NYMEX Natural Gas Future March 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 |
4.534 |
4.542 |
0.008 |
0.2% |
4.521 |
High |
4.555 |
4.580 |
0.025 |
0.5% |
4.568 |
Low |
4.505 |
4.397 |
-0.108 |
-2.4% |
4.403 |
Close |
4.534 |
4.542 |
0.008 |
0.2% |
4.546 |
Range |
0.050 |
0.183 |
0.133 |
266.0% |
0.165 |
ATR |
0.103 |
0.108 |
0.006 |
5.6% |
0.000 |
Volume |
11,813 |
8,646 |
-3,167 |
-26.8% |
38,863 |
|
Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.055 |
4.982 |
4.643 |
|
R3 |
4.872 |
4.799 |
4.592 |
|
R2 |
4.689 |
4.689 |
4.576 |
|
R1 |
4.616 |
4.616 |
4.559 |
4.634 |
PP |
4.506 |
4.506 |
4.506 |
4.515 |
S1 |
4.433 |
4.433 |
4.525 |
4.451 |
S2 |
4.323 |
4.323 |
4.508 |
|
S3 |
4.140 |
4.250 |
4.492 |
|
S4 |
3.957 |
4.067 |
4.441 |
|
|
Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.001 |
4.938 |
4.637 |
|
R3 |
4.836 |
4.773 |
4.591 |
|
R2 |
4.671 |
4.671 |
4.576 |
|
R1 |
4.608 |
4.608 |
4.561 |
4.640 |
PP |
4.506 |
4.506 |
4.506 |
4.521 |
S1 |
4.443 |
4.443 |
4.531 |
4.475 |
S2 |
4.341 |
4.341 |
4.516 |
|
S3 |
4.176 |
4.278 |
4.501 |
|
S4 |
4.011 |
4.113 |
4.455 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.613 |
4.397 |
0.216 |
4.8% |
0.116 |
2.6% |
67% |
False |
True |
11,146 |
10 |
4.613 |
4.397 |
0.216 |
4.8% |
0.111 |
2.5% |
67% |
False |
True |
9,486 |
20 |
4.850 |
4.397 |
0.453 |
10.0% |
0.104 |
2.3% |
32% |
False |
True |
7,638 |
40 |
5.327 |
4.397 |
0.930 |
20.5% |
0.100 |
2.2% |
16% |
False |
True |
6,570 |
60 |
5.582 |
4.397 |
1.185 |
26.1% |
0.103 |
2.3% |
12% |
False |
True |
5,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.358 |
2.618 |
5.059 |
1.618 |
4.876 |
1.000 |
4.763 |
0.618 |
4.693 |
HIGH |
4.580 |
0.618 |
4.510 |
0.500 |
4.489 |
0.382 |
4.467 |
LOW |
4.397 |
0.618 |
4.284 |
1.000 |
4.214 |
1.618 |
4.101 |
2.618 |
3.918 |
4.250 |
3.619 |
|
|
Fisher Pivots for day following 16-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.524 |
4.530 |
PP |
4.506 |
4.517 |
S1 |
4.489 |
4.505 |
|