NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 10-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.535 |
4.545 |
0.010 |
0.2% |
4.594 |
High |
4.550 |
4.634 |
0.084 |
1.8% |
4.634 |
Low |
4.470 |
4.518 |
0.048 |
1.1% |
4.470 |
Close |
4.523 |
4.606 |
0.083 |
1.8% |
4.606 |
Range |
0.080 |
0.116 |
0.036 |
45.0% |
0.164 |
ATR |
0.113 |
0.114 |
0.000 |
0.2% |
0.000 |
Volume |
22,311 |
27,074 |
4,763 |
21.3% |
94,056 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.934 |
4.886 |
4.670 |
|
R3 |
4.818 |
4.770 |
4.638 |
|
R2 |
4.702 |
4.702 |
4.627 |
|
R1 |
4.654 |
4.654 |
4.617 |
4.678 |
PP |
4.586 |
4.586 |
4.586 |
4.598 |
S1 |
4.538 |
4.538 |
4.595 |
4.562 |
S2 |
4.470 |
4.470 |
4.585 |
|
S3 |
4.354 |
4.422 |
4.574 |
|
S4 |
4.238 |
4.306 |
4.542 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.062 |
4.998 |
4.696 |
|
R3 |
4.898 |
4.834 |
4.651 |
|
R2 |
4.734 |
4.734 |
4.636 |
|
R1 |
4.670 |
4.670 |
4.621 |
4.702 |
PP |
4.570 |
4.570 |
4.570 |
4.586 |
S1 |
4.506 |
4.506 |
4.591 |
4.538 |
S2 |
4.406 |
4.406 |
4.576 |
|
S3 |
4.242 |
4.342 |
4.561 |
|
S4 |
4.078 |
4.178 |
4.516 |
|
|
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 |
3.9% |
0.118 |
2.6% |
75% |
False |
False |
24,102 |
10 |
4.678 |
4.467 |
0.211 |
4.6% |
0.119 |
2.6% |
66% |
False |
False |
21,862 |
20 |
5.010 |
4.467 |
0.543 |
11.8% |
0.106 |
2.3% |
26% |
False |
False |
17,714 |
40 |
5.468 |
4.467 |
1.001 |
21.7% |
0.111 |
2.4% |
14% |
False |
False |
17,366 |
60 |
5.949 |
4.467 |
1.482 |
32.2% |
0.121 |
2.6% |
9% |
False |
False |
15,947 |
80 |
5.949 |
4.467 |
1.482 |
32.2% |
0.125 |
2.7% |
9% |
False |
False |
14,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.127 |
2.618 |
4.938 |
1.618 |
4.822 |
1.000 |
4.750 |
0.618 |
4.706 |
HIGH |
4.634 |
0.618 |
4.590 |
0.500 |
4.576 |
0.382 |
4.562 |
LOW |
4.518 |
0.618 |
4.446 |
1.000 |
4.402 |
1.618 |
4.330 |
2.618 |
4.214 |
4.250 |
4.025 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.596 |
4.588 |
PP |
4.586 |
4.570 |
S1 |
4.576 |
4.552 |
|