NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 16-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.589 |
4.587 |
-0.002 |
0.0% |
4.594 |
High |
4.613 |
4.641 |
0.028 |
0.6% |
4.634 |
Low |
4.549 |
4.447 |
-0.102 |
-2.2% |
4.470 |
Close |
4.586 |
4.605 |
0.019 |
0.4% |
4.606 |
Range |
0.064 |
0.194 |
0.130 |
203.1% |
0.164 |
ATR |
0.114 |
0.120 |
0.006 |
5.0% |
0.000 |
Volume |
25,931 |
22,910 |
-3,021 |
-11.7% |
94,056 |
|
Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.146 |
5.070 |
4.712 |
|
R3 |
4.952 |
4.876 |
4.658 |
|
R2 |
4.758 |
4.758 |
4.641 |
|
R1 |
4.682 |
4.682 |
4.623 |
4.720 |
PP |
4.564 |
4.564 |
4.564 |
4.584 |
S1 |
4.488 |
4.488 |
4.587 |
4.526 |
S2 |
4.370 |
4.370 |
4.569 |
|
S3 |
4.176 |
4.294 |
4.552 |
|
S4 |
3.982 |
4.100 |
4.498 |
|
|
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 |
4.681 |
4.447 |
0.234 |
5.1% |
0.132 |
2.9% |
68% |
False |
True |
24,787 |
10 |
4.681 |
4.447 |
0.234 |
5.1% |
0.124 |
2.7% |
68% |
False |
True |
24,069 |
20 |
4.975 |
4.447 |
0.528 |
11.5% |
0.116 |
2.5% |
30% |
False |
True |
19,848 |
40 |
5.468 |
4.447 |
1.021 |
22.2% |
0.115 |
2.5% |
15% |
False |
True |
18,411 |
60 |
5.750 |
4.447 |
1.303 |
28.3% |
0.119 |
2.6% |
12% |
False |
True |
16,647 |
80 |
5.949 |
4.447 |
1.502 |
32.6% |
0.125 |
2.7% |
11% |
False |
True |
15,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.466 |
2.618 |
5.149 |
1.618 |
4.955 |
1.000 |
4.835 |
0.618 |
4.761 |
HIGH |
4.641 |
0.618 |
4.567 |
0.500 |
4.544 |
0.382 |
4.521 |
LOW |
4.447 |
0.618 |
4.327 |
1.000 |
4.253 |
1.618 |
4.133 |
2.618 |
3.939 |
4.250 |
3.623 |
|
|
Fisher Pivots for day following 16-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.585 |
4.591 |
PP |
4.564 |
4.578 |
S1 |
4.544 |
4.564 |
|