NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.292 |
3.352 |
0.060 |
1.8% |
3.480 |
| High |
3.370 |
3.410 |
0.040 |
1.2% |
3.613 |
| Low |
3.255 |
3.263 |
0.008 |
0.2% |
3.290 |
| Close |
3.317 |
3.354 |
0.037 |
1.1% |
3.332 |
| Range |
0.115 |
0.147 |
0.032 |
27.8% |
0.323 |
| ATR |
0.138 |
0.138 |
0.001 |
0.5% |
0.000 |
| Volume |
56,624 |
58,044 |
1,420 |
2.5% |
476,481 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.783 |
3.716 |
3.435 |
|
| R3 |
3.636 |
3.569 |
3.394 |
|
| R2 |
3.489 |
3.489 |
3.381 |
|
| R1 |
3.422 |
3.422 |
3.367 |
3.456 |
| PP |
3.342 |
3.342 |
3.342 |
3.359 |
| S1 |
3.275 |
3.275 |
3.341 |
3.309 |
| S2 |
3.195 |
3.195 |
3.327 |
|
| S3 |
3.048 |
3.128 |
3.314 |
|
| S4 |
2.901 |
2.981 |
3.273 |
|
|
| 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 |
10.7% |
0.135 |
4.0% |
28% |
False |
False |
76,973 |
| 10 |
3.777 |
3.255 |
0.522 |
15.6% |
0.140 |
4.2% |
19% |
False |
False |
100,176 |
| 20 |
4.012 |
3.255 |
0.757 |
22.6% |
0.136 |
4.0% |
13% |
False |
False |
96,945 |
| 40 |
4.298 |
3.255 |
1.043 |
31.1% |
0.139 |
4.1% |
9% |
False |
False |
76,787 |
| 60 |
5.003 |
3.255 |
1.748 |
52.1% |
0.133 |
4.0% |
6% |
False |
False |
63,530 |
| 80 |
5.208 |
3.255 |
1.953 |
58.2% |
0.135 |
4.0% |
5% |
False |
False |
52,160 |
| 100 |
5.534 |
3.255 |
2.279 |
67.9% |
0.139 |
4.2% |
4% |
False |
False |
43,624 |
| 120 |
5.534 |
3.255 |
2.279 |
67.9% |
0.139 |
4.1% |
4% |
False |
False |
37,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.035 |
|
2.618 |
3.795 |
|
1.618 |
3.648 |
|
1.000 |
3.557 |
|
0.618 |
3.501 |
|
HIGH |
3.410 |
|
0.618 |
3.354 |
|
0.500 |
3.337 |
|
0.382 |
3.319 |
|
LOW |
3.263 |
|
0.618 |
3.172 |
|
1.000 |
3.116 |
|
1.618 |
3.025 |
|
2.618 |
2.878 |
|
4.250 |
2.638 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.348 |
3.347 |
| PP |
3.342 |
3.340 |
| S1 |
3.337 |
3.333 |
|