NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 10-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.535 |
4.548 |
0.013 |
0.3% |
4.600 |
High |
4.545 |
4.630 |
0.085 |
1.9% |
4.630 |
Low |
4.473 |
4.545 |
0.072 |
1.6% |
4.473 |
Close |
4.528 |
4.608 |
0.080 |
1.8% |
4.608 |
Range |
0.072 |
0.085 |
0.013 |
18.1% |
0.157 |
ATR |
0.106 |
0.105 |
0.000 |
-0.3% |
0.000 |
Volume |
4,481 |
10,922 |
6,441 |
143.7% |
21,844 |
|
Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.849 |
4.814 |
4.655 |
|
R3 |
4.764 |
4.729 |
4.631 |
|
R2 |
4.679 |
4.679 |
4.624 |
|
R1 |
4.644 |
4.644 |
4.616 |
4.662 |
PP |
4.594 |
4.594 |
4.594 |
4.603 |
S1 |
4.559 |
4.559 |
4.600 |
4.577 |
S2 |
4.509 |
4.509 |
4.592 |
|
S3 |
4.424 |
4.474 |
4.585 |
|
S4 |
4.339 |
4.389 |
4.561 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.041 |
4.982 |
4.694 |
|
R3 |
4.884 |
4.825 |
4.651 |
|
R2 |
4.727 |
4.727 |
4.637 |
|
R1 |
4.668 |
4.668 |
4.622 |
4.698 |
PP |
4.570 |
4.570 |
4.570 |
4.585 |
S1 |
4.511 |
4.511 |
4.594 |
4.541 |
S2 |
4.413 |
4.413 |
4.579 |
|
S3 |
4.256 |
4.354 |
4.565 |
|
S4 |
4.099 |
4.197 |
4.522 |
|
|
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% |
0.103 |
2.2% |
82% |
False |
False |
5,636 |
10 |
4.666 |
4.454 |
0.212 |
4.6% |
0.110 |
2.4% |
73% |
False |
False |
5,364 |
20 |
5.003 |
4.454 |
0.549 |
11.9% |
0.099 |
2.1% |
28% |
False |
False |
3,968 |
40 |
5.434 |
4.454 |
0.980 |
21.3% |
0.100 |
2.2% |
16% |
False |
False |
3,297 |
60 |
5.850 |
4.454 |
1.396 |
30.3% |
0.109 |
2.4% |
11% |
False |
False |
2,884 |
80 |
5.861 |
4.454 |
1.407 |
30.5% |
0.111 |
2.4% |
11% |
False |
False |
2,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.991 |
2.618 |
4.853 |
1.618 |
4.768 |
1.000 |
4.715 |
0.618 |
4.683 |
HIGH |
4.630 |
0.618 |
4.598 |
0.500 |
4.588 |
0.382 |
4.577 |
LOW |
4.545 |
0.618 |
4.492 |
1.000 |
4.460 |
1.618 |
4.407 |
2.618 |
4.322 |
4.250 |
4.184 |
|
|
Fisher Pivots for day following 10-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.601 |
4.589 |
PP |
4.594 |
4.570 |
S1 |
4.588 |
4.552 |
|