NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
4.618 |
4.577 |
-0.041 |
-0.9% |
4.595 |
| High |
4.641 |
4.629 |
-0.012 |
-0.3% |
4.678 |
| Low |
4.450 |
4.528 |
0.078 |
1.8% |
4.450 |
| Close |
4.606 |
4.577 |
-0.029 |
-0.6% |
4.577 |
| Range |
0.191 |
0.101 |
-0.090 |
-47.1% |
0.228 |
| ATR |
0.111 |
0.110 |
-0.001 |
-0.6% |
0.000 |
| Volume |
3,983 |
6,445 |
2,462 |
61.8% |
25,051 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.881 |
4.830 |
4.633 |
|
| R3 |
4.780 |
4.729 |
4.605 |
|
| R2 |
4.679 |
4.679 |
4.596 |
|
| R1 |
4.628 |
4.628 |
4.586 |
4.628 |
| PP |
4.578 |
4.578 |
4.578 |
4.578 |
| S1 |
4.527 |
4.527 |
4.568 |
4.527 |
| S2 |
4.477 |
4.477 |
4.558 |
|
| S3 |
4.376 |
4.426 |
4.549 |
|
| S4 |
4.275 |
4.325 |
4.521 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.252 |
5.143 |
4.702 |
|
| R3 |
5.024 |
4.915 |
4.640 |
|
| R2 |
4.796 |
4.796 |
4.619 |
|
| R1 |
4.687 |
4.687 |
4.598 |
4.628 |
| PP |
4.568 |
4.568 |
4.568 |
4.539 |
| S1 |
4.459 |
4.459 |
4.556 |
4.400 |
| S2 |
4.340 |
4.340 |
4.535 |
|
| S3 |
4.112 |
4.231 |
4.514 |
|
| S4 |
3.884 |
4.003 |
4.452 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.678 |
4.450 |
0.228 |
5.0% |
0.120 |
2.6% |
56% |
False |
False |
5,010 |
| 10 |
4.678 |
4.450 |
0.228 |
5.0% |
0.111 |
2.4% |
56% |
False |
False |
5,323 |
| 20 |
4.777 |
4.450 |
0.327 |
7.1% |
0.103 |
2.2% |
39% |
False |
False |
4,746 |
| 40 |
5.434 |
4.450 |
0.984 |
21.5% |
0.104 |
2.3% |
13% |
False |
False |
3,701 |
| 60 |
5.687 |
4.450 |
1.237 |
27.0% |
0.107 |
2.3% |
10% |
False |
False |
3,080 |
| 80 |
5.861 |
4.450 |
1.411 |
30.8% |
0.112 |
2.4% |
9% |
False |
False |
2,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.058 |
|
2.618 |
4.893 |
|
1.618 |
4.792 |
|
1.000 |
4.730 |
|
0.618 |
4.691 |
|
HIGH |
4.629 |
|
0.618 |
4.590 |
|
0.500 |
4.579 |
|
0.382 |
4.567 |
|
LOW |
4.528 |
|
0.618 |
4.466 |
|
1.000 |
4.427 |
|
1.618 |
4.365 |
|
2.618 |
4.264 |
|
4.250 |
4.099 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.579 |
4.567 |
| PP |
4.578 |
4.556 |
| S1 |
4.578 |
4.546 |
|