NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 10-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.358 |
4.348 |
-0.010 |
-0.2% |
4.455 |
High |
4.370 |
4.456 |
0.086 |
2.0% |
4.456 |
Low |
4.284 |
4.330 |
0.046 |
1.1% |
4.284 |
Close |
4.349 |
4.427 |
0.078 |
1.8% |
4.427 |
Range |
0.086 |
0.126 |
0.040 |
46.5% |
0.172 |
ATR |
0.118 |
0.118 |
0.001 |
0.5% |
0.000 |
Volume |
28,327 |
20,880 |
-7,447 |
-26.3% |
106,115 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.782 |
4.731 |
4.496 |
|
R3 |
4.656 |
4.605 |
4.462 |
|
R2 |
4.530 |
4.530 |
4.450 |
|
R1 |
4.479 |
4.479 |
4.439 |
4.505 |
PP |
4.404 |
4.404 |
4.404 |
4.417 |
S1 |
4.353 |
4.353 |
4.415 |
4.379 |
S2 |
4.278 |
4.278 |
4.404 |
|
S3 |
4.152 |
4.227 |
4.392 |
|
S4 |
4.026 |
4.101 |
4.358 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.905 |
4.838 |
4.522 |
|
R3 |
4.733 |
4.666 |
4.474 |
|
R2 |
4.561 |
4.561 |
4.459 |
|
R1 |
4.494 |
4.494 |
4.443 |
4.442 |
PP |
4.389 |
4.389 |
4.389 |
4.363 |
S1 |
4.322 |
4.322 |
4.411 |
4.270 |
S2 |
4.217 |
4.217 |
4.395 |
|
S3 |
4.045 |
4.150 |
4.380 |
|
S4 |
3.873 |
3.978 |
4.332 |
|
|
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 |
4.2% |
0.123 |
2.8% |
77% |
False |
False |
25,443 |
10 |
4.522 |
4.284 |
0.238 |
5.4% |
0.125 |
2.8% |
60% |
False |
False |
23,088 |
20 |
4.896 |
4.284 |
0.612 |
13.8% |
0.111 |
2.5% |
23% |
False |
False |
19,163 |
40 |
5.336 |
4.284 |
1.052 |
23.8% |
0.115 |
2.6% |
14% |
False |
False |
17,633 |
60 |
5.747 |
4.284 |
1.463 |
33.0% |
0.126 |
2.8% |
10% |
False |
False |
14,426 |
80 |
5.762 |
4.284 |
1.478 |
33.4% |
0.129 |
2.9% |
10% |
False |
False |
12,546 |
100 |
5.762 |
4.284 |
1.478 |
33.4% |
0.128 |
2.9% |
10% |
False |
False |
10,977 |
120 |
5.762 |
4.284 |
1.478 |
33.4% |
0.131 |
3.0% |
10% |
False |
False |
9,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.992 |
2.618 |
4.786 |
1.618 |
4.660 |
1.000 |
4.582 |
0.618 |
4.534 |
HIGH |
4.456 |
0.618 |
4.408 |
0.500 |
4.393 |
0.382 |
4.378 |
LOW |
4.330 |
0.618 |
4.252 |
1.000 |
4.204 |
1.618 |
4.126 |
2.618 |
4.000 |
4.250 |
3.795 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.416 |
4.408 |
PP |
4.404 |
4.389 |
S1 |
4.393 |
4.370 |
|