NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 29-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.329 |
4.351 |
0.022 |
0.5% |
4.430 |
High |
4.409 |
4.367 |
-0.042 |
-1.0% |
4.600 |
Low |
4.326 |
4.298 |
-0.028 |
-0.6% |
4.414 |
Close |
4.355 |
4.352 |
-0.003 |
-0.1% |
4.442 |
Range |
0.083 |
0.069 |
-0.014 |
-16.9% |
0.186 |
ATR |
0.110 |
0.107 |
-0.003 |
-2.7% |
0.000 |
Volume |
5,765 |
4,720 |
-1,045 |
-18.1% |
23,169 |
|
Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.546 |
4.518 |
4.390 |
|
R3 |
4.477 |
4.449 |
4.371 |
|
R2 |
4.408 |
4.408 |
4.365 |
|
R1 |
4.380 |
4.380 |
4.358 |
4.394 |
PP |
4.339 |
4.339 |
4.339 |
4.346 |
S1 |
4.311 |
4.311 |
4.346 |
4.325 |
S2 |
4.270 |
4.270 |
4.339 |
|
S3 |
4.201 |
4.242 |
4.333 |
|
S4 |
4.132 |
4.173 |
4.314 |
|
|
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 |
4.298 |
0.302 |
6.9% |
0.095 |
2.2% |
18% |
False |
True |
4,512 |
10 |
4.641 |
4.298 |
0.343 |
7.9% |
0.108 |
2.5% |
16% |
False |
True |
4,820 |
20 |
4.678 |
4.298 |
0.380 |
8.7% |
0.105 |
2.4% |
14% |
False |
True |
5,194 |
40 |
5.280 |
4.298 |
0.982 |
22.6% |
0.102 |
2.3% |
5% |
False |
True |
4,146 |
60 |
5.469 |
4.298 |
1.171 |
26.9% |
0.103 |
2.4% |
5% |
False |
True |
3,473 |
80 |
5.861 |
4.298 |
1.563 |
35.9% |
0.108 |
2.5% |
3% |
False |
True |
3,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.660 |
2.618 |
4.548 |
1.618 |
4.479 |
1.000 |
4.436 |
0.618 |
4.410 |
HIGH |
4.367 |
0.618 |
4.341 |
0.500 |
4.333 |
0.382 |
4.324 |
LOW |
4.298 |
0.618 |
4.255 |
1.000 |
4.229 |
1.618 |
4.186 |
2.618 |
4.117 |
4.250 |
4.005 |
|
|
Fisher Pivots for day following 29-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.346 |
4.359 |
PP |
4.339 |
4.356 |
S1 |
4.333 |
4.354 |
|