NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 06-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.732 |
3.779 |
0.047 |
1.3% |
3.939 |
| High |
3.788 |
3.888 |
0.100 |
2.6% |
4.012 |
| Low |
3.691 |
3.748 |
0.057 |
1.5% |
3.780 |
| Close |
3.743 |
3.865 |
0.122 |
3.3% |
3.797 |
| Range |
0.097 |
0.140 |
0.043 |
44.3% |
0.232 |
| ATR |
0.136 |
0.137 |
0.001 |
0.5% |
0.000 |
| Volume |
62,236 |
102,710 |
40,474 |
65.0% |
419,337 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.254 |
4.199 |
3.942 |
|
| R3 |
4.114 |
4.059 |
3.904 |
|
| R2 |
3.974 |
3.974 |
3.891 |
|
| R1 |
3.919 |
3.919 |
3.878 |
3.947 |
| PP |
3.834 |
3.834 |
3.834 |
3.847 |
| S1 |
3.779 |
3.779 |
3.852 |
3.807 |
| S2 |
3.694 |
3.694 |
3.839 |
|
| S3 |
3.554 |
3.639 |
3.827 |
|
| S4 |
3.414 |
3.499 |
3.788 |
|
|
| 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 |
8.4% |
0.131 |
3.4% |
55% |
False |
False |
82,619 |
| 10 |
4.250 |
3.686 |
0.564 |
14.6% |
0.124 |
3.2% |
32% |
False |
False |
81,252 |
| 20 |
4.298 |
3.686 |
0.612 |
15.8% |
0.137 |
3.5% |
29% |
False |
False |
70,234 |
| 40 |
4.604 |
3.686 |
0.918 |
23.8% |
0.128 |
3.3% |
19% |
False |
False |
52,147 |
| 60 |
5.150 |
3.686 |
1.464 |
37.9% |
0.132 |
3.4% |
12% |
False |
False |
43,374 |
| 80 |
5.534 |
3.686 |
1.848 |
47.8% |
0.138 |
3.6% |
10% |
False |
False |
35,431 |
| 100 |
5.534 |
3.686 |
1.848 |
47.8% |
0.140 |
3.6% |
10% |
False |
False |
29,766 |
| 120 |
5.534 |
3.686 |
1.848 |
47.8% |
0.137 |
3.6% |
10% |
False |
False |
25,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.483 |
|
2.618 |
4.255 |
|
1.618 |
4.115 |
|
1.000 |
4.028 |
|
0.618 |
3.975 |
|
HIGH |
3.888 |
|
0.618 |
3.835 |
|
0.500 |
3.818 |
|
0.382 |
3.801 |
|
LOW |
3.748 |
|
0.618 |
3.661 |
|
1.000 |
3.608 |
|
1.618 |
3.521 |
|
2.618 |
3.381 |
|
4.250 |
3.153 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.849 |
3.839 |
| PP |
3.834 |
3.813 |
| S1 |
3.818 |
3.787 |
|