NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
4.470 |
4.477 |
0.007 |
0.2% |
4.521 |
| High |
4.485 |
4.568 |
0.083 |
1.9% |
4.568 |
| Low |
4.411 |
4.477 |
0.066 |
1.5% |
4.403 |
| Close |
4.467 |
4.546 |
0.079 |
1.8% |
4.546 |
| Range |
0.074 |
0.091 |
0.017 |
23.0% |
0.165 |
| ATR |
0.103 |
0.103 |
0.000 |
-0.2% |
0.000 |
| Volume |
11,395 |
15,099 |
3,704 |
32.5% |
38,863 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.803 |
4.766 |
4.596 |
|
| R3 |
4.712 |
4.675 |
4.571 |
|
| R2 |
4.621 |
4.621 |
4.563 |
|
| R1 |
4.584 |
4.584 |
4.554 |
4.603 |
| PP |
4.530 |
4.530 |
4.530 |
4.540 |
| S1 |
4.493 |
4.493 |
4.538 |
4.512 |
| S2 |
4.439 |
4.439 |
4.529 |
|
| S3 |
4.348 |
4.402 |
4.521 |
|
| S4 |
4.257 |
4.311 |
4.496 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.001 |
4.938 |
4.637 |
|
| R3 |
4.836 |
4.773 |
4.591 |
|
| R2 |
4.671 |
4.671 |
4.576 |
|
| R1 |
4.608 |
4.608 |
4.561 |
4.640 |
| PP |
4.506 |
4.506 |
4.506 |
4.521 |
| S1 |
4.443 |
4.443 |
4.531 |
4.475 |
| S2 |
4.341 |
4.341 |
4.516 |
|
| S3 |
4.176 |
4.278 |
4.501 |
|
| S4 |
4.011 |
4.113 |
4.455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.568 |
4.403 |
0.165 |
3.6% |
0.105 |
2.3% |
87% |
True |
False |
9,202 |
| 10 |
4.600 |
4.403 |
0.197 |
4.3% |
0.107 |
2.4% |
73% |
False |
False |
8,351 |
| 20 |
4.914 |
4.403 |
0.511 |
11.2% |
0.096 |
2.1% |
28% |
False |
False |
6,382 |
| 40 |
5.327 |
4.403 |
0.924 |
20.3% |
0.098 |
2.1% |
15% |
False |
False |
5,934 |
| 60 |
5.710 |
4.403 |
1.307 |
28.8% |
0.104 |
2.3% |
11% |
False |
False |
5,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.955 |
|
2.618 |
4.806 |
|
1.618 |
4.715 |
|
1.000 |
4.659 |
|
0.618 |
4.624 |
|
HIGH |
4.568 |
|
0.618 |
4.533 |
|
0.500 |
4.523 |
|
0.382 |
4.512 |
|
LOW |
4.477 |
|
0.618 |
4.421 |
|
1.000 |
4.386 |
|
1.618 |
4.330 |
|
2.618 |
4.239 |
|
4.250 |
4.090 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.538 |
4.527 |
| PP |
4.530 |
4.508 |
| S1 |
4.523 |
4.490 |
|