NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 29-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.160 |
4.183 |
0.023 |
0.6% |
4.361 |
High |
4.236 |
4.194 |
-0.042 |
-1.0% |
4.450 |
Low |
4.141 |
4.122 |
-0.019 |
-0.5% |
4.230 |
Close |
4.172 |
4.178 |
0.006 |
0.1% |
4.260 |
Range |
0.095 |
0.072 |
-0.023 |
-24.2% |
0.220 |
ATR |
0.128 |
0.124 |
-0.004 |
-3.1% |
0.000 |
Volume |
21,564 |
21,198 |
-366 |
-1.7% |
109,703 |
|
Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.381 |
4.351 |
4.218 |
|
R3 |
4.309 |
4.279 |
4.198 |
|
R2 |
4.237 |
4.237 |
4.191 |
|
R1 |
4.207 |
4.207 |
4.185 |
4.186 |
PP |
4.165 |
4.165 |
4.165 |
4.154 |
S1 |
4.135 |
4.135 |
4.171 |
4.114 |
S2 |
4.093 |
4.093 |
4.165 |
|
S3 |
4.021 |
4.063 |
4.158 |
|
S4 |
3.949 |
3.991 |
4.138 |
|
|
Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.973 |
4.837 |
4.381 |
|
R3 |
4.753 |
4.617 |
4.321 |
|
R2 |
4.533 |
4.533 |
4.300 |
|
R1 |
4.397 |
4.397 |
4.280 |
4.355 |
PP |
4.313 |
4.313 |
4.313 |
4.293 |
S1 |
4.177 |
4.177 |
4.240 |
4.135 |
S2 |
4.093 |
4.093 |
4.220 |
|
S3 |
3.873 |
3.957 |
4.200 |
|
S4 |
3.653 |
3.737 |
4.139 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.450 |
4.122 |
0.328 |
7.9% |
0.112 |
2.7% |
17% |
False |
True |
26,193 |
10 |
4.500 |
4.122 |
0.378 |
9.0% |
0.127 |
3.0% |
15% |
False |
True |
24,856 |
20 |
4.504 |
4.122 |
0.382 |
9.1% |
0.125 |
3.0% |
15% |
False |
True |
24,851 |
40 |
5.229 |
4.122 |
1.107 |
26.5% |
0.119 |
2.8% |
5% |
False |
True |
21,613 |
60 |
5.373 |
4.122 |
1.251 |
29.9% |
0.119 |
2.8% |
4% |
False |
True |
18,232 |
80 |
5.762 |
4.122 |
1.640 |
39.3% |
0.126 |
3.0% |
3% |
False |
True |
15,449 |
100 |
5.762 |
4.122 |
1.640 |
39.3% |
0.128 |
3.1% |
3% |
False |
True |
13,702 |
120 |
5.762 |
4.122 |
1.640 |
39.3% |
0.129 |
3.1% |
3% |
False |
True |
11,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.500 |
2.618 |
4.382 |
1.618 |
4.310 |
1.000 |
4.266 |
0.618 |
4.238 |
HIGH |
4.194 |
0.618 |
4.166 |
0.500 |
4.158 |
0.382 |
4.150 |
LOW |
4.122 |
0.618 |
4.078 |
1.000 |
4.050 |
1.618 |
4.006 |
2.618 |
3.934 |
4.250 |
3.816 |
|
|
Fisher Pivots for day following 29-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.171 |
4.179 |
PP |
4.165 |
4.179 |
S1 |
4.158 |
4.178 |
|