NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 20-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.618 |
4.546 |
-0.072 |
-1.6% |
4.557 |
High |
4.631 |
4.551 |
-0.080 |
-1.7% |
4.681 |
Low |
4.527 |
4.404 |
-0.123 |
-2.7% |
4.447 |
Close |
4.574 |
4.422 |
-0.152 |
-3.3% |
4.574 |
Range |
0.104 |
0.147 |
0.043 |
41.3% |
0.234 |
ATR |
0.119 |
0.122 |
0.004 |
3.1% |
0.000 |
Volume |
27,519 |
15,822 |
-11,697 |
-42.5% |
124,384 |
|
Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.900 |
4.808 |
4.503 |
|
R3 |
4.753 |
4.661 |
4.462 |
|
R2 |
4.606 |
4.606 |
4.449 |
|
R1 |
4.514 |
4.514 |
4.435 |
4.487 |
PP |
4.459 |
4.459 |
4.459 |
4.445 |
S1 |
4.367 |
4.367 |
4.409 |
4.340 |
S2 |
4.312 |
4.312 |
4.395 |
|
S3 |
4.165 |
4.220 |
4.382 |
|
S4 |
4.018 |
4.073 |
4.341 |
|
|
Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.269 |
5.156 |
4.703 |
|
R3 |
5.035 |
4.922 |
4.638 |
|
R2 |
4.801 |
4.801 |
4.617 |
|
R1 |
4.688 |
4.688 |
4.595 |
4.745 |
PP |
4.567 |
4.567 |
4.567 |
4.596 |
S1 |
4.454 |
4.454 |
4.553 |
4.511 |
S2 |
4.333 |
4.333 |
4.531 |
|
S3 |
4.099 |
4.220 |
4.510 |
|
S4 |
3.865 |
3.986 |
4.445 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.681 |
4.404 |
0.277 |
6.3% |
0.136 |
3.1% |
6% |
False |
True |
24,080 |
10 |
4.681 |
4.404 |
0.277 |
6.3% |
0.127 |
2.9% |
6% |
False |
True |
23,426 |
20 |
4.737 |
4.404 |
0.333 |
7.5% |
0.115 |
2.6% |
5% |
False |
True |
20,804 |
40 |
5.468 |
4.404 |
1.064 |
24.1% |
0.115 |
2.6% |
2% |
False |
True |
18,830 |
60 |
5.750 |
4.404 |
1.346 |
30.4% |
0.119 |
2.7% |
1% |
False |
True |
17,040 |
80 |
5.949 |
4.404 |
1.545 |
34.9% |
0.125 |
2.8% |
1% |
False |
True |
15,937 |
100 |
5.949 |
4.404 |
1.545 |
34.9% |
0.125 |
2.8% |
1% |
False |
True |
14,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.176 |
2.618 |
4.936 |
1.618 |
4.789 |
1.000 |
4.698 |
0.618 |
4.642 |
HIGH |
4.551 |
0.618 |
4.495 |
0.500 |
4.478 |
0.382 |
4.460 |
LOW |
4.404 |
0.618 |
4.313 |
1.000 |
4.257 |
1.618 |
4.166 |
2.618 |
4.019 |
4.250 |
3.779 |
|
|
Fisher Pivots for day following 20-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.478 |
4.523 |
PP |
4.459 |
4.489 |
S1 |
4.441 |
4.456 |
|