NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.527 |
3.512 |
-0.015 |
-0.4% |
3.646 |
| High |
3.613 |
3.540 |
-0.073 |
-2.0% |
3.777 |
| Low |
3.507 |
3.346 |
-0.161 |
-4.6% |
3.520 |
| Close |
3.539 |
3.368 |
-0.171 |
-4.8% |
3.528 |
| Range |
0.106 |
0.194 |
0.088 |
83.0% |
0.257 |
| ATR |
0.138 |
0.142 |
0.004 |
2.9% |
0.000 |
| Volume |
92,061 |
106,600 |
14,539 |
15.8% |
605,929 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.000 |
3.878 |
3.475 |
|
| R3 |
3.806 |
3.684 |
3.421 |
|
| R2 |
3.612 |
3.612 |
3.404 |
|
| R1 |
3.490 |
3.490 |
3.386 |
3.454 |
| PP |
3.418 |
3.418 |
3.418 |
3.400 |
| S1 |
3.296 |
3.296 |
3.350 |
3.260 |
| S2 |
3.224 |
3.224 |
3.332 |
|
| S3 |
3.030 |
3.102 |
3.315 |
|
| S4 |
2.836 |
2.908 |
3.261 |
|
|
| 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 |
3.678 |
3.346 |
0.332 |
9.9% |
0.143 |
4.2% |
7% |
False |
True |
102,232 |
| 10 |
3.777 |
3.346 |
0.431 |
12.8% |
0.133 |
4.0% |
5% |
False |
True |
111,240 |
| 20 |
4.177 |
3.346 |
0.831 |
24.7% |
0.135 |
4.0% |
3% |
False |
True |
100,647 |
| 40 |
4.298 |
3.346 |
0.952 |
28.3% |
0.140 |
4.2% |
2% |
False |
True |
74,361 |
| 60 |
5.150 |
3.346 |
1.804 |
53.6% |
0.136 |
4.0% |
1% |
False |
True |
61,883 |
| 80 |
5.208 |
3.346 |
1.862 |
55.3% |
0.138 |
4.1% |
1% |
False |
True |
50,362 |
| 100 |
5.534 |
3.346 |
2.188 |
65.0% |
0.142 |
4.2% |
1% |
False |
True |
41,977 |
| 120 |
5.534 |
3.346 |
2.188 |
65.0% |
0.138 |
4.1% |
1% |
False |
True |
35,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.365 |
|
2.618 |
4.048 |
|
1.618 |
3.854 |
|
1.000 |
3.734 |
|
0.618 |
3.660 |
|
HIGH |
3.540 |
|
0.618 |
3.466 |
|
0.500 |
3.443 |
|
0.382 |
3.420 |
|
LOW |
3.346 |
|
0.618 |
3.226 |
|
1.000 |
3.152 |
|
1.618 |
3.032 |
|
2.618 |
2.838 |
|
4.250 |
2.522 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.443 |
3.480 |
| PP |
3.418 |
3.442 |
| S1 |
3.393 |
3.405 |
|