NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
4.580 |
4.516 |
-0.064 |
-1.4% |
4.650 |
| High |
4.600 |
4.592 |
-0.008 |
-0.2% |
4.653 |
| Low |
4.510 |
4.488 |
-0.022 |
-0.5% |
4.418 |
| Close |
4.580 |
4.516 |
-0.064 |
-1.4% |
4.422 |
| Range |
0.090 |
0.104 |
0.014 |
15.6% |
0.235 |
| ATR |
0.100 |
0.100 |
0.000 |
0.3% |
0.000 |
| Volume |
6,554 |
8,203 |
1,649 |
25.2% |
28,866 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.844 |
4.784 |
4.573 |
|
| R3 |
4.740 |
4.680 |
4.545 |
|
| R2 |
4.636 |
4.636 |
4.535 |
|
| R1 |
4.576 |
4.576 |
4.526 |
4.568 |
| PP |
4.532 |
4.532 |
4.532 |
4.528 |
| S1 |
4.472 |
4.472 |
4.506 |
4.464 |
| S2 |
4.428 |
4.428 |
4.497 |
|
| S3 |
4.324 |
4.368 |
4.487 |
|
| S4 |
4.220 |
4.264 |
4.459 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.203 |
5.047 |
4.551 |
|
| R3 |
4.968 |
4.812 |
4.487 |
|
| R2 |
4.733 |
4.733 |
4.465 |
|
| R1 |
4.577 |
4.577 |
4.444 |
4.538 |
| PP |
4.498 |
4.498 |
4.498 |
4.478 |
| S1 |
4.342 |
4.342 |
4.400 |
4.303 |
| S2 |
4.263 |
4.263 |
4.379 |
|
| S3 |
4.028 |
4.107 |
4.357 |
|
| S4 |
3.793 |
3.872 |
4.293 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.034 |
|
2.618 |
4.864 |
|
1.618 |
4.760 |
|
1.000 |
4.696 |
|
0.618 |
4.656 |
|
HIGH |
4.592 |
|
0.618 |
4.552 |
|
0.500 |
4.540 |
|
0.382 |
4.528 |
|
LOW |
4.488 |
|
0.618 |
4.424 |
|
1.000 |
4.384 |
|
1.618 |
4.320 |
|
2.618 |
4.216 |
|
4.250 |
4.046 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.540 |
4.514 |
| PP |
4.532 |
4.512 |
| S1 |
4.524 |
4.510 |
|