NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 22-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
3.832 |
3.932 |
0.100 |
2.6% |
3.834 |
| High |
3.998 |
4.014 |
0.016 |
0.4% |
4.144 |
| Low |
3.811 |
3.908 |
0.097 |
2.5% |
3.800 |
| Close |
3.919 |
3.966 |
0.047 |
1.2% |
4.024 |
| Range |
0.187 |
0.106 |
-0.081 |
-43.3% |
0.344 |
| ATR |
0.168 |
0.163 |
-0.004 |
-2.6% |
0.000 |
| Volume |
124,197 |
78,126 |
-46,071 |
-37.1% |
655,997 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.281 |
4.229 |
4.024 |
|
| R3 |
4.175 |
4.123 |
3.995 |
|
| R2 |
4.069 |
4.069 |
3.985 |
|
| R1 |
4.017 |
4.017 |
3.976 |
4.043 |
| PP |
3.963 |
3.963 |
3.963 |
3.976 |
| S1 |
3.911 |
3.911 |
3.956 |
3.937 |
| S2 |
3.857 |
3.857 |
3.947 |
|
| S3 |
3.751 |
3.805 |
3.937 |
|
| S4 |
3.645 |
3.699 |
3.908 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.021 |
4.867 |
4.213 |
|
| R3 |
4.677 |
4.523 |
4.119 |
|
| R2 |
4.333 |
4.333 |
4.087 |
|
| R1 |
4.179 |
4.179 |
4.056 |
4.256 |
| PP |
3.989 |
3.989 |
3.989 |
4.028 |
| S1 |
3.835 |
3.835 |
3.992 |
3.912 |
| S2 |
3.645 |
3.645 |
3.961 |
|
| S3 |
3.301 |
3.491 |
3.929 |
|
| S4 |
2.957 |
3.147 |
3.835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.144 |
3.806 |
0.338 |
8.5% |
0.176 |
4.4% |
47% |
False |
False |
121,664 |
| 10 |
4.144 |
3.703 |
0.441 |
11.1% |
0.166 |
4.2% |
60% |
False |
False |
118,565 |
| 20 |
4.144 |
3.693 |
0.451 |
11.4% |
0.166 |
4.2% |
61% |
False |
False |
104,888 |
| 40 |
5.010 |
3.693 |
1.317 |
33.2% |
0.161 |
4.1% |
21% |
False |
False |
84,498 |
| 60 |
5.010 |
3.693 |
1.317 |
33.2% |
0.164 |
4.1% |
21% |
False |
False |
66,853 |
| 80 |
5.345 |
3.693 |
1.652 |
41.7% |
0.171 |
4.3% |
17% |
False |
False |
57,023 |
| 100 |
5.345 |
3.693 |
1.652 |
41.7% |
0.166 |
4.2% |
17% |
False |
False |
49,329 |
| 120 |
5.345 |
3.693 |
1.652 |
41.7% |
0.167 |
4.2% |
17% |
False |
False |
43,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.465 |
|
2.618 |
4.292 |
|
1.618 |
4.186 |
|
1.000 |
4.120 |
|
0.618 |
4.080 |
|
HIGH |
4.014 |
|
0.618 |
3.974 |
|
0.500 |
3.961 |
|
0.382 |
3.948 |
|
LOW |
3.908 |
|
0.618 |
3.842 |
|
1.000 |
3.802 |
|
1.618 |
3.736 |
|
2.618 |
3.630 |
|
4.250 |
3.458 |
|
|
| Fisher Pivots for day following 22-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.964 |
3.947 |
| PP |
3.963 |
3.929 |
| S1 |
3.961 |
3.910 |
|