NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 08-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.594 |
4.612 |
0.018 |
0.4% |
4.525 |
High |
4.634 |
4.612 |
-0.022 |
-0.5% |
4.678 |
Low |
4.480 |
4.493 |
0.013 |
0.3% |
4.467 |
Close |
4.571 |
4.534 |
-0.037 |
-0.8% |
4.648 |
Range |
0.154 |
0.119 |
-0.035 |
-22.7% |
0.211 |
ATR |
0.116 |
0.116 |
0.000 |
0.2% |
0.000 |
Volume |
19,996 |
24,675 |
4,679 |
23.4% |
103,765 |
|
Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.903 |
4.838 |
4.599 |
|
R3 |
4.784 |
4.719 |
4.567 |
|
R2 |
4.665 |
4.665 |
4.556 |
|
R1 |
4.600 |
4.600 |
4.545 |
4.573 |
PP |
4.546 |
4.546 |
4.546 |
4.533 |
S1 |
4.481 |
4.481 |
4.523 |
4.454 |
S2 |
4.427 |
4.427 |
4.512 |
|
S3 |
4.308 |
4.362 |
4.501 |
|
S4 |
4.189 |
4.243 |
4.469 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.231 |
5.150 |
4.764 |
|
R3 |
5.020 |
4.939 |
4.706 |
|
R2 |
4.809 |
4.809 |
4.687 |
|
R1 |
4.728 |
4.728 |
4.667 |
4.769 |
PP |
4.598 |
4.598 |
4.598 |
4.618 |
S1 |
4.517 |
4.517 |
4.629 |
4.558 |
S2 |
4.387 |
4.387 |
4.609 |
|
S3 |
4.176 |
4.306 |
4.590 |
|
S4 |
3.965 |
4.095 |
4.532 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.669 |
4.480 |
0.189 |
4.2% |
0.121 |
2.7% |
29% |
False |
False |
23,149 |
10 |
4.678 |
4.467 |
0.211 |
4.7% |
0.119 |
2.6% |
32% |
False |
False |
20,100 |
20 |
5.010 |
4.467 |
0.543 |
12.0% |
0.105 |
2.3% |
12% |
False |
False |
17,568 |
40 |
5.468 |
4.467 |
1.001 |
22.1% |
0.113 |
2.5% |
7% |
False |
False |
16,973 |
60 |
5.949 |
4.467 |
1.482 |
32.7% |
0.122 |
2.7% |
5% |
False |
False |
15,651 |
80 |
5.949 |
4.467 |
1.482 |
32.7% |
0.125 |
2.8% |
5% |
False |
False |
14,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.118 |
2.618 |
4.924 |
1.618 |
4.805 |
1.000 |
4.731 |
0.618 |
4.686 |
HIGH |
4.612 |
0.618 |
4.567 |
0.500 |
4.553 |
0.382 |
4.538 |
LOW |
4.493 |
0.618 |
4.419 |
1.000 |
4.374 |
1.618 |
4.300 |
2.618 |
4.181 |
4.250 |
3.987 |
|
|
Fisher Pivots for day following 08-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.553 |
4.566 |
PP |
4.546 |
4.555 |
S1 |
4.540 |
4.545 |
|