NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.655 |
3.685 |
0.030 |
0.8% |
3.752 |
| High |
3.777 |
3.761 |
-0.016 |
-0.4% |
3.888 |
| Low |
3.633 |
3.595 |
-0.038 |
-1.0% |
3.583 |
| Close |
3.696 |
3.657 |
-0.039 |
-1.1% |
3.651 |
| Range |
0.144 |
0.166 |
0.022 |
15.3% |
0.305 |
| ATR |
0.139 |
0.141 |
0.002 |
1.4% |
0.000 |
| Volume |
162,136 |
142,254 |
-19,882 |
-12.3% |
508,196 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.169 |
4.079 |
3.748 |
|
| R3 |
4.003 |
3.913 |
3.703 |
|
| R2 |
3.837 |
3.837 |
3.687 |
|
| R1 |
3.747 |
3.747 |
3.672 |
3.709 |
| PP |
3.671 |
3.671 |
3.671 |
3.652 |
| S1 |
3.581 |
3.581 |
3.642 |
3.543 |
| S2 |
3.505 |
3.505 |
3.627 |
|
| S3 |
3.339 |
3.415 |
3.611 |
|
| S4 |
3.173 |
3.249 |
3.566 |
|
|
| 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 |
3.777 |
3.545 |
0.232 |
6.3% |
0.124 |
3.4% |
48% |
False |
False |
120,248 |
| 10 |
3.888 |
3.545 |
0.343 |
9.4% |
0.132 |
3.6% |
33% |
False |
False |
107,633 |
| 20 |
4.273 |
3.545 |
0.728 |
19.9% |
0.136 |
3.7% |
15% |
False |
False |
91,152 |
| 40 |
4.590 |
3.545 |
1.045 |
28.6% |
0.137 |
3.7% |
11% |
False |
False |
64,354 |
| 60 |
5.150 |
3.545 |
1.605 |
43.9% |
0.133 |
3.6% |
7% |
False |
False |
54,557 |
| 80 |
5.283 |
3.545 |
1.738 |
47.5% |
0.137 |
3.7% |
6% |
False |
False |
44,392 |
| 100 |
5.534 |
3.545 |
1.989 |
54.4% |
0.141 |
3.9% |
6% |
False |
False |
37,097 |
| 120 |
5.534 |
3.545 |
1.989 |
54.4% |
0.138 |
3.8% |
6% |
False |
False |
31,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.467 |
|
2.618 |
4.196 |
|
1.618 |
4.030 |
|
1.000 |
3.927 |
|
0.618 |
3.864 |
|
HIGH |
3.761 |
|
0.618 |
3.698 |
|
0.500 |
3.678 |
|
0.382 |
3.658 |
|
LOW |
3.595 |
|
0.618 |
3.492 |
|
1.000 |
3.429 |
|
1.618 |
3.326 |
|
2.618 |
3.160 |
|
4.250 |
2.890 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.678 |
3.661 |
| PP |
3.671 |
3.660 |
| S1 |
3.664 |
3.658 |
|