NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 04-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.861 |
3.752 |
-0.109 |
-2.8% |
3.939 |
| High |
3.870 |
3.788 |
-0.082 |
-2.1% |
4.012 |
| Low |
3.788 |
3.686 |
-0.102 |
-2.7% |
3.780 |
| Close |
3.797 |
3.727 |
-0.070 |
-1.8% |
3.797 |
| Range |
0.082 |
0.102 |
0.020 |
24.4% |
0.232 |
| ATR |
0.141 |
0.139 |
-0.002 |
-1.5% |
0.000 |
| Volume |
68,437 |
75,506 |
7,069 |
10.3% |
419,337 |
|
| Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.040 |
3.985 |
3.783 |
|
| R3 |
3.938 |
3.883 |
3.755 |
|
| R2 |
3.836 |
3.836 |
3.746 |
|
| R1 |
3.781 |
3.781 |
3.736 |
3.758 |
| PP |
3.734 |
3.734 |
3.734 |
3.722 |
| S1 |
3.679 |
3.679 |
3.718 |
3.656 |
| S2 |
3.632 |
3.632 |
3.708 |
|
| S3 |
3.530 |
3.577 |
3.699 |
|
| S4 |
3.428 |
3.475 |
3.671 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.559 |
4.410 |
3.925 |
|
| R3 |
4.327 |
4.178 |
3.861 |
|
| R2 |
4.095 |
4.095 |
3.840 |
|
| R1 |
3.946 |
3.946 |
3.818 |
3.905 |
| PP |
3.863 |
3.863 |
3.863 |
3.842 |
| S1 |
3.714 |
3.714 |
3.776 |
3.673 |
| S2 |
3.631 |
3.631 |
3.754 |
|
| S3 |
3.399 |
3.482 |
3.733 |
|
| S4 |
3.167 |
3.250 |
3.669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.012 |
3.686 |
0.326 |
8.7% |
0.119 |
3.2% |
13% |
False |
True |
79,096 |
| 10 |
4.250 |
3.686 |
0.564 |
15.1% |
0.128 |
3.4% |
7% |
False |
True |
76,956 |
| 20 |
4.298 |
3.686 |
0.612 |
16.4% |
0.139 |
3.7% |
7% |
False |
True |
65,354 |
| 40 |
4.779 |
3.686 |
1.093 |
29.3% |
0.130 |
3.5% |
4% |
False |
True |
51,500 |
| 60 |
5.150 |
3.686 |
1.464 |
39.3% |
0.132 |
3.5% |
3% |
False |
True |
41,145 |
| 80 |
5.534 |
3.686 |
1.848 |
49.6% |
0.138 |
3.7% |
2% |
False |
True |
33,581 |
| 100 |
5.534 |
3.686 |
1.848 |
49.6% |
0.141 |
3.8% |
2% |
False |
True |
28,282 |
| 120 |
5.534 |
3.686 |
1.848 |
49.6% |
0.138 |
3.7% |
2% |
False |
True |
24,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.222 |
|
2.618 |
4.055 |
|
1.618 |
3.953 |
|
1.000 |
3.890 |
|
0.618 |
3.851 |
|
HIGH |
3.788 |
|
0.618 |
3.749 |
|
0.500 |
3.737 |
|
0.382 |
3.725 |
|
LOW |
3.686 |
|
0.618 |
3.623 |
|
1.000 |
3.584 |
|
1.618 |
3.521 |
|
2.618 |
3.419 |
|
4.250 |
3.253 |
|
|
| Fisher Pivots for day following 04-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.737 |
3.849 |
| PP |
3.734 |
3.808 |
| S1 |
3.730 |
3.768 |
|