NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 24-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.543 |
4.543 |
0.000 |
0.0% |
4.430 |
High |
4.600 |
4.543 |
-0.057 |
-1.2% |
4.600 |
Low |
4.496 |
4.435 |
-0.061 |
-1.4% |
4.414 |
Close |
4.543 |
4.442 |
-0.101 |
-2.2% |
4.442 |
Range |
0.104 |
0.108 |
0.004 |
3.8% |
0.186 |
ATR |
0.111 |
0.110 |
0.000 |
-0.2% |
0.000 |
Volume |
4,123 |
3,831 |
-292 |
-7.1% |
23,169 |
|
Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.797 |
4.728 |
4.501 |
|
R3 |
4.689 |
4.620 |
4.472 |
|
R2 |
4.581 |
4.581 |
4.462 |
|
R1 |
4.512 |
4.512 |
4.452 |
4.493 |
PP |
4.473 |
4.473 |
4.473 |
4.464 |
S1 |
4.404 |
4.404 |
4.432 |
4.385 |
S2 |
4.365 |
4.365 |
4.422 |
|
S3 |
4.257 |
4.296 |
4.412 |
|
S4 |
4.149 |
4.188 |
4.383 |
|
|
Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.043 |
4.929 |
4.544 |
|
R3 |
4.857 |
4.743 |
4.493 |
|
R2 |
4.671 |
4.671 |
4.476 |
|
R1 |
4.557 |
4.557 |
4.459 |
4.614 |
PP |
4.485 |
4.485 |
4.485 |
4.514 |
S1 |
4.371 |
4.371 |
4.425 |
4.428 |
S2 |
4.299 |
4.299 |
4.408 |
|
S3 |
4.113 |
4.185 |
4.391 |
|
S4 |
3.927 |
3.999 |
4.340 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.600 |
4.414 |
0.186 |
4.2% |
0.105 |
2.4% |
15% |
False |
False |
4,633 |
10 |
4.678 |
4.414 |
0.264 |
5.9% |
0.112 |
2.5% |
11% |
False |
False |
4,822 |
20 |
4.678 |
4.414 |
0.264 |
5.9% |
0.111 |
2.5% |
11% |
False |
False |
5,093 |
40 |
5.434 |
4.414 |
1.020 |
23.0% |
0.106 |
2.4% |
3% |
False |
False |
4,080 |
60 |
5.570 |
4.414 |
1.156 |
26.0% |
0.108 |
2.4% |
2% |
False |
False |
3,349 |
80 |
5.861 |
4.414 |
1.447 |
32.6% |
0.111 |
2.5% |
2% |
False |
False |
3,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.002 |
2.618 |
4.826 |
1.618 |
4.718 |
1.000 |
4.651 |
0.618 |
4.610 |
HIGH |
4.543 |
0.618 |
4.502 |
0.500 |
4.489 |
0.382 |
4.476 |
LOW |
4.435 |
0.618 |
4.368 |
1.000 |
4.327 |
1.618 |
4.260 |
2.618 |
4.152 |
4.250 |
3.976 |
|
|
Fisher Pivots for day following 24-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.489 |
4.518 |
PP |
4.473 |
4.492 |
S1 |
4.458 |
4.467 |
|