NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 16-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.572 |
4.618 |
0.046 |
1.0% |
4.600 |
High |
4.617 |
4.641 |
0.024 |
0.5% |
4.630 |
Low |
4.558 |
4.450 |
-0.108 |
-2.4% |
4.473 |
Close |
4.592 |
4.606 |
0.014 |
0.3% |
4.608 |
Range |
0.059 |
0.191 |
0.132 |
223.7% |
0.157 |
ATR |
0.105 |
0.111 |
0.006 |
5.9% |
0.000 |
Volume |
5,080 |
3,983 |
-1,097 |
-21.6% |
21,844 |
|
Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.139 |
5.063 |
4.711 |
|
R3 |
4.948 |
4.872 |
4.659 |
|
R2 |
4.757 |
4.757 |
4.641 |
|
R1 |
4.681 |
4.681 |
4.624 |
4.624 |
PP |
4.566 |
4.566 |
4.566 |
4.537 |
S1 |
4.490 |
4.490 |
4.588 |
4.433 |
S2 |
4.375 |
4.375 |
4.571 |
|
S3 |
4.184 |
4.299 |
4.553 |
|
S4 |
3.993 |
4.108 |
4.501 |
|
|
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 |
4.678 |
4.450 |
0.228 |
5.0% |
0.117 |
2.5% |
68% |
False |
True |
5,905 |
10 |
4.678 |
4.450 |
0.228 |
5.0% |
0.111 |
2.4% |
68% |
False |
True |
5,380 |
20 |
4.955 |
4.450 |
0.505 |
11.0% |
0.107 |
2.3% |
31% |
False |
True |
4,509 |
40 |
5.434 |
4.450 |
0.984 |
21.4% |
0.103 |
2.2% |
16% |
False |
True |
3,565 |
60 |
5.687 |
4.450 |
1.237 |
26.9% |
0.107 |
2.3% |
13% |
False |
True |
3,034 |
80 |
5.861 |
4.450 |
1.411 |
30.6% |
0.112 |
2.4% |
11% |
False |
True |
2,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.453 |
2.618 |
5.141 |
1.618 |
4.950 |
1.000 |
4.832 |
0.618 |
4.759 |
HIGH |
4.641 |
0.618 |
4.568 |
0.500 |
4.546 |
0.382 |
4.523 |
LOW |
4.450 |
0.618 |
4.332 |
1.000 |
4.259 |
1.618 |
4.141 |
2.618 |
3.950 |
4.250 |
3.638 |
|
|
Fisher Pivots for day following 16-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.586 |
4.592 |
PP |
4.566 |
4.578 |
S1 |
4.546 |
4.564 |
|