NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 09-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.585 |
4.535 |
-0.050 |
-1.1% |
4.470 |
High |
4.585 |
4.545 |
-0.040 |
-0.9% |
4.666 |
Low |
4.490 |
4.473 |
-0.017 |
-0.4% |
4.454 |
Close |
4.533 |
4.528 |
-0.005 |
-0.1% |
4.640 |
Range |
0.095 |
0.072 |
-0.023 |
-24.2% |
0.212 |
ATR |
0.108 |
0.106 |
-0.003 |
-2.4% |
0.000 |
Volume |
3,896 |
4,481 |
585 |
15.0% |
28,111 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.731 |
4.702 |
4.568 |
|
R3 |
4.659 |
4.630 |
4.548 |
|
R2 |
4.587 |
4.587 |
4.541 |
|
R1 |
4.558 |
4.558 |
4.535 |
4.537 |
PP |
4.515 |
4.515 |
4.515 |
4.505 |
S1 |
4.486 |
4.486 |
4.521 |
4.465 |
S2 |
4.443 |
4.443 |
4.515 |
|
S3 |
4.371 |
4.414 |
4.508 |
|
S4 |
4.299 |
4.342 |
4.488 |
|
|
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 |
4.638 |
4.473 |
0.165 |
3.6% |
0.105 |
2.3% |
33% |
False |
True |
4,854 |
10 |
4.666 |
4.454 |
0.212 |
4.7% |
0.108 |
2.4% |
35% |
False |
False |
4,863 |
20 |
5.003 |
4.454 |
0.549 |
12.1% |
0.097 |
2.2% |
13% |
False |
False |
3,648 |
40 |
5.434 |
4.454 |
0.980 |
21.6% |
0.103 |
2.3% |
8% |
False |
False |
3,082 |
60 |
5.850 |
4.454 |
1.396 |
30.8% |
0.109 |
2.4% |
5% |
False |
False |
2,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.851 |
2.618 |
4.733 |
1.618 |
4.661 |
1.000 |
4.617 |
0.618 |
4.589 |
HIGH |
4.545 |
0.618 |
4.517 |
0.500 |
4.509 |
0.382 |
4.501 |
LOW |
4.473 |
0.618 |
4.429 |
1.000 |
4.401 |
1.618 |
4.357 |
2.618 |
4.285 |
4.250 |
4.167 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.522 |
4.550 |
PP |
4.515 |
4.543 |
S1 |
4.509 |
4.535 |
|