NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.391 |
3.292 |
-0.099 |
-2.9% |
3.480 |
| High |
3.403 |
3.370 |
-0.033 |
-1.0% |
3.613 |
| Low |
3.290 |
3.255 |
-0.035 |
-1.1% |
3.290 |
| Close |
3.332 |
3.317 |
-0.015 |
-0.5% |
3.332 |
| Range |
0.113 |
0.115 |
0.002 |
1.8% |
0.323 |
| ATR |
0.140 |
0.138 |
-0.002 |
-1.3% |
0.000 |
| Volume |
71,540 |
56,624 |
-14,916 |
-20.8% |
476,481 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.659 |
3.603 |
3.380 |
|
| R3 |
3.544 |
3.488 |
3.349 |
|
| R2 |
3.429 |
3.429 |
3.338 |
|
| R1 |
3.373 |
3.373 |
3.328 |
3.401 |
| PP |
3.314 |
3.314 |
3.314 |
3.328 |
| S1 |
3.258 |
3.258 |
3.306 |
3.286 |
| S2 |
3.199 |
3.199 |
3.296 |
|
| S3 |
3.084 |
3.143 |
3.285 |
|
| S4 |
2.969 |
3.028 |
3.254 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.381 |
4.179 |
3.510 |
|
| R3 |
4.058 |
3.856 |
3.421 |
|
| R2 |
3.735 |
3.735 |
3.391 |
|
| R1 |
3.533 |
3.533 |
3.362 |
3.473 |
| PP |
3.412 |
3.412 |
3.412 |
3.381 |
| S1 |
3.210 |
3.210 |
3.302 |
3.150 |
| S2 |
3.089 |
3.089 |
3.273 |
|
| S3 |
2.766 |
2.887 |
3.243 |
|
| S4 |
2.443 |
2.564 |
3.154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.613 |
3.255 |
0.358 |
10.8% |
0.133 |
4.0% |
17% |
False |
True |
84,468 |
| 10 |
3.777 |
3.255 |
0.522 |
15.7% |
0.137 |
4.1% |
12% |
False |
True |
105,870 |
| 20 |
4.012 |
3.255 |
0.757 |
22.8% |
0.134 |
4.0% |
8% |
False |
True |
98,360 |
| 40 |
4.298 |
3.255 |
1.043 |
31.4% |
0.140 |
4.2% |
6% |
False |
True |
76,126 |
| 60 |
5.150 |
3.255 |
1.895 |
57.1% |
0.135 |
4.1% |
3% |
False |
True |
62,950 |
| 80 |
5.208 |
3.255 |
1.953 |
58.9% |
0.135 |
4.1% |
3% |
False |
True |
51,647 |
| 100 |
5.534 |
3.255 |
2.279 |
68.7% |
0.140 |
4.2% |
3% |
False |
True |
43,157 |
| 120 |
5.534 |
3.255 |
2.279 |
68.7% |
0.139 |
4.2% |
3% |
False |
True |
36,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.859 |
|
2.618 |
3.671 |
|
1.618 |
3.556 |
|
1.000 |
3.485 |
|
0.618 |
3.441 |
|
HIGH |
3.370 |
|
0.618 |
3.326 |
|
0.500 |
3.313 |
|
0.382 |
3.299 |
|
LOW |
3.255 |
|
0.618 |
3.184 |
|
1.000 |
3.140 |
|
1.618 |
3.069 |
|
2.618 |
2.954 |
|
4.250 |
2.766 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.316 |
3.398 |
| PP |
3.314 |
3.371 |
| S1 |
3.313 |
3.344 |
|