NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 02-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.584 |
4.574 |
-0.010 |
-0.2% |
4.714 |
High |
4.669 |
4.590 |
-0.079 |
-1.7% |
4.737 |
Low |
4.559 |
4.487 |
-0.072 |
-1.6% |
4.487 |
Close |
4.584 |
4.543 |
-0.041 |
-0.9% |
4.493 |
Range |
0.110 |
0.103 |
-0.007 |
-6.4% |
0.250 |
ATR |
0.112 |
0.111 |
-0.001 |
-0.6% |
0.000 |
Volume |
21,298 |
23,320 |
2,022 |
9.5% |
78,055 |
|
Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.849 |
4.799 |
4.600 |
|
R3 |
4.746 |
4.696 |
4.571 |
|
R2 |
4.643 |
4.643 |
4.562 |
|
R1 |
4.593 |
4.593 |
4.552 |
4.567 |
PP |
4.540 |
4.540 |
4.540 |
4.527 |
S1 |
4.490 |
4.490 |
4.534 |
4.464 |
S2 |
4.437 |
4.437 |
4.524 |
|
S3 |
4.334 |
4.387 |
4.515 |
|
S4 |
4.231 |
4.284 |
4.486 |
|
|
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% |
0.120 |
2.6% |
36% |
False |
False |
19,622 |
10 |
4.819 |
4.467 |
0.352 |
7.7% |
0.100 |
2.2% |
22% |
False |
False |
16,891 |
20 |
5.207 |
4.467 |
0.740 |
16.3% |
0.104 |
2.3% |
10% |
False |
False |
16,997 |
40 |
5.468 |
4.467 |
1.001 |
22.0% |
0.111 |
2.4% |
8% |
False |
False |
16,319 |
60 |
5.949 |
4.467 |
1.482 |
32.6% |
0.121 |
2.7% |
5% |
False |
False |
15,060 |
80 |
5.949 |
4.467 |
1.482 |
32.6% |
0.125 |
2.7% |
5% |
False |
False |
14,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.028 |
2.618 |
4.860 |
1.618 |
4.757 |
1.000 |
4.693 |
0.618 |
4.654 |
HIGH |
4.590 |
0.618 |
4.551 |
0.500 |
4.539 |
0.382 |
4.526 |
LOW |
4.487 |
0.618 |
4.423 |
1.000 |
4.384 |
1.618 |
4.320 |
2.618 |
4.217 |
4.250 |
4.049 |
|
|
Fisher Pivots for day following 02-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.542 |
4.583 |
PP |
4.540 |
4.569 |
S1 |
4.539 |
4.556 |
|