NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
4.608 |
4.572 |
-0.036 |
-0.8% |
4.600 |
| High |
4.678 |
4.617 |
-0.061 |
-1.3% |
4.630 |
| Low |
4.515 |
4.558 |
0.043 |
1.0% |
4.473 |
| Close |
4.608 |
4.592 |
-0.016 |
-0.3% |
4.608 |
| Range |
0.163 |
0.059 |
-0.104 |
-63.8% |
0.157 |
| ATR |
0.108 |
0.105 |
-0.004 |
-3.2% |
0.000 |
| Volume |
4,609 |
5,080 |
471 |
10.2% |
21,844 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.766 |
4.738 |
4.624 |
|
| R3 |
4.707 |
4.679 |
4.608 |
|
| R2 |
4.648 |
4.648 |
4.603 |
|
| R1 |
4.620 |
4.620 |
4.597 |
4.634 |
| PP |
4.589 |
4.589 |
4.589 |
4.596 |
| S1 |
4.561 |
4.561 |
4.587 |
4.575 |
| S2 |
4.530 |
4.530 |
4.581 |
|
| S3 |
4.471 |
4.502 |
4.576 |
|
| S4 |
4.412 |
4.443 |
4.560 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.041 |
4.982 |
4.694 |
|
| R3 |
4.884 |
4.825 |
4.651 |
|
| R2 |
4.727 |
4.727 |
4.637 |
|
| R1 |
4.668 |
4.668 |
4.622 |
4.698 |
| PP |
4.570 |
4.570 |
4.570 |
4.585 |
| S1 |
4.511 |
4.511 |
4.594 |
4.541 |
| S2 |
4.413 |
4.413 |
4.579 |
|
| S3 |
4.256 |
4.354 |
4.565 |
|
| S4 |
4.099 |
4.197 |
4.522 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.678 |
4.473 |
0.205 |
4.5% |
0.093 |
2.0% |
58% |
False |
False |
6,005 |
| 10 |
4.678 |
4.473 |
0.205 |
4.5% |
0.102 |
2.2% |
58% |
False |
False |
5,568 |
| 20 |
4.955 |
4.454 |
0.501 |
10.9% |
0.100 |
2.2% |
28% |
False |
False |
4,385 |
| 40 |
5.434 |
4.454 |
0.980 |
21.3% |
0.101 |
2.2% |
14% |
False |
False |
3,498 |
| 60 |
5.687 |
4.454 |
1.233 |
26.9% |
0.105 |
2.3% |
11% |
False |
False |
3,015 |
| 80 |
5.861 |
4.454 |
1.407 |
30.6% |
0.111 |
2.4% |
10% |
False |
False |
2,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.868 |
|
2.618 |
4.771 |
|
1.618 |
4.712 |
|
1.000 |
4.676 |
|
0.618 |
4.653 |
|
HIGH |
4.617 |
|
0.618 |
4.594 |
|
0.500 |
4.588 |
|
0.382 |
4.581 |
|
LOW |
4.558 |
|
0.618 |
4.522 |
|
1.000 |
4.499 |
|
1.618 |
4.463 |
|
2.618 |
4.404 |
|
4.250 |
4.307 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.591 |
4.597 |
| PP |
4.589 |
4.595 |
| S1 |
4.588 |
4.594 |
|