NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 23-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.423 |
4.466 |
0.043 |
1.0% |
4.511 |
High |
4.478 |
4.515 |
0.037 |
0.8% |
4.613 |
Low |
4.390 |
4.407 |
0.017 |
0.4% |
4.397 |
Close |
4.416 |
4.466 |
0.050 |
1.1% |
4.508 |
Range |
0.088 |
0.108 |
0.020 |
22.7% |
0.216 |
ATR |
0.109 |
0.109 |
0.000 |
-0.1% |
0.000 |
Volume |
10,007 |
5,892 |
-4,115 |
-41.1% |
56,422 |
|
Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.787 |
4.734 |
4.525 |
|
R3 |
4.679 |
4.626 |
4.496 |
|
R2 |
4.571 |
4.571 |
4.486 |
|
R1 |
4.518 |
4.518 |
4.476 |
4.520 |
PP |
4.463 |
4.463 |
4.463 |
4.464 |
S1 |
4.410 |
4.410 |
4.456 |
4.412 |
S2 |
4.355 |
4.355 |
4.446 |
|
S3 |
4.247 |
4.302 |
4.436 |
|
S4 |
4.139 |
4.194 |
4.407 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.154 |
5.047 |
4.627 |
|
R3 |
4.938 |
4.831 |
4.567 |
|
R2 |
4.722 |
4.722 |
4.548 |
|
R1 |
4.615 |
4.615 |
4.528 |
4.561 |
PP |
4.506 |
4.506 |
4.506 |
4.479 |
S1 |
4.399 |
4.399 |
4.488 |
4.345 |
S2 |
4.290 |
4.290 |
4.468 |
|
S3 |
4.074 |
4.183 |
4.449 |
|
S4 |
3.858 |
3.967 |
4.389 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.555 |
4.345 |
0.210 |
4.7% |
0.108 |
2.4% |
58% |
False |
False |
9,373 |
10 |
4.613 |
4.345 |
0.268 |
6.0% |
0.112 |
2.5% |
45% |
False |
False |
10,259 |
20 |
4.613 |
4.345 |
0.268 |
6.0% |
0.108 |
2.4% |
45% |
False |
False |
8,845 |
40 |
5.327 |
4.345 |
0.982 |
22.0% |
0.103 |
2.3% |
12% |
False |
False |
7,363 |
60 |
5.458 |
4.345 |
1.113 |
24.9% |
0.105 |
2.3% |
11% |
False |
False |
6,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.974 |
2.618 |
4.798 |
1.618 |
4.690 |
1.000 |
4.623 |
0.618 |
4.582 |
HIGH |
4.515 |
0.618 |
4.474 |
0.500 |
4.461 |
0.382 |
4.448 |
LOW |
4.407 |
0.618 |
4.340 |
1.000 |
4.299 |
1.618 |
4.232 |
2.618 |
4.124 |
4.250 |
3.948 |
|
|
Fisher Pivots for day following 23-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.464 |
4.456 |
PP |
4.463 |
4.446 |
S1 |
4.461 |
4.437 |
|