NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
3.750 |
3.810 |
0.060 |
1.6% |
3.746 |
| High |
3.844 |
3.946 |
0.102 |
2.7% |
3.946 |
| Low |
3.697 |
3.757 |
0.060 |
1.6% |
3.693 |
| Close |
3.751 |
3.939 |
0.188 |
5.0% |
3.939 |
| Range |
0.147 |
0.189 |
0.042 |
28.6% |
0.253 |
| ATR |
0.155 |
0.158 |
0.003 |
1.8% |
0.000 |
| Volume |
94,867 |
87,784 |
-7,083 |
-7.5% |
495,746 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.448 |
4.382 |
4.043 |
|
| R3 |
4.259 |
4.193 |
3.991 |
|
| R2 |
4.070 |
4.070 |
3.974 |
|
| R1 |
4.004 |
4.004 |
3.956 |
4.037 |
| PP |
3.881 |
3.881 |
3.881 |
3.897 |
| S1 |
3.815 |
3.815 |
3.922 |
3.848 |
| S2 |
3.692 |
3.692 |
3.904 |
|
| S3 |
3.503 |
3.626 |
3.887 |
|
| S4 |
3.314 |
3.437 |
3.835 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.618 |
4.532 |
4.078 |
|
| R3 |
4.365 |
4.279 |
4.009 |
|
| R2 |
4.112 |
4.112 |
3.985 |
|
| R1 |
4.026 |
4.026 |
3.962 |
4.069 |
| PP |
3.859 |
3.859 |
3.859 |
3.881 |
| S1 |
3.773 |
3.773 |
3.916 |
3.816 |
| S2 |
3.606 |
3.606 |
3.893 |
|
| S3 |
3.353 |
3.520 |
3.869 |
|
| S4 |
3.100 |
3.267 |
3.800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.946 |
3.693 |
0.253 |
6.4% |
0.168 |
4.3% |
97% |
True |
False |
99,149 |
| 10 |
4.142 |
3.693 |
0.449 |
11.4% |
0.153 |
3.9% |
55% |
False |
False |
83,448 |
| 20 |
4.538 |
3.693 |
0.845 |
21.5% |
0.145 |
3.7% |
29% |
False |
False |
80,718 |
| 40 |
5.010 |
3.693 |
1.317 |
33.4% |
0.155 |
3.9% |
19% |
False |
False |
59,908 |
| 60 |
5.345 |
3.693 |
1.652 |
41.9% |
0.166 |
4.2% |
15% |
False |
False |
49,051 |
| 80 |
5.345 |
3.693 |
1.652 |
41.9% |
0.171 |
4.3% |
15% |
False |
False |
43,171 |
| 100 |
5.345 |
3.693 |
1.652 |
41.9% |
0.167 |
4.2% |
15% |
False |
False |
37,332 |
| 120 |
5.345 |
3.693 |
1.652 |
41.9% |
0.165 |
4.2% |
15% |
False |
False |
33,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.749 |
|
2.618 |
4.441 |
|
1.618 |
4.252 |
|
1.000 |
4.135 |
|
0.618 |
4.063 |
|
HIGH |
3.946 |
|
0.618 |
3.874 |
|
0.500 |
3.852 |
|
0.382 |
3.829 |
|
LOW |
3.757 |
|
0.618 |
3.640 |
|
1.000 |
3.568 |
|
1.618 |
3.451 |
|
2.618 |
3.262 |
|
4.250 |
2.954 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.910 |
3.900 |
| PP |
3.881 |
3.861 |
| S1 |
3.852 |
3.822 |
|