NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 03-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.550 |
4.640 |
0.090 |
2.0% |
4.470 |
High |
4.582 |
4.638 |
0.056 |
1.2% |
4.666 |
Low |
4.486 |
4.528 |
0.042 |
0.9% |
4.454 |
Close |
4.538 |
4.640 |
0.102 |
2.2% |
4.640 |
Range |
0.096 |
0.110 |
0.014 |
14.6% |
0.212 |
ATR |
0.105 |
0.105 |
0.000 |
0.4% |
0.000 |
Volume |
7,012 |
6,339 |
-673 |
-9.6% |
28,111 |
|
Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.932 |
4.896 |
4.701 |
|
R3 |
4.822 |
4.786 |
4.670 |
|
R2 |
4.712 |
4.712 |
4.660 |
|
R1 |
4.676 |
4.676 |
4.650 |
4.695 |
PP |
4.602 |
4.602 |
4.602 |
4.612 |
S1 |
4.566 |
4.566 |
4.630 |
4.585 |
S2 |
4.492 |
4.492 |
4.620 |
|
S3 |
4.382 |
4.456 |
4.610 |
|
S4 |
4.272 |
4.346 |
4.580 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.223 |
5.143 |
4.757 |
|
R3 |
5.011 |
4.931 |
4.698 |
|
R2 |
4.799 |
4.799 |
4.679 |
|
R1 |
4.719 |
4.719 |
4.659 |
4.759 |
PP |
4.587 |
4.587 |
4.587 |
4.607 |
S1 |
4.507 |
4.507 |
4.621 |
4.547 |
S2 |
4.375 |
4.375 |
4.601 |
|
S3 |
4.163 |
4.295 |
4.582 |
|
S4 |
3.951 |
4.083 |
4.523 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.666 |
4.454 |
0.212 |
4.6% |
0.115 |
2.5% |
88% |
False |
False |
5,622 |
10 |
4.722 |
4.454 |
0.268 |
5.8% |
0.100 |
2.2% |
69% |
False |
False |
4,531 |
20 |
5.147 |
4.454 |
0.693 |
14.9% |
0.098 |
2.1% |
27% |
False |
False |
3,721 |
40 |
5.434 |
4.454 |
0.980 |
21.1% |
0.101 |
2.2% |
19% |
False |
False |
2,956 |
60 |
5.861 |
4.454 |
1.407 |
30.3% |
0.108 |
2.3% |
13% |
False |
False |
2,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.106 |
2.618 |
4.926 |
1.618 |
4.816 |
1.000 |
4.748 |
0.618 |
4.706 |
HIGH |
4.638 |
0.618 |
4.596 |
0.500 |
4.583 |
0.382 |
4.570 |
LOW |
4.528 |
0.618 |
4.460 |
1.000 |
4.418 |
1.618 |
4.350 |
2.618 |
4.240 |
4.250 |
4.061 |
|
|
Fisher Pivots for day following 03-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.621 |
4.618 |
PP |
4.602 |
4.596 |
S1 |
4.583 |
4.574 |
|