NYMEX Natural Gas Future November 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 |
3.939 |
3.936 |
-0.003 |
-0.1% |
4.169 |
| High |
3.942 |
4.010 |
0.068 |
1.7% |
4.250 |
| Low |
3.867 |
3.908 |
0.041 |
1.1% |
3.984 |
| Close |
3.916 |
3.951 |
0.035 |
0.9% |
4.009 |
| Range |
0.075 |
0.102 |
0.027 |
36.0% |
0.266 |
| ATR |
0.147 |
0.144 |
-0.003 |
-2.2% |
0.000 |
| Volume |
99,361 |
86,344 |
-13,017 |
-13.1% |
344,419 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.262 |
4.209 |
4.007 |
|
| R3 |
4.160 |
4.107 |
3.979 |
|
| R2 |
4.058 |
4.058 |
3.970 |
|
| R1 |
4.005 |
4.005 |
3.960 |
4.032 |
| PP |
3.956 |
3.956 |
3.956 |
3.970 |
| S1 |
3.903 |
3.903 |
3.942 |
3.930 |
| S2 |
3.854 |
3.854 |
3.932 |
|
| S3 |
3.752 |
3.801 |
3.923 |
|
| S4 |
3.650 |
3.699 |
3.895 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.879 |
4.710 |
4.155 |
|
| R3 |
4.613 |
4.444 |
4.082 |
|
| R2 |
4.347 |
4.347 |
4.058 |
|
| R1 |
4.178 |
4.178 |
4.033 |
4.130 |
| PP |
4.081 |
4.081 |
4.081 |
4.057 |
| S1 |
3.912 |
3.912 |
3.985 |
3.864 |
| S2 |
3.815 |
3.815 |
3.960 |
|
| S3 |
3.549 |
3.646 |
3.936 |
|
| S4 |
3.283 |
3.380 |
3.863 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.250 |
3.867 |
0.383 |
9.7% |
0.122 |
3.1% |
22% |
False |
False |
77,869 |
| 10 |
4.298 |
3.867 |
0.431 |
10.9% |
0.144 |
3.6% |
19% |
False |
False |
74,270 |
| 20 |
4.298 |
3.867 |
0.431 |
10.9% |
0.141 |
3.6% |
19% |
False |
False |
56,629 |
| 40 |
5.003 |
3.867 |
1.136 |
28.8% |
0.132 |
3.3% |
7% |
False |
False |
46,822 |
| 60 |
5.208 |
3.867 |
1.341 |
33.9% |
0.134 |
3.4% |
6% |
False |
False |
37,232 |
| 80 |
5.534 |
3.867 |
1.667 |
42.2% |
0.140 |
3.5% |
5% |
False |
False |
30,294 |
| 100 |
5.534 |
3.867 |
1.667 |
42.2% |
0.140 |
3.5% |
5% |
False |
False |
25,437 |
| 120 |
5.534 |
3.867 |
1.667 |
42.2% |
0.139 |
3.5% |
5% |
False |
False |
21,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.444 |
|
2.618 |
4.277 |
|
1.618 |
4.175 |
|
1.000 |
4.112 |
|
0.618 |
4.073 |
|
HIGH |
4.010 |
|
0.618 |
3.971 |
|
0.500 |
3.959 |
|
0.382 |
3.947 |
|
LOW |
3.908 |
|
0.618 |
3.845 |
|
1.000 |
3.806 |
|
1.618 |
3.743 |
|
2.618 |
3.641 |
|
4.250 |
3.475 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.959 |
4.022 |
| PP |
3.956 |
3.998 |
| S1 |
3.954 |
3.975 |
|