NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 09-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.612 |
4.535 |
-0.077 |
-1.7% |
4.525 |
High |
4.612 |
4.550 |
-0.062 |
-1.3% |
4.678 |
Low |
4.493 |
4.470 |
-0.023 |
-0.5% |
4.467 |
Close |
4.534 |
4.523 |
-0.011 |
-0.2% |
4.648 |
Range |
0.119 |
0.080 |
-0.039 |
-32.8% |
0.211 |
ATR |
0.116 |
0.113 |
-0.003 |
-2.2% |
0.000 |
Volume |
24,675 |
22,311 |
-2,364 |
-9.6% |
103,765 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.754 |
4.719 |
4.567 |
|
R3 |
4.674 |
4.639 |
4.545 |
|
R2 |
4.594 |
4.594 |
4.538 |
|
R1 |
4.559 |
4.559 |
4.530 |
4.537 |
PP |
4.514 |
4.514 |
4.514 |
4.503 |
S1 |
4.479 |
4.479 |
4.516 |
4.457 |
S2 |
4.434 |
4.434 |
4.508 |
|
S3 |
4.354 |
4.399 |
4.501 |
|
S4 |
4.274 |
4.319 |
4.479 |
|
|
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 |
4.651 |
4.470 |
0.181 |
4.0% |
0.115 |
2.5% |
29% |
False |
True |
23,352 |
10 |
4.678 |
4.467 |
0.211 |
4.7% |
0.115 |
2.5% |
27% |
False |
False |
21,173 |
20 |
5.010 |
4.467 |
0.543 |
12.0% |
0.104 |
2.3% |
10% |
False |
False |
17,558 |
40 |
5.468 |
4.467 |
1.001 |
22.1% |
0.113 |
2.5% |
6% |
False |
False |
17,042 |
60 |
5.949 |
4.467 |
1.482 |
32.8% |
0.122 |
2.7% |
4% |
False |
False |
15,749 |
80 |
5.949 |
4.467 |
1.482 |
32.8% |
0.125 |
2.8% |
4% |
False |
False |
14,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.890 |
2.618 |
4.759 |
1.618 |
4.679 |
1.000 |
4.630 |
0.618 |
4.599 |
HIGH |
4.550 |
0.618 |
4.519 |
0.500 |
4.510 |
0.382 |
4.501 |
LOW |
4.470 |
0.618 |
4.421 |
1.000 |
4.390 |
1.618 |
4.341 |
2.618 |
4.261 |
4.250 |
4.130 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.519 |
4.552 |
PP |
4.514 |
4.542 |
S1 |
4.510 |
4.533 |
|