NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
4.160 |
4.199 |
0.039 |
0.9% |
4.147 |
| High |
4.225 |
4.298 |
0.073 |
1.7% |
4.170 |
| Low |
4.126 |
4.040 |
-0.086 |
-2.1% |
3.978 |
| Close |
4.191 |
4.238 |
0.047 |
1.1% |
4.125 |
| Range |
0.099 |
0.258 |
0.159 |
160.6% |
0.192 |
| ATR |
0.133 |
0.142 |
0.009 |
6.7% |
0.000 |
| Volume |
63,414 |
97,776 |
34,362 |
54.2% |
149,763 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.966 |
4.860 |
4.380 |
|
| R3 |
4.708 |
4.602 |
4.309 |
|
| R2 |
4.450 |
4.450 |
4.285 |
|
| R1 |
4.344 |
4.344 |
4.262 |
4.397 |
| PP |
4.192 |
4.192 |
4.192 |
4.219 |
| S1 |
4.086 |
4.086 |
4.214 |
4.139 |
| S2 |
3.934 |
3.934 |
4.191 |
|
| S3 |
3.676 |
3.828 |
4.167 |
|
| S4 |
3.418 |
3.570 |
4.096 |
|
|
| 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 |
4.298 |
4.025 |
0.273 |
6.4% |
0.163 |
3.8% |
78% |
True |
False |
60,290 |
| 10 |
4.298 |
3.971 |
0.327 |
7.7% |
0.149 |
3.5% |
82% |
True |
False |
47,799 |
| 20 |
4.590 |
3.971 |
0.619 |
14.6% |
0.138 |
3.3% |
43% |
False |
False |
37,557 |
| 40 |
5.150 |
3.971 |
1.179 |
27.8% |
0.132 |
3.1% |
23% |
False |
False |
36,260 |
| 60 |
5.283 |
3.971 |
1.312 |
31.0% |
0.137 |
3.2% |
20% |
False |
False |
28,805 |
| 80 |
5.534 |
3.971 |
1.563 |
36.9% |
0.143 |
3.4% |
17% |
False |
False |
23,583 |
| 100 |
5.534 |
3.971 |
1.563 |
36.9% |
0.139 |
3.3% |
17% |
False |
False |
19,861 |
| 120 |
5.534 |
3.971 |
1.563 |
36.9% |
0.141 |
3.3% |
17% |
False |
False |
16,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.395 |
|
2.618 |
4.973 |
|
1.618 |
4.715 |
|
1.000 |
4.556 |
|
0.618 |
4.457 |
|
HIGH |
4.298 |
|
0.618 |
4.199 |
|
0.500 |
4.169 |
|
0.382 |
4.139 |
|
LOW |
4.040 |
|
0.618 |
3.881 |
|
1.000 |
3.782 |
|
1.618 |
3.623 |
|
2.618 |
3.365 |
|
4.250 |
2.944 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.215 |
4.215 |
| PP |
4.192 |
4.192 |
| S1 |
4.169 |
4.169 |
|