NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
4.049 |
4.080 |
0.031 |
0.8% |
4.147 |
| High |
4.170 |
4.203 |
0.033 |
0.8% |
4.170 |
| Low |
4.025 |
4.062 |
0.037 |
0.9% |
3.978 |
| Close |
4.125 |
4.169 |
0.044 |
1.1% |
4.125 |
| Range |
0.145 |
0.141 |
-0.004 |
-2.8% |
0.192 |
| ATR |
0.132 |
0.133 |
0.001 |
0.5% |
0.000 |
| Volume |
34,782 |
41,680 |
6,898 |
19.8% |
149,763 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.568 |
4.509 |
4.247 |
|
| R3 |
4.427 |
4.368 |
4.208 |
|
| R2 |
4.286 |
4.286 |
4.195 |
|
| R1 |
4.227 |
4.227 |
4.182 |
4.257 |
| PP |
4.145 |
4.145 |
4.145 |
4.159 |
| S1 |
4.086 |
4.086 |
4.156 |
4.116 |
| S2 |
4.004 |
4.004 |
4.143 |
|
| S3 |
3.863 |
3.945 |
4.130 |
|
| S4 |
3.722 |
3.804 |
4.091 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.667 |
4.588 |
4.231 |
|
| R3 |
4.475 |
4.396 |
4.178 |
|
| R2 |
4.283 |
4.283 |
4.160 |
|
| R1 |
4.204 |
4.204 |
4.143 |
4.148 |
| PP |
4.091 |
4.091 |
4.091 |
4.063 |
| S1 |
4.012 |
4.012 |
4.107 |
3.956 |
| S2 |
3.899 |
3.899 |
4.090 |
|
| S3 |
3.707 |
3.820 |
4.072 |
|
| S4 |
3.515 |
3.628 |
4.019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.203 |
3.978 |
0.225 |
5.4% |
0.136 |
3.3% |
85% |
True |
False |
38,288 |
| 10 |
4.203 |
3.971 |
0.232 |
5.6% |
0.140 |
3.4% |
85% |
True |
False |
35,770 |
| 20 |
4.598 |
3.971 |
0.627 |
15.0% |
0.129 |
3.1% |
32% |
False |
False |
30,282 |
| 40 |
5.150 |
3.971 |
1.179 |
28.3% |
0.127 |
3.0% |
17% |
False |
False |
31,579 |
| 60 |
5.510 |
3.971 |
1.539 |
36.9% |
0.138 |
3.3% |
13% |
False |
False |
25,333 |
| 80 |
5.534 |
3.971 |
1.563 |
37.5% |
0.140 |
3.4% |
13% |
False |
False |
20,966 |
| 100 |
5.534 |
3.971 |
1.563 |
37.5% |
0.138 |
3.3% |
13% |
False |
False |
17,689 |
| 120 |
5.534 |
3.971 |
1.563 |
37.5% |
0.139 |
3.3% |
13% |
False |
False |
15,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.802 |
|
2.618 |
4.572 |
|
1.618 |
4.431 |
|
1.000 |
4.344 |
|
0.618 |
4.290 |
|
HIGH |
4.203 |
|
0.618 |
4.149 |
|
0.500 |
4.133 |
|
0.382 |
4.116 |
|
LOW |
4.062 |
|
0.618 |
3.975 |
|
1.000 |
3.921 |
|
1.618 |
3.834 |
|
2.618 |
3.693 |
|
4.250 |
3.463 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.157 |
4.143 |
| PP |
4.145 |
4.117 |
| S1 |
4.133 |
4.091 |
|