NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 14-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
4.396 |
4.466 |
0.070 |
1.6% |
4.455 |
| High |
4.500 |
4.496 |
-0.004 |
-0.1% |
4.456 |
| Low |
4.369 |
4.329 |
-0.040 |
-0.9% |
4.284 |
| Close |
4.458 |
4.418 |
-0.040 |
-0.9% |
4.427 |
| Range |
0.131 |
0.167 |
0.036 |
27.5% |
0.172 |
| ATR |
0.119 |
0.123 |
0.003 |
2.9% |
0.000 |
| Volume |
23,299 |
21,596 |
-1,703 |
-7.3% |
106,115 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.915 |
4.834 |
4.510 |
|
| R3 |
4.748 |
4.667 |
4.464 |
|
| R2 |
4.581 |
4.581 |
4.449 |
|
| R1 |
4.500 |
4.500 |
4.433 |
4.457 |
| PP |
4.414 |
4.414 |
4.414 |
4.393 |
| S1 |
4.333 |
4.333 |
4.403 |
4.290 |
| S2 |
4.247 |
4.247 |
4.387 |
|
| S3 |
4.080 |
4.166 |
4.372 |
|
| S4 |
3.913 |
3.999 |
4.326 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.905 |
4.838 |
4.522 |
|
| R3 |
4.733 |
4.666 |
4.474 |
|
| R2 |
4.561 |
4.561 |
4.459 |
|
| R1 |
4.494 |
4.494 |
4.443 |
4.442 |
| PP |
4.389 |
4.389 |
4.389 |
4.363 |
| S1 |
4.322 |
4.322 |
4.411 |
4.270 |
| S2 |
4.217 |
4.217 |
4.395 |
|
| S3 |
4.045 |
4.150 |
4.380 |
|
| S4 |
3.873 |
3.978 |
4.332 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.500 |
4.284 |
0.216 |
4.9% |
0.127 |
2.9% |
62% |
False |
False |
23,901 |
| 10 |
4.522 |
4.284 |
0.238 |
5.4% |
0.125 |
2.8% |
56% |
False |
False |
24,367 |
| 20 |
4.840 |
4.284 |
0.556 |
12.6% |
0.115 |
2.6% |
24% |
False |
False |
19,561 |
| 40 |
5.336 |
4.284 |
1.052 |
23.8% |
0.117 |
2.7% |
13% |
False |
False |
18,186 |
| 60 |
5.732 |
4.284 |
1.448 |
32.8% |
0.126 |
2.9% |
9% |
False |
False |
14,976 |
| 80 |
5.762 |
4.284 |
1.478 |
33.5% |
0.129 |
2.9% |
9% |
False |
False |
12,913 |
| 100 |
5.762 |
4.284 |
1.478 |
33.5% |
0.129 |
2.9% |
9% |
False |
False |
11,377 |
| 120 |
5.762 |
4.284 |
1.478 |
33.5% |
0.132 |
3.0% |
9% |
False |
False |
10,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.206 |
|
2.618 |
4.933 |
|
1.618 |
4.766 |
|
1.000 |
4.663 |
|
0.618 |
4.599 |
|
HIGH |
4.496 |
|
0.618 |
4.432 |
|
0.500 |
4.413 |
|
0.382 |
4.393 |
|
LOW |
4.329 |
|
0.618 |
4.226 |
|
1.000 |
4.162 |
|
1.618 |
4.059 |
|
2.618 |
3.892 |
|
4.250 |
3.619 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.416 |
4.417 |
| PP |
4.414 |
4.416 |
| S1 |
4.413 |
4.415 |
|