NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 13-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.548 |
4.595 |
0.047 |
1.0% |
4.600 |
High |
4.630 |
4.651 |
0.021 |
0.5% |
4.630 |
Low |
4.545 |
4.566 |
0.021 |
0.5% |
4.473 |
Close |
4.608 |
4.646 |
0.038 |
0.8% |
4.608 |
Range |
0.085 |
0.085 |
0.000 |
0.0% |
0.157 |
ATR |
0.105 |
0.104 |
-0.001 |
-1.4% |
0.000 |
Volume |
10,922 |
4,934 |
-5,988 |
-54.8% |
21,844 |
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.876 |
4.846 |
4.693 |
|
R3 |
4.791 |
4.761 |
4.669 |
|
R2 |
4.706 |
4.706 |
4.662 |
|
R1 |
4.676 |
4.676 |
4.654 |
4.691 |
PP |
4.621 |
4.621 |
4.621 |
4.629 |
S1 |
4.591 |
4.591 |
4.638 |
4.606 |
S2 |
4.536 |
4.536 |
4.630 |
|
S3 |
4.451 |
4.506 |
4.623 |
|
S4 |
4.366 |
4.421 |
4.599 |
|
|
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 |
4.651 |
4.473 |
0.178 |
3.8% |
0.098 |
2.1% |
97% |
True |
False |
5,355 |
10 |
4.666 |
4.454 |
0.212 |
4.6% |
0.107 |
2.3% |
91% |
False |
False |
5,488 |
20 |
5.003 |
4.454 |
0.549 |
11.8% |
0.101 |
2.2% |
35% |
False |
False |
4,092 |
40 |
5.434 |
4.454 |
0.980 |
21.1% |
0.099 |
2.1% |
20% |
False |
False |
3,324 |
60 |
5.850 |
4.454 |
1.396 |
30.0% |
0.108 |
2.3% |
14% |
False |
False |
2,924 |
80 |
5.861 |
4.454 |
1.407 |
30.3% |
0.111 |
2.4% |
14% |
False |
False |
2,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.012 |
2.618 |
4.874 |
1.618 |
4.789 |
1.000 |
4.736 |
0.618 |
4.704 |
HIGH |
4.651 |
0.618 |
4.619 |
0.500 |
4.609 |
0.382 |
4.598 |
LOW |
4.566 |
0.618 |
4.513 |
1.000 |
4.481 |
1.618 |
4.428 |
2.618 |
4.343 |
4.250 |
4.205 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.634 |
4.618 |
PP |
4.621 |
4.590 |
S1 |
4.609 |
4.562 |
|