NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
3.822 |
3.805 |
-0.017 |
-0.4% |
3.933 |
| High |
3.840 |
3.939 |
0.099 |
2.6% |
3.939 |
| Low |
3.703 |
3.773 |
0.070 |
1.9% |
3.703 |
| Close |
3.797 |
3.883 |
0.086 |
2.3% |
3.883 |
| Range |
0.137 |
0.166 |
0.029 |
21.2% |
0.236 |
| ATR |
0.155 |
0.155 |
0.001 |
0.5% |
0.000 |
| Volume |
118,495 |
100,206 |
-18,289 |
-15.4% |
388,284 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.363 |
4.289 |
3.974 |
|
| R3 |
4.197 |
4.123 |
3.929 |
|
| R2 |
4.031 |
4.031 |
3.913 |
|
| R1 |
3.957 |
3.957 |
3.898 |
3.994 |
| PP |
3.865 |
3.865 |
3.865 |
3.884 |
| S1 |
3.791 |
3.791 |
3.868 |
3.828 |
| S2 |
3.699 |
3.699 |
3.853 |
|
| S3 |
3.533 |
3.625 |
3.837 |
|
| S4 |
3.367 |
3.459 |
3.792 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.550 |
4.452 |
4.013 |
|
| R3 |
4.314 |
4.216 |
3.948 |
|
| R2 |
4.078 |
4.078 |
3.926 |
|
| R1 |
3.980 |
3.980 |
3.905 |
3.911 |
| PP |
3.842 |
3.842 |
3.842 |
3.807 |
| S1 |
3.744 |
3.744 |
3.861 |
3.675 |
| S2 |
3.606 |
3.606 |
3.840 |
|
| S3 |
3.370 |
3.508 |
3.818 |
|
| S4 |
3.134 |
3.272 |
3.753 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.946 |
3.703 |
0.243 |
6.3% |
0.155 |
4.0% |
74% |
False |
False |
95,213 |
| 10 |
3.946 |
3.693 |
0.253 |
6.5% |
0.161 |
4.2% |
75% |
False |
False |
98,503 |
| 20 |
4.450 |
3.693 |
0.757 |
19.5% |
0.148 |
3.8% |
25% |
False |
False |
81,322 |
| 40 |
5.010 |
3.693 |
1.317 |
33.9% |
0.154 |
4.0% |
14% |
False |
False |
66,396 |
| 60 |
5.310 |
3.693 |
1.617 |
41.6% |
0.165 |
4.3% |
12% |
False |
False |
53,683 |
| 80 |
5.345 |
3.693 |
1.652 |
42.5% |
0.171 |
4.4% |
12% |
False |
False |
46,760 |
| 100 |
5.345 |
3.693 |
1.652 |
42.5% |
0.167 |
4.3% |
12% |
False |
False |
40,708 |
| 120 |
5.345 |
3.693 |
1.652 |
42.5% |
0.166 |
4.3% |
12% |
False |
False |
36,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.645 |
|
2.618 |
4.374 |
|
1.618 |
4.208 |
|
1.000 |
4.105 |
|
0.618 |
4.042 |
|
HIGH |
3.939 |
|
0.618 |
3.876 |
|
0.500 |
3.856 |
|
0.382 |
3.836 |
|
LOW |
3.773 |
|
0.618 |
3.670 |
|
1.000 |
3.607 |
|
1.618 |
3.504 |
|
2.618 |
3.338 |
|
4.250 |
3.068 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.874 |
3.862 |
| PP |
3.865 |
3.842 |
| S1 |
3.856 |
3.821 |
|