NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 01-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.640 |
4.584 |
-0.056 |
-1.2% |
4.714 |
High |
4.678 |
4.669 |
-0.009 |
-0.2% |
4.737 |
Low |
4.582 |
4.559 |
-0.023 |
-0.5% |
4.487 |
Close |
4.654 |
4.584 |
-0.070 |
-1.5% |
4.493 |
Range |
0.096 |
0.110 |
0.014 |
14.6% |
0.250 |
ATR |
0.112 |
0.112 |
0.000 |
-0.1% |
0.000 |
Volume |
13,147 |
21,298 |
8,151 |
62.0% |
78,055 |
|
Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.934 |
4.869 |
4.645 |
|
R3 |
4.824 |
4.759 |
4.614 |
|
R2 |
4.714 |
4.714 |
4.604 |
|
R1 |
4.649 |
4.649 |
4.594 |
4.639 |
PP |
4.604 |
4.604 |
4.604 |
4.599 |
S1 |
4.539 |
4.539 |
4.574 |
4.529 |
S2 |
4.494 |
4.494 |
4.564 |
|
S3 |
4.384 |
4.429 |
4.554 |
|
S4 |
4.274 |
4.319 |
4.524 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.322 |
5.158 |
4.631 |
|
R3 |
5.072 |
4.908 |
4.562 |
|
R2 |
4.822 |
4.822 |
4.539 |
|
R1 |
4.658 |
4.658 |
4.516 |
4.615 |
PP |
4.572 |
4.572 |
4.572 |
4.551 |
S1 |
4.408 |
4.408 |
4.470 |
4.365 |
S2 |
4.322 |
4.322 |
4.447 |
|
S3 |
4.072 |
4.158 |
4.424 |
|
S4 |
3.822 |
3.908 |
4.356 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.678 |
4.467 |
0.211 |
4.6% |
0.115 |
2.5% |
55% |
False |
False |
18,995 |
10 |
4.975 |
4.467 |
0.508 |
11.1% |
0.108 |
2.4% |
23% |
False |
False |
15,626 |
20 |
5.350 |
4.467 |
0.883 |
19.3% |
0.109 |
2.4% |
13% |
False |
False |
16,511 |
40 |
5.468 |
4.467 |
1.001 |
21.8% |
0.113 |
2.5% |
12% |
False |
False |
16,165 |
60 |
5.949 |
4.467 |
1.482 |
32.3% |
0.121 |
2.6% |
8% |
False |
False |
14,861 |
80 |
5.949 |
4.467 |
1.482 |
32.3% |
0.124 |
2.7% |
8% |
False |
False |
13,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.137 |
2.618 |
4.957 |
1.618 |
4.847 |
1.000 |
4.779 |
0.618 |
4.737 |
HIGH |
4.669 |
0.618 |
4.627 |
0.500 |
4.614 |
0.382 |
4.601 |
LOW |
4.559 |
0.618 |
4.491 |
1.000 |
4.449 |
1.618 |
4.381 |
2.618 |
4.271 |
4.250 |
4.092 |
|
|
Fisher Pivots for day following 01-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.614 |
4.580 |
PP |
4.604 |
4.576 |
S1 |
4.594 |
4.573 |
|