NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.399 |
3.527 |
0.128 |
3.8% |
3.646 |
| High |
3.530 |
3.613 |
0.083 |
2.4% |
3.777 |
| Low |
3.395 |
3.507 |
0.112 |
3.3% |
3.520 |
| Close |
3.513 |
3.539 |
0.026 |
0.7% |
3.528 |
| Range |
0.135 |
0.106 |
-0.029 |
-21.5% |
0.257 |
| ATR |
0.140 |
0.138 |
-0.002 |
-1.7% |
0.000 |
| Volume |
95,516 |
92,061 |
-3,455 |
-3.6% |
605,929 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.871 |
3.811 |
3.597 |
|
| R3 |
3.765 |
3.705 |
3.568 |
|
| R2 |
3.659 |
3.659 |
3.558 |
|
| R1 |
3.599 |
3.599 |
3.549 |
3.629 |
| PP |
3.553 |
3.553 |
3.553 |
3.568 |
| S1 |
3.493 |
3.493 |
3.529 |
3.523 |
| S2 |
3.447 |
3.447 |
3.520 |
|
| S3 |
3.341 |
3.387 |
3.510 |
|
| S4 |
3.235 |
3.281 |
3.481 |
|
|
| 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 |
3.761 |
3.395 |
0.366 |
10.3% |
0.137 |
3.9% |
39% |
False |
False |
109,363 |
| 10 |
3.888 |
3.395 |
0.493 |
13.9% |
0.142 |
4.0% |
29% |
False |
False |
117,201 |
| 20 |
4.250 |
3.395 |
0.855 |
24.2% |
0.133 |
3.7% |
17% |
False |
False |
99,226 |
| 40 |
4.298 |
3.395 |
0.903 |
25.5% |
0.139 |
3.9% |
16% |
False |
False |
72,258 |
| 60 |
5.150 |
3.395 |
1.755 |
49.6% |
0.136 |
3.8% |
8% |
False |
False |
60,362 |
| 80 |
5.208 |
3.395 |
1.813 |
51.2% |
0.137 |
3.9% |
8% |
False |
False |
49,105 |
| 100 |
5.534 |
3.395 |
2.139 |
60.4% |
0.142 |
4.0% |
7% |
False |
False |
40,977 |
| 120 |
5.534 |
3.395 |
2.139 |
60.4% |
0.137 |
3.9% |
7% |
False |
False |
35,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.064 |
|
2.618 |
3.891 |
|
1.618 |
3.785 |
|
1.000 |
3.719 |
|
0.618 |
3.679 |
|
HIGH |
3.613 |
|
0.618 |
3.573 |
|
0.500 |
3.560 |
|
0.382 |
3.547 |
|
LOW |
3.507 |
|
0.618 |
3.441 |
|
1.000 |
3.401 |
|
1.618 |
3.335 |
|
2.618 |
3.229 |
|
4.250 |
3.057 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.560 |
3.527 |
| PP |
3.553 |
3.516 |
| S1 |
3.546 |
3.504 |
|