NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 14-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
3.834 |
3.937 |
0.103 |
2.7% |
3.933 |
| High |
3.975 |
4.020 |
0.045 |
1.1% |
3.939 |
| Low |
3.800 |
3.843 |
0.043 |
1.1% |
3.703 |
| Close |
3.938 |
3.966 |
0.028 |
0.7% |
3.883 |
| Range |
0.175 |
0.177 |
0.002 |
1.1% |
0.236 |
| ATR |
0.157 |
0.158 |
0.001 |
0.9% |
0.000 |
| Volume |
99,582 |
137,724 |
38,142 |
38.3% |
388,284 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.474 |
4.397 |
4.063 |
|
| R3 |
4.297 |
4.220 |
4.015 |
|
| R2 |
4.120 |
4.120 |
3.998 |
|
| R1 |
4.043 |
4.043 |
3.982 |
4.082 |
| PP |
3.943 |
3.943 |
3.943 |
3.962 |
| S1 |
3.866 |
3.866 |
3.950 |
3.905 |
| S2 |
3.766 |
3.766 |
3.934 |
|
| S3 |
3.589 |
3.689 |
3.917 |
|
| S4 |
3.412 |
3.512 |
3.869 |
|
|
| 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 |
4.020 |
3.703 |
0.317 |
8.0% |
0.155 |
3.9% |
83% |
True |
False |
105,711 |
| 10 |
4.020 |
3.697 |
0.323 |
8.1% |
0.160 |
4.0% |
83% |
True |
False |
101,529 |
| 20 |
4.450 |
3.693 |
0.757 |
19.1% |
0.153 |
3.9% |
36% |
False |
False |
86,014 |
| 40 |
5.010 |
3.693 |
1.317 |
33.2% |
0.156 |
3.9% |
21% |
False |
False |
70,382 |
| 60 |
5.310 |
3.693 |
1.617 |
40.8% |
0.165 |
4.2% |
17% |
False |
False |
56,772 |
| 80 |
5.345 |
3.693 |
1.652 |
41.7% |
0.168 |
4.2% |
17% |
False |
False |
49,114 |
| 100 |
5.345 |
3.693 |
1.652 |
41.7% |
0.168 |
4.2% |
17% |
False |
False |
42,923 |
| 120 |
5.345 |
3.693 |
1.652 |
41.7% |
0.167 |
4.2% |
17% |
False |
False |
38,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.772 |
|
2.618 |
4.483 |
|
1.618 |
4.306 |
|
1.000 |
4.197 |
|
0.618 |
4.129 |
|
HIGH |
4.020 |
|
0.618 |
3.952 |
|
0.500 |
3.932 |
|
0.382 |
3.911 |
|
LOW |
3.843 |
|
0.618 |
3.734 |
|
1.000 |
3.666 |
|
1.618 |
3.557 |
|
2.618 |
3.380 |
|
4.250 |
3.091 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.955 |
3.943 |
| PP |
3.943 |
3.920 |
| S1 |
3.932 |
3.897 |
|