NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 07-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.640 |
4.600 |
-0.040 |
-0.9% |
4.470 |
High |
4.638 |
4.627 |
-0.011 |
-0.2% |
4.666 |
Low |
4.528 |
4.474 |
-0.054 |
-1.2% |
4.454 |
Close |
4.640 |
4.562 |
-0.078 |
-1.7% |
4.640 |
Range |
0.110 |
0.153 |
0.043 |
39.1% |
0.212 |
ATR |
0.105 |
0.109 |
0.004 |
4.1% |
0.000 |
Volume |
6,339 |
2,545 |
-3,794 |
-59.9% |
28,111 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.013 |
4.941 |
4.646 |
|
R3 |
4.860 |
4.788 |
4.604 |
|
R2 |
4.707 |
4.707 |
4.590 |
|
R1 |
4.635 |
4.635 |
4.576 |
4.595 |
PP |
4.554 |
4.554 |
4.554 |
4.534 |
S1 |
4.482 |
4.482 |
4.548 |
4.442 |
S2 |
4.401 |
4.401 |
4.534 |
|
S3 |
4.248 |
4.329 |
4.520 |
|
S4 |
4.095 |
4.176 |
4.478 |
|
|
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 |
4.474 |
0.192 |
4.2% |
0.111 |
2.4% |
46% |
False |
True |
5,169 |
10 |
4.675 |
4.454 |
0.221 |
4.8% |
0.109 |
2.4% |
49% |
False |
False |
4,612 |
20 |
5.010 |
4.454 |
0.556 |
12.2% |
0.098 |
2.1% |
19% |
False |
False |
3,702 |
40 |
5.434 |
4.454 |
0.980 |
21.5% |
0.104 |
2.3% |
11% |
False |
False |
2,969 |
60 |
5.861 |
4.454 |
1.407 |
30.8% |
0.110 |
2.4% |
8% |
False |
False |
2,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.277 |
2.618 |
5.028 |
1.618 |
4.875 |
1.000 |
4.780 |
0.618 |
4.722 |
HIGH |
4.627 |
0.618 |
4.569 |
0.500 |
4.551 |
0.382 |
4.532 |
LOW |
4.474 |
0.618 |
4.379 |
1.000 |
4.321 |
1.618 |
4.226 |
2.618 |
4.073 |
4.250 |
3.824 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.558 |
4.560 |
PP |
4.554 |
4.558 |
S1 |
4.551 |
4.556 |
|