NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.646 |
3.601 |
-0.045 |
-1.2% |
3.752 |
| High |
3.673 |
3.667 |
-0.006 |
-0.2% |
3.888 |
| Low |
3.586 |
3.545 |
-0.041 |
-1.1% |
3.583 |
| Close |
3.601 |
3.629 |
0.028 |
0.8% |
3.651 |
| Range |
0.087 |
0.122 |
0.035 |
40.2% |
0.305 |
| ATR |
0.139 |
0.138 |
-0.001 |
-0.9% |
0.000 |
| Volume |
80,329 |
114,987 |
34,658 |
43.1% |
508,196 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.980 |
3.926 |
3.696 |
|
| R3 |
3.858 |
3.804 |
3.663 |
|
| R2 |
3.736 |
3.736 |
3.651 |
|
| R1 |
3.682 |
3.682 |
3.640 |
3.709 |
| PP |
3.614 |
3.614 |
3.614 |
3.627 |
| S1 |
3.560 |
3.560 |
3.618 |
3.587 |
| S2 |
3.492 |
3.492 |
3.607 |
|
| S3 |
3.370 |
3.438 |
3.595 |
|
| S4 |
3.248 |
3.316 |
3.562 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.622 |
4.442 |
3.819 |
|
| R3 |
4.317 |
4.137 |
3.735 |
|
| R2 |
4.012 |
4.012 |
3.707 |
|
| R1 |
3.832 |
3.832 |
3.679 |
3.770 |
| PP |
3.707 |
3.707 |
3.707 |
3.676 |
| S1 |
3.527 |
3.527 |
3.623 |
3.465 |
| S2 |
3.402 |
3.402 |
3.595 |
|
| S3 |
3.097 |
3.222 |
3.567 |
|
| S4 |
2.792 |
2.917 |
3.483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.888 |
3.545 |
0.343 |
9.5% |
0.145 |
4.0% |
24% |
False |
True |
113,154 |
| 10 |
4.012 |
3.545 |
0.467 |
12.9% |
0.132 |
3.6% |
18% |
False |
True |
93,714 |
| 20 |
4.298 |
3.545 |
0.753 |
20.7% |
0.138 |
3.8% |
11% |
False |
True |
83,992 |
| 40 |
4.590 |
3.545 |
1.045 |
28.8% |
0.134 |
3.7% |
8% |
False |
True |
58,017 |
| 60 |
5.150 |
3.545 |
1.605 |
44.2% |
0.132 |
3.6% |
5% |
False |
True |
49,914 |
| 80 |
5.507 |
3.545 |
1.962 |
54.1% |
0.138 |
3.8% |
4% |
False |
True |
40,722 |
| 100 |
5.534 |
3.545 |
1.989 |
54.8% |
0.140 |
3.9% |
4% |
False |
True |
34,151 |
| 120 |
5.534 |
3.545 |
1.989 |
54.8% |
0.138 |
3.8% |
4% |
False |
True |
29,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.186 |
|
2.618 |
3.986 |
|
1.618 |
3.864 |
|
1.000 |
3.789 |
|
0.618 |
3.742 |
|
HIGH |
3.667 |
|
0.618 |
3.620 |
|
0.500 |
3.606 |
|
0.382 |
3.592 |
|
LOW |
3.545 |
|
0.618 |
3.470 |
|
1.000 |
3.423 |
|
1.618 |
3.348 |
|
2.618 |
3.226 |
|
4.250 |
3.027 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.621 |
3.624 |
| PP |
3.614 |
3.619 |
| S1 |
3.606 |
3.614 |
|