NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 14-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
4.511 |
4.543 |
0.032 |
0.7% |
4.521 |
High |
4.600 |
4.613 |
0.013 |
0.3% |
4.568 |
Low |
4.500 |
4.455 |
-0.045 |
-1.0% |
4.403 |
Close |
4.581 |
4.543 |
-0.038 |
-0.8% |
4.546 |
Range |
0.100 |
0.158 |
0.058 |
58.0% |
0.165 |
ATR |
0.103 |
0.107 |
0.004 |
3.8% |
0.000 |
Volume |
8,900 |
11,272 |
2,372 |
26.7% |
38,863 |
|
Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.011 |
4.935 |
4.630 |
|
R3 |
4.853 |
4.777 |
4.586 |
|
R2 |
4.695 |
4.695 |
4.572 |
|
R1 |
4.619 |
4.619 |
4.557 |
4.622 |
PP |
4.537 |
4.537 |
4.537 |
4.539 |
S1 |
4.461 |
4.461 |
4.529 |
4.464 |
S2 |
4.379 |
4.379 |
4.514 |
|
S3 |
4.221 |
4.303 |
4.500 |
|
S4 |
4.063 |
4.145 |
4.456 |
|
|
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 |
4.613 |
4.411 |
0.202 |
4.4% |
0.107 |
2.3% |
65% |
True |
False |
10,863 |
10 |
4.613 |
4.403 |
0.210 |
4.6% |
0.107 |
2.4% |
67% |
True |
False |
8,916 |
20 |
4.850 |
4.403 |
0.447 |
9.8% |
0.099 |
2.2% |
31% |
False |
False |
7,008 |
40 |
5.327 |
4.403 |
0.924 |
20.3% |
0.100 |
2.2% |
15% |
False |
False |
6,171 |
60 |
5.709 |
4.403 |
1.306 |
28.7% |
0.105 |
2.3% |
11% |
False |
False |
5,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.285 |
2.618 |
5.027 |
1.618 |
4.869 |
1.000 |
4.771 |
0.618 |
4.711 |
HIGH |
4.613 |
0.618 |
4.553 |
0.500 |
4.534 |
0.382 |
4.515 |
LOW |
4.455 |
0.618 |
4.357 |
1.000 |
4.297 |
1.618 |
4.199 |
2.618 |
4.041 |
4.250 |
3.784 |
|
|
Fisher Pivots for day following 14-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
4.540 |
4.540 |
PP |
4.537 |
4.537 |
S1 |
4.534 |
4.534 |
|