NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
4.477 |
4.511 |
0.034 |
0.8% |
4.521 |
| High |
4.568 |
4.600 |
0.032 |
0.7% |
4.568 |
| Low |
4.477 |
4.500 |
0.023 |
0.5% |
4.403 |
| Close |
4.546 |
4.581 |
0.035 |
0.8% |
4.546 |
| Range |
0.091 |
0.100 |
0.009 |
9.9% |
0.165 |
| ATR |
0.103 |
0.103 |
0.000 |
-0.2% |
0.000 |
| Volume |
15,099 |
8,900 |
-6,199 |
-41.1% |
38,863 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.860 |
4.821 |
4.636 |
|
| R3 |
4.760 |
4.721 |
4.609 |
|
| R2 |
4.660 |
4.660 |
4.599 |
|
| R1 |
4.621 |
4.621 |
4.590 |
4.641 |
| PP |
4.560 |
4.560 |
4.560 |
4.570 |
| S1 |
4.521 |
4.521 |
4.572 |
4.541 |
| S2 |
4.460 |
4.460 |
4.563 |
|
| S3 |
4.360 |
4.421 |
4.554 |
|
| S4 |
4.260 |
4.321 |
4.526 |
|
|
| 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 |
4.600 |
4.403 |
0.197 |
4.3% |
0.104 |
2.3% |
90% |
True |
False |
9,552 |
| 10 |
4.600 |
4.403 |
0.197 |
4.3% |
0.106 |
2.3% |
90% |
True |
False |
8,428 |
| 20 |
4.911 |
4.403 |
0.508 |
11.1% |
0.099 |
2.2% |
35% |
False |
False |
6,577 |
| 40 |
5.327 |
4.403 |
0.924 |
20.2% |
0.097 |
2.1% |
19% |
False |
False |
5,987 |
| 60 |
5.709 |
4.403 |
1.306 |
28.5% |
0.104 |
2.3% |
14% |
False |
False |
5,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.025 |
|
2.618 |
4.862 |
|
1.618 |
4.762 |
|
1.000 |
4.700 |
|
0.618 |
4.662 |
|
HIGH |
4.600 |
|
0.618 |
4.562 |
|
0.500 |
4.550 |
|
0.382 |
4.538 |
|
LOW |
4.500 |
|
0.618 |
4.438 |
|
1.000 |
4.400 |
|
1.618 |
4.338 |
|
2.618 |
4.238 |
|
4.250 |
4.075 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.571 |
4.556 |
| PP |
4.560 |
4.531 |
| S1 |
4.550 |
4.506 |
|