NYMEX Natural Gas Future October 2010
| Trading Metrics calculated at close of trading on 28-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
3.818 |
3.814 |
-0.004 |
-0.1% |
3.970 |
| High |
3.829 |
3.895 |
0.066 |
1.7% |
4.133 |
| Low |
3.732 |
3.784 |
0.052 |
1.4% |
3.806 |
| Close |
3.800 |
3.837 |
0.037 |
1.0% |
3.881 |
| Range |
0.097 |
0.111 |
0.014 |
14.4% |
0.327 |
| ATR |
0.163 |
0.159 |
-0.004 |
-2.3% |
0.000 |
| Volume |
54,950 |
14,667 |
-40,283 |
-73.3% |
486,209 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.172 |
4.115 |
3.898 |
|
| R3 |
4.061 |
4.004 |
3.868 |
|
| R2 |
3.950 |
3.950 |
3.857 |
|
| R1 |
3.893 |
3.893 |
3.847 |
3.922 |
| PP |
3.839 |
3.839 |
3.839 |
3.853 |
| S1 |
3.782 |
3.782 |
3.827 |
3.811 |
| S2 |
3.728 |
3.728 |
3.817 |
|
| S3 |
3.617 |
3.671 |
3.806 |
|
| S4 |
3.506 |
3.560 |
3.776 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.921 |
4.728 |
4.061 |
|
| R3 |
4.594 |
4.401 |
3.971 |
|
| R2 |
4.267 |
4.267 |
3.941 |
|
| R1 |
4.074 |
4.074 |
3.911 |
4.007 |
| PP |
3.940 |
3.940 |
3.940 |
3.907 |
| S1 |
3.747 |
3.747 |
3.851 |
3.680 |
| S2 |
3.613 |
3.613 |
3.821 |
|
| S3 |
3.286 |
3.420 |
3.791 |
|
| S4 |
2.959 |
3.093 |
3.701 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.133 |
3.732 |
0.401 |
10.5% |
0.128 |
3.3% |
26% |
False |
False |
64,598 |
| 10 |
4.144 |
3.732 |
0.412 |
10.7% |
0.154 |
4.0% |
25% |
False |
False |
97,451 |
| 20 |
4.144 |
3.697 |
0.447 |
11.6% |
0.157 |
4.1% |
31% |
False |
False |
99,490 |
| 40 |
4.850 |
3.693 |
1.157 |
30.2% |
0.154 |
4.0% |
12% |
False |
False |
85,678 |
| 60 |
5.010 |
3.693 |
1.317 |
34.3% |
0.157 |
4.1% |
11% |
False |
False |
68,959 |
| 80 |
5.345 |
3.693 |
1.652 |
43.1% |
0.166 |
4.3% |
9% |
False |
False |
58,559 |
| 100 |
5.345 |
3.693 |
1.652 |
43.1% |
0.167 |
4.3% |
9% |
False |
False |
51,266 |
| 120 |
5.345 |
3.693 |
1.652 |
43.1% |
0.165 |
4.3% |
9% |
False |
False |
44,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.367 |
|
2.618 |
4.186 |
|
1.618 |
4.075 |
|
1.000 |
4.006 |
|
0.618 |
3.964 |
|
HIGH |
3.895 |
|
0.618 |
3.853 |
|
0.500 |
3.840 |
|
0.382 |
3.826 |
|
LOW |
3.784 |
|
0.618 |
3.715 |
|
1.000 |
3.673 |
|
1.618 |
3.604 |
|
2.618 |
3.493 |
|
4.250 |
3.312 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.840 |
3.886 |
| PP |
3.839 |
3.869 |
| S1 |
3.838 |
3.853 |
|