NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 08-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.600 |
4.585 |
-0.015 |
-0.3% |
4.470 |
High |
4.627 |
4.585 |
-0.042 |
-0.9% |
4.666 |
Low |
4.474 |
4.490 |
0.016 |
0.4% |
4.454 |
Close |
4.562 |
4.533 |
-0.029 |
-0.6% |
4.640 |
Range |
0.153 |
0.095 |
-0.058 |
-37.9% |
0.212 |
ATR |
0.109 |
0.108 |
-0.001 |
-0.9% |
0.000 |
Volume |
2,545 |
3,896 |
1,351 |
53.1% |
28,111 |
|
Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.821 |
4.772 |
4.585 |
|
R3 |
4.726 |
4.677 |
4.559 |
|
R2 |
4.631 |
4.631 |
4.550 |
|
R1 |
4.582 |
4.582 |
4.542 |
4.559 |
PP |
4.536 |
4.536 |
4.536 |
4.525 |
S1 |
4.487 |
4.487 |
4.524 |
4.464 |
S2 |
4.441 |
4.441 |
4.516 |
|
S3 |
4.346 |
4.392 |
4.507 |
|
S4 |
4.251 |
4.297 |
4.481 |
|
|
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 |
4.662 |
4.474 |
0.188 |
4.1% |
0.112 |
2.5% |
31% |
False |
False |
5,131 |
10 |
4.666 |
4.454 |
0.212 |
4.7% |
0.112 |
2.5% |
37% |
False |
False |
4,635 |
20 |
5.003 |
4.454 |
0.549 |
12.1% |
0.099 |
2.2% |
14% |
False |
False |
3,676 |
40 |
5.434 |
4.454 |
0.980 |
21.6% |
0.103 |
2.3% |
8% |
False |
False |
3,054 |
60 |
5.861 |
4.454 |
1.407 |
31.0% |
0.109 |
2.4% |
6% |
False |
False |
2,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.989 |
2.618 |
4.834 |
1.618 |
4.739 |
1.000 |
4.680 |
0.618 |
4.644 |
HIGH |
4.585 |
0.618 |
4.549 |
0.500 |
4.538 |
0.382 |
4.526 |
LOW |
4.490 |
0.618 |
4.431 |
1.000 |
4.395 |
1.618 |
4.336 |
2.618 |
4.241 |
4.250 |
4.086 |
|
|
Fisher Pivots for day following 08-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.538 |
4.556 |
PP |
4.536 |
4.548 |
S1 |
4.535 |
4.541 |
|