NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.752 |
3.732 |
-0.020 |
-0.5% |
3.939 |
| High |
3.788 |
3.788 |
0.000 |
0.0% |
4.012 |
| Low |
3.686 |
3.691 |
0.005 |
0.1% |
3.780 |
| Close |
3.727 |
3.743 |
0.016 |
0.4% |
3.797 |
| Range |
0.102 |
0.097 |
-0.005 |
-4.9% |
0.232 |
| ATR |
0.139 |
0.136 |
-0.003 |
-2.2% |
0.000 |
| Volume |
75,506 |
62,236 |
-13,270 |
-17.6% |
419,337 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.032 |
3.984 |
3.796 |
|
| R3 |
3.935 |
3.887 |
3.770 |
|
| R2 |
3.838 |
3.838 |
3.761 |
|
| R1 |
3.790 |
3.790 |
3.752 |
3.814 |
| PP |
3.741 |
3.741 |
3.741 |
3.753 |
| S1 |
3.693 |
3.693 |
3.734 |
3.717 |
| S2 |
3.644 |
3.644 |
3.725 |
|
| S3 |
3.547 |
3.596 |
3.716 |
|
| S4 |
3.450 |
3.499 |
3.690 |
|
|
| 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% |
0.118 |
3.2% |
17% |
False |
False |
74,274 |
| 10 |
4.250 |
3.686 |
0.564 |
15.1% |
0.120 |
3.2% |
10% |
False |
False |
76,072 |
| 20 |
4.298 |
3.686 |
0.612 |
16.4% |
0.136 |
3.6% |
9% |
False |
False |
66,987 |
| 40 |
4.629 |
3.686 |
0.943 |
25.2% |
0.127 |
3.4% |
6% |
False |
False |
51,526 |
| 60 |
5.150 |
3.686 |
1.464 |
39.1% |
0.132 |
3.5% |
4% |
False |
False |
41,859 |
| 80 |
5.534 |
3.686 |
1.848 |
49.4% |
0.138 |
3.7% |
3% |
False |
False |
34,233 |
| 100 |
5.534 |
3.686 |
1.848 |
49.4% |
0.140 |
3.7% |
3% |
False |
False |
28,824 |
| 120 |
5.534 |
3.686 |
1.848 |
49.4% |
0.137 |
3.7% |
3% |
False |
False |
24,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.200 |
|
2.618 |
4.042 |
|
1.618 |
3.945 |
|
1.000 |
3.885 |
|
0.618 |
3.848 |
|
HIGH |
3.788 |
|
0.618 |
3.751 |
|
0.500 |
3.740 |
|
0.382 |
3.728 |
|
LOW |
3.691 |
|
0.618 |
3.631 |
|
1.000 |
3.594 |
|
1.618 |
3.534 |
|
2.618 |
3.437 |
|
4.250 |
3.279 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.742 |
3.778 |
| PP |
3.741 |
3.766 |
| S1 |
3.740 |
3.755 |
|