NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 01-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
4.183 |
4.120 |
-0.063 |
-1.5% |
4.234 |
| High |
4.217 |
4.123 |
-0.094 |
-2.2% |
4.236 |
| Low |
4.040 |
4.060 |
0.020 |
0.5% |
4.040 |
| Close |
4.122 |
4.077 |
-0.045 |
-1.1% |
4.077 |
| Range |
0.177 |
0.063 |
-0.114 |
-64.4% |
0.196 |
| ATR |
0.127 |
0.123 |
-0.005 |
-3.6% |
0.000 |
| Volume |
35,965 |
28,395 |
-7,570 |
-21.0% |
151,038 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.276 |
4.239 |
4.112 |
|
| R3 |
4.213 |
4.176 |
4.094 |
|
| R2 |
4.150 |
4.150 |
4.089 |
|
| R1 |
4.113 |
4.113 |
4.083 |
4.100 |
| PP |
4.087 |
4.087 |
4.087 |
4.080 |
| S1 |
4.050 |
4.050 |
4.071 |
4.037 |
| S2 |
4.024 |
4.024 |
4.065 |
|
| S3 |
3.961 |
3.987 |
4.060 |
|
| S4 |
3.898 |
3.924 |
4.042 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.706 |
4.587 |
4.185 |
|
| R3 |
4.510 |
4.391 |
4.131 |
|
| R2 |
4.314 |
4.314 |
4.113 |
|
| R1 |
4.195 |
4.195 |
4.095 |
4.157 |
| PP |
4.118 |
4.118 |
4.118 |
4.098 |
| S1 |
3.999 |
3.999 |
4.059 |
3.961 |
| S2 |
3.922 |
3.922 |
4.041 |
|
| S3 |
3.726 |
3.803 |
4.023 |
|
| S4 |
3.530 |
3.607 |
3.969 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.236 |
4.040 |
0.196 |
4.8% |
0.103 |
2.5% |
19% |
False |
False |
30,207 |
| 10 |
4.450 |
4.040 |
0.410 |
10.1% |
0.118 |
2.9% |
9% |
False |
False |
26,074 |
| 20 |
4.500 |
4.040 |
0.460 |
11.3% |
0.125 |
3.1% |
8% |
False |
False |
25,493 |
| 40 |
5.074 |
4.040 |
1.034 |
25.4% |
0.117 |
2.9% |
4% |
False |
False |
22,180 |
| 60 |
5.336 |
4.040 |
1.296 |
31.8% |
0.118 |
2.9% |
3% |
False |
False |
18,975 |
| 80 |
5.762 |
4.040 |
1.722 |
42.2% |
0.126 |
3.1% |
2% |
False |
False |
16,058 |
| 100 |
5.762 |
4.040 |
1.722 |
42.2% |
0.129 |
3.2% |
2% |
False |
False |
14,220 |
| 120 |
5.762 |
4.040 |
1.722 |
42.2% |
0.128 |
3.1% |
2% |
False |
False |
12,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.391 |
|
2.618 |
4.288 |
|
1.618 |
4.225 |
|
1.000 |
4.186 |
|
0.618 |
4.162 |
|
HIGH |
4.123 |
|
0.618 |
4.099 |
|
0.500 |
4.092 |
|
0.382 |
4.084 |
|
LOW |
4.060 |
|
0.618 |
4.021 |
|
1.000 |
3.997 |
|
1.618 |
3.958 |
|
2.618 |
3.895 |
|
4.250 |
3.792 |
|
|
| Fisher Pivots for day following 01-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.092 |
4.129 |
| PP |
4.087 |
4.111 |
| S1 |
4.082 |
4.094 |
|