NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 29-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
3.936 |
3.961 |
0.025 |
0.6% |
4.169 |
| High |
4.010 |
3.980 |
-0.030 |
-0.7% |
4.250 |
| Low |
3.908 |
3.903 |
-0.005 |
-0.1% |
3.984 |
| Close |
3.951 |
3.962 |
0.011 |
0.3% |
4.009 |
| Range |
0.102 |
0.077 |
-0.025 |
-24.5% |
0.266 |
| ATR |
0.144 |
0.139 |
-0.005 |
-3.3% |
0.000 |
| Volume |
86,344 |
60,989 |
-25,355 |
-29.4% |
344,419 |
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.179 |
4.148 |
4.004 |
|
| R3 |
4.102 |
4.071 |
3.983 |
|
| R2 |
4.025 |
4.025 |
3.976 |
|
| R1 |
3.994 |
3.994 |
3.969 |
4.010 |
| PP |
3.948 |
3.948 |
3.948 |
3.956 |
| S1 |
3.917 |
3.917 |
3.955 |
3.933 |
| S2 |
3.871 |
3.871 |
3.948 |
|
| S3 |
3.794 |
3.840 |
3.941 |
|
| S4 |
3.717 |
3.763 |
3.920 |
|
|
| 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% |
0.117 |
2.9% |
25% |
False |
False |
79,885 |
| 10 |
4.298 |
3.867 |
0.431 |
10.9% |
0.142 |
3.6% |
22% |
False |
False |
74,028 |
| 20 |
4.298 |
3.867 |
0.431 |
10.9% |
0.139 |
3.5% |
22% |
False |
False |
58,101 |
| 40 |
4.965 |
3.867 |
1.098 |
27.7% |
0.130 |
3.3% |
9% |
False |
False |
47,688 |
| 60 |
5.150 |
3.867 |
1.283 |
32.4% |
0.133 |
3.3% |
7% |
False |
False |
38,011 |
| 80 |
5.534 |
3.867 |
1.667 |
42.1% |
0.138 |
3.5% |
6% |
False |
False |
30,909 |
| 100 |
5.534 |
3.867 |
1.667 |
42.1% |
0.139 |
3.5% |
6% |
False |
False |
25,991 |
| 120 |
5.534 |
3.867 |
1.667 |
42.1% |
0.138 |
3.5% |
6% |
False |
False |
22,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.307 |
|
2.618 |
4.182 |
|
1.618 |
4.105 |
|
1.000 |
4.057 |
|
0.618 |
4.028 |
|
HIGH |
3.980 |
|
0.618 |
3.951 |
|
0.500 |
3.942 |
|
0.382 |
3.932 |
|
LOW |
3.903 |
|
0.618 |
3.855 |
|
1.000 |
3.826 |
|
1.618 |
3.778 |
|
2.618 |
3.701 |
|
4.250 |
3.576 |
|
|
| Fisher Pivots for day following 29-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.955 |
3.954 |
| PP |
3.948 |
3.946 |
| S1 |
3.942 |
3.939 |
|