NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.779 |
3.881 |
0.102 |
2.7% |
3.939 |
| High |
3.888 |
3.888 |
0.000 |
0.0% |
4.012 |
| Low |
3.748 |
3.610 |
-0.138 |
-3.7% |
3.780 |
| Close |
3.865 |
3.617 |
-0.248 |
-6.4% |
3.797 |
| Range |
0.140 |
0.278 |
0.138 |
98.6% |
0.232 |
| ATR |
0.137 |
0.147 |
0.010 |
7.4% |
0.000 |
| Volume |
102,710 |
166,210 |
63,500 |
61.8% |
419,337 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.539 |
4.356 |
3.770 |
|
| R3 |
4.261 |
4.078 |
3.693 |
|
| R2 |
3.983 |
3.983 |
3.668 |
|
| R1 |
3.800 |
3.800 |
3.642 |
3.753 |
| PP |
3.705 |
3.705 |
3.705 |
3.681 |
| S1 |
3.522 |
3.522 |
3.592 |
3.475 |
| S2 |
3.427 |
3.427 |
3.566 |
|
| S3 |
3.149 |
3.244 |
3.541 |
|
| S4 |
2.871 |
2.966 |
3.464 |
|
|
| 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 |
3.888 |
3.610 |
0.278 |
7.7% |
0.140 |
3.9% |
3% |
True |
True |
95,019 |
| 10 |
4.177 |
3.610 |
0.567 |
15.7% |
0.136 |
3.8% |
1% |
False |
True |
90,055 |
| 20 |
4.298 |
3.610 |
0.688 |
19.0% |
0.145 |
4.0% |
1% |
False |
True |
76,163 |
| 40 |
4.604 |
3.610 |
0.994 |
27.5% |
0.133 |
3.7% |
1% |
False |
True |
54,602 |
| 60 |
5.150 |
3.610 |
1.540 |
42.6% |
0.135 |
3.7% |
0% |
False |
True |
45,718 |
| 80 |
5.511 |
3.610 |
1.901 |
52.6% |
0.140 |
3.9% |
0% |
False |
True |
37,338 |
| 100 |
5.534 |
3.610 |
1.924 |
53.2% |
0.142 |
3.9% |
0% |
False |
True |
31,364 |
| 120 |
5.534 |
3.610 |
1.924 |
53.2% |
0.139 |
3.8% |
0% |
False |
True |
26,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.070 |
|
2.618 |
4.616 |
|
1.618 |
4.338 |
|
1.000 |
4.166 |
|
0.618 |
4.060 |
|
HIGH |
3.888 |
|
0.618 |
3.782 |
|
0.500 |
3.749 |
|
0.382 |
3.716 |
|
LOW |
3.610 |
|
0.618 |
3.438 |
|
1.000 |
3.332 |
|
1.618 |
3.160 |
|
2.618 |
2.882 |
|
4.250 |
2.429 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.749 |
3.749 |
| PP |
3.705 |
3.705 |
| S1 |
3.661 |
3.661 |
|