NYMEX Natural Gas Future December 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 |
4.403 |
4.435 |
0.032 |
0.7% |
4.455 |
| High |
4.445 |
4.500 |
0.055 |
1.2% |
4.456 |
| Low |
4.366 |
4.273 |
-0.093 |
-2.1% |
4.284 |
| Close |
4.420 |
4.450 |
0.030 |
0.7% |
4.427 |
| Range |
0.079 |
0.227 |
0.148 |
187.3% |
0.172 |
| ATR |
0.120 |
0.127 |
0.008 |
6.4% |
0.000 |
| Volume |
24,831 |
32,884 |
8,053 |
32.4% |
106,115 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.089 |
4.996 |
4.575 |
|
| R3 |
4.862 |
4.769 |
4.512 |
|
| R2 |
4.635 |
4.635 |
4.492 |
|
| R1 |
4.542 |
4.542 |
4.471 |
4.589 |
| PP |
4.408 |
4.408 |
4.408 |
4.431 |
| S1 |
4.315 |
4.315 |
4.429 |
4.362 |
| S2 |
4.181 |
4.181 |
4.408 |
|
| S3 |
3.954 |
4.088 |
4.388 |
|
| S4 |
3.727 |
3.861 |
4.325 |
|
|
| 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 |
4.273 |
0.227 |
5.1% |
0.146 |
3.3% |
78% |
True |
True |
24,698 |
| 10 |
4.500 |
4.273 |
0.227 |
5.1% |
0.133 |
3.0% |
78% |
True |
True |
25,645 |
| 20 |
4.840 |
4.273 |
0.567 |
12.7% |
0.123 |
2.8% |
31% |
False |
True |
20,833 |
| 40 |
5.336 |
4.273 |
1.063 |
23.9% |
0.120 |
2.7% |
17% |
False |
True |
19,262 |
| 60 |
5.570 |
4.273 |
1.297 |
29.1% |
0.124 |
2.8% |
14% |
False |
True |
15,730 |
| 80 |
5.762 |
4.273 |
1.489 |
33.5% |
0.130 |
2.9% |
12% |
False |
True |
13,541 |
| 100 |
5.762 |
4.273 |
1.489 |
33.5% |
0.129 |
2.9% |
12% |
False |
True |
11,880 |
| 120 |
5.762 |
4.273 |
1.489 |
33.5% |
0.133 |
3.0% |
12% |
False |
True |
10,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.465 |
|
2.618 |
5.094 |
|
1.618 |
4.867 |
|
1.000 |
4.727 |
|
0.618 |
4.640 |
|
HIGH |
4.500 |
|
0.618 |
4.413 |
|
0.500 |
4.387 |
|
0.382 |
4.360 |
|
LOW |
4.273 |
|
0.618 |
4.133 |
|
1.000 |
4.046 |
|
1.618 |
3.906 |
|
2.618 |
3.679 |
|
4.250 |
3.308 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.429 |
4.429 |
| PP |
4.408 |
4.408 |
| S1 |
4.387 |
4.387 |
|