NYMEX Natural Gas Future January 2011
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 |
4.319 |
4.354 |
0.035 |
0.8% |
4.546 |
High |
4.400 |
4.361 |
-0.039 |
-0.9% |
4.616 |
Low |
4.310 |
4.285 |
-0.025 |
-0.6% |
4.404 |
Close |
4.342 |
4.342 |
0.000 |
0.0% |
4.435 |
Range |
0.090 |
0.076 |
-0.014 |
-15.6% |
0.212 |
ATR |
0.121 |
0.117 |
-0.003 |
-2.6% |
0.000 |
Volume |
32,241 |
17,420 |
-14,821 |
-46.0% |
101,539 |
|
Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.557 |
4.526 |
4.384 |
|
R3 |
4.481 |
4.450 |
4.363 |
|
R2 |
4.405 |
4.405 |
4.356 |
|
R1 |
4.374 |
4.374 |
4.349 |
4.352 |
PP |
4.329 |
4.329 |
4.329 |
4.318 |
S1 |
4.298 |
4.298 |
4.335 |
4.276 |
S2 |
4.253 |
4.253 |
4.328 |
|
S3 |
4.177 |
4.222 |
4.321 |
|
S4 |
4.101 |
4.146 |
4.300 |
|
|
Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.121 |
4.990 |
4.552 |
|
R3 |
4.909 |
4.778 |
4.493 |
|
R2 |
4.697 |
4.697 |
4.474 |
|
R1 |
4.566 |
4.566 |
4.454 |
4.526 |
PP |
4.485 |
4.485 |
4.485 |
4.465 |
S1 |
4.354 |
4.354 |
4.416 |
4.314 |
S2 |
4.273 |
4.273 |
4.396 |
|
S3 |
4.061 |
4.142 |
4.377 |
|
S4 |
3.849 |
3.930 |
4.318 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.616 |
4.285 |
0.331 |
7.6% |
0.115 |
2.7% |
17% |
False |
True |
21,637 |
10 |
4.641 |
4.285 |
0.356 |
8.2% |
0.122 |
2.8% |
16% |
False |
True |
21,604 |
20 |
4.681 |
4.285 |
0.396 |
9.1% |
0.119 |
2.7% |
14% |
False |
True |
22,756 |
40 |
5.350 |
4.285 |
1.065 |
24.5% |
0.113 |
2.6% |
5% |
False |
True |
19,521 |
60 |
5.519 |
4.285 |
1.234 |
28.4% |
0.115 |
2.6% |
5% |
False |
True |
18,169 |
80 |
5.949 |
4.285 |
1.664 |
38.3% |
0.121 |
2.8% |
3% |
False |
True |
16,703 |
100 |
5.949 |
4.285 |
1.664 |
38.3% |
0.123 |
2.8% |
3% |
False |
True |
15,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.684 |
2.618 |
4.560 |
1.618 |
4.484 |
1.000 |
4.437 |
0.618 |
4.408 |
HIGH |
4.361 |
0.618 |
4.332 |
0.500 |
4.323 |
0.382 |
4.314 |
LOW |
4.285 |
0.618 |
4.238 |
1.000 |
4.209 |
1.618 |
4.162 |
2.618 |
4.086 |
4.250 |
3.962 |
|
|
Fisher Pivots for day following 29-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.336 |
4.364 |
PP |
4.329 |
4.357 |
S1 |
4.323 |
4.349 |
|