NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
4.261 |
4.275 |
0.014 |
0.3% |
4.400 |
| High |
4.267 |
4.279 |
0.012 |
0.3% |
4.435 |
| Low |
4.200 |
4.159 |
-0.041 |
-1.0% |
4.272 |
| Close |
4.257 |
4.220 |
-0.037 |
-0.9% |
4.316 |
| Range |
0.067 |
0.120 |
0.053 |
79.1% |
0.163 |
| ATR |
0.097 |
0.099 |
0.002 |
1.7% |
0.000 |
| Volume |
6,300 |
7,971 |
1,671 |
26.5% |
33,623 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.579 |
4.520 |
4.286 |
|
| R3 |
4.459 |
4.400 |
4.253 |
|
| R2 |
4.339 |
4.339 |
4.242 |
|
| R1 |
4.280 |
4.280 |
4.231 |
4.250 |
| PP |
4.219 |
4.219 |
4.219 |
4.204 |
| S1 |
4.160 |
4.160 |
4.209 |
4.130 |
| S2 |
4.099 |
4.099 |
4.198 |
|
| S3 |
3.979 |
4.040 |
4.187 |
|
| S4 |
3.859 |
3.920 |
4.154 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.830 |
4.736 |
4.406 |
|
| R3 |
4.667 |
4.573 |
4.361 |
|
| R2 |
4.504 |
4.504 |
4.346 |
|
| R1 |
4.410 |
4.410 |
4.331 |
4.376 |
| PP |
4.341 |
4.341 |
4.341 |
4.324 |
| S1 |
4.247 |
4.247 |
4.301 |
4.213 |
| S2 |
4.178 |
4.178 |
4.286 |
|
| S3 |
4.015 |
4.084 |
4.271 |
|
| S4 |
3.852 |
3.921 |
4.226 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.789 |
|
2.618 |
4.593 |
|
1.618 |
4.473 |
|
1.000 |
4.399 |
|
0.618 |
4.353 |
|
HIGH |
4.279 |
|
0.618 |
4.233 |
|
0.500 |
4.219 |
|
0.382 |
4.205 |
|
LOW |
4.159 |
|
0.618 |
4.085 |
|
1.000 |
4.039 |
|
1.618 |
3.965 |
|
2.618 |
3.845 |
|
4.250 |
3.649 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.220 |
4.232 |
| PP |
4.219 |
4.228 |
| S1 |
4.219 |
4.224 |
|