NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.685 |
3.638 |
-0.047 |
-1.3% |
3.646 |
| High |
3.761 |
3.678 |
-0.083 |
-2.2% |
3.777 |
| Low |
3.595 |
3.520 |
-0.075 |
-2.1% |
3.520 |
| Close |
3.657 |
3.528 |
-0.129 |
-3.5% |
3.528 |
| Range |
0.166 |
0.158 |
-0.008 |
-4.8% |
0.257 |
| ATR |
0.141 |
0.142 |
0.001 |
0.9% |
0.000 |
| Volume |
142,254 |
106,223 |
-36,031 |
-25.3% |
605,929 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.049 |
3.947 |
3.615 |
|
| R3 |
3.891 |
3.789 |
3.571 |
|
| R2 |
3.733 |
3.733 |
3.557 |
|
| R1 |
3.631 |
3.631 |
3.542 |
3.603 |
| PP |
3.575 |
3.575 |
3.575 |
3.562 |
| S1 |
3.473 |
3.473 |
3.514 |
3.445 |
| S2 |
3.417 |
3.417 |
3.499 |
|
| S3 |
3.259 |
3.315 |
3.485 |
|
| S4 |
3.101 |
3.157 |
3.441 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.379 |
4.211 |
3.669 |
|
| R3 |
4.122 |
3.954 |
3.599 |
|
| R2 |
3.865 |
3.865 |
3.575 |
|
| R1 |
3.697 |
3.697 |
3.552 |
3.653 |
| PP |
3.608 |
3.608 |
3.608 |
3.586 |
| S1 |
3.440 |
3.440 |
3.504 |
3.396 |
| S2 |
3.351 |
3.351 |
3.481 |
|
| S3 |
3.094 |
3.183 |
3.457 |
|
| S4 |
2.837 |
2.926 |
3.387 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.777 |
3.520 |
0.257 |
7.3% |
0.135 |
3.8% |
3% |
False |
True |
121,185 |
| 10 |
3.888 |
3.520 |
0.368 |
10.4% |
0.139 |
4.0% |
2% |
False |
True |
111,412 |
| 20 |
4.250 |
3.520 |
0.730 |
20.7% |
0.137 |
3.9% |
1% |
False |
True |
93,894 |
| 40 |
4.409 |
3.520 |
0.889 |
25.2% |
0.136 |
3.8% |
1% |
False |
True |
66,324 |
| 60 |
5.150 |
3.520 |
1.630 |
46.2% |
0.134 |
3.8% |
0% |
False |
True |
56,014 |
| 80 |
5.283 |
3.520 |
1.763 |
50.0% |
0.137 |
3.9% |
0% |
False |
True |
45,623 |
| 100 |
5.534 |
3.520 |
2.014 |
57.1% |
0.142 |
4.0% |
0% |
False |
True |
38,128 |
| 120 |
5.534 |
3.520 |
2.014 |
57.1% |
0.139 |
3.9% |
0% |
False |
True |
32,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.350 |
|
2.618 |
4.092 |
|
1.618 |
3.934 |
|
1.000 |
3.836 |
|
0.618 |
3.776 |
|
HIGH |
3.678 |
|
0.618 |
3.618 |
|
0.500 |
3.599 |
|
0.382 |
3.580 |
|
LOW |
3.520 |
|
0.618 |
3.422 |
|
1.000 |
3.362 |
|
1.618 |
3.264 |
|
2.618 |
3.106 |
|
4.250 |
2.849 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.599 |
3.649 |
| PP |
3.575 |
3.608 |
| S1 |
3.552 |
3.568 |
|