NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.601 |
3.655 |
0.054 |
1.5% |
3.752 |
| High |
3.667 |
3.777 |
0.110 |
3.0% |
3.888 |
| Low |
3.545 |
3.633 |
0.088 |
2.5% |
3.583 |
| Close |
3.629 |
3.696 |
0.067 |
1.8% |
3.651 |
| Range |
0.122 |
0.144 |
0.022 |
18.0% |
0.305 |
| ATR |
0.138 |
0.139 |
0.001 |
0.5% |
0.000 |
| Volume |
114,987 |
162,136 |
47,149 |
41.0% |
508,196 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.134 |
4.059 |
3.775 |
|
| R3 |
3.990 |
3.915 |
3.736 |
|
| R2 |
3.846 |
3.846 |
3.722 |
|
| R1 |
3.771 |
3.771 |
3.709 |
3.809 |
| PP |
3.702 |
3.702 |
3.702 |
3.721 |
| S1 |
3.627 |
3.627 |
3.683 |
3.665 |
| S2 |
3.558 |
3.558 |
3.670 |
|
| S3 |
3.414 |
3.483 |
3.656 |
|
| S4 |
3.270 |
3.339 |
3.617 |
|
|
| 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 |
9.3% |
0.146 |
4.0% |
44% |
False |
False |
125,039 |
| 10 |
4.012 |
3.545 |
0.467 |
12.6% |
0.138 |
3.7% |
32% |
False |
False |
103,829 |
| 20 |
4.298 |
3.545 |
0.753 |
20.4% |
0.140 |
3.8% |
20% |
False |
False |
88,928 |
| 40 |
4.590 |
3.545 |
1.045 |
28.3% |
0.135 |
3.6% |
14% |
False |
False |
61,478 |
| 60 |
5.150 |
3.545 |
1.605 |
43.4% |
0.132 |
3.6% |
9% |
False |
False |
52,383 |
| 80 |
5.283 |
3.545 |
1.738 |
47.0% |
0.136 |
3.7% |
9% |
False |
False |
42,692 |
| 100 |
5.534 |
3.545 |
1.989 |
53.8% |
0.141 |
3.8% |
8% |
False |
False |
35,718 |
| 120 |
5.534 |
3.545 |
1.989 |
53.8% |
0.138 |
3.7% |
8% |
False |
False |
30,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.389 |
|
2.618 |
4.154 |
|
1.618 |
4.010 |
|
1.000 |
3.921 |
|
0.618 |
3.866 |
|
HIGH |
3.777 |
|
0.618 |
3.722 |
|
0.500 |
3.705 |
|
0.382 |
3.688 |
|
LOW |
3.633 |
|
0.618 |
3.544 |
|
1.000 |
3.489 |
|
1.618 |
3.400 |
|
2.618 |
3.256 |
|
4.250 |
3.021 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.705 |
3.684 |
| PP |
3.702 |
3.673 |
| S1 |
3.699 |
3.661 |
|