |
5.762 |
4.284 |
1.478 |
34.0% |
0.126 |
2.9% |
4% |
False |
True |
14,230 |
80 |
5.762 |
4.284 |
1.478 |
34.0% |
0.130 |
3.0% |
4% |
False |
True |
12,372 |
100 |
5.762 |
4.284 |
1.478 |
34.0% |
0.128 |
2.9% |
4% |
False |
True |
10,796 |
120 |
5.762 |
4.284 |
1.478 |
34.0% |
0.131 |
3.0% |
4% |
False |
True |
9,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.736 |
2.618 |
4.595 |
1.618 |
4.509 |
1.000 |
4.456 |
0.618 |
4.423 |
HIGH |
4.370 |
0.618 |
4.337 |
0.500 |
4.327 |
0.382 |
4.317 |
LOW |
4.284 |
0.618 |
4.231 |
1.000 |
4.198 |
1.618 |
4.145 |
2.618 |
4.059 |
4.250 |
3.919 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.342 |
4.370 |
PP |
4.334 |
4.363 |
S1 |
4.327 |
4.356 |
|