NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 09-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.535 |
4.470 |
-0.065 |
-1.4% |
4.420 |
High |
4.535 |
4.485 |
-0.050 |
-1.1% |
4.600 |
Low |
4.425 |
4.411 |
-0.014 |
-0.3% |
4.419 |
Close |
4.473 |
4.467 |
-0.006 |
-0.1% |
4.569 |
Range |
0.110 |
0.074 |
-0.036 |
-32.7% |
0.181 |
ATR |
0.105 |
0.103 |
-0.002 |
-2.1% |
0.000 |
Volume |
7,652 |
11,395 |
3,743 |
48.9% |
36,518 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.676 |
4.646 |
4.508 |
|
R3 |
4.602 |
4.572 |
4.487 |
|
R2 |
4.528 |
4.528 |
4.481 |
|
R1 |
4.498 |
4.498 |
4.474 |
4.476 |
PP |
4.454 |
4.454 |
4.454 |
4.444 |
S1 |
4.424 |
4.424 |
4.460 |
4.402 |
S2 |
4.380 |
4.380 |
4.453 |
|
S3 |
4.306 |
4.350 |
4.447 |
|
S4 |
4.232 |
4.276 |
4.426 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.072 |
5.002 |
4.669 |
|
R3 |
4.891 |
4.821 |
4.619 |
|
R2 |
4.710 |
4.710 |
4.602 |
|
R1 |
4.640 |
4.640 |
4.586 |
4.675 |
PP |
4.529 |
4.529 |
4.529 |
4.547 |
S1 |
4.459 |
4.459 |
4.552 |
4.494 |
S2 |
4.348 |
4.348 |
4.536 |
|
S3 |
4.167 |
4.278 |
4.519 |
|
S4 |
3.986 |
4.097 |
4.469 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.567 |
4.403 |
0.164 |
3.7% |
0.106 |
2.4% |
39% |
False |
False |
7,827 |
10 |
4.600 |
4.403 |
0.197 |
4.4% |
0.104 |
2.3% |
32% |
False |
False |
7,431 |
20 |
4.914 |
4.403 |
0.511 |
11.4% |
0.094 |
2.1% |
13% |
False |
False |
6,041 |
40 |
5.327 |
4.403 |
0.924 |
20.7% |
0.100 |
2.2% |
7% |
False |
False |
5,630 |
60 |
5.749 |
4.403 |
1.346 |
30.1% |
0.105 |
2.4% |
5% |
False |
False |
5,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.800 |
2.618 |
4.679 |
1.618 |
4.605 |
1.000 |
4.559 |
0.618 |
4.531 |
HIGH |
4.485 |
0.618 |
4.457 |
0.500 |
4.448 |
0.382 |
4.439 |
LOW |
4.411 |
0.618 |
4.365 |
1.000 |
4.337 |
1.618 |
4.291 |
2.618 |
4.217 |
4.250 |
4.097 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.461 |
4.475 |
PP |
4.454 |
4.472 |
S1 |
4.448 |
4.470 |
|