NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
4.061 |
4.049 |
-0.012 |
-0.3% |
4.234 |
| High |
4.075 |
4.110 |
0.035 |
0.9% |
4.236 |
| Low |
3.997 |
4.015 |
0.018 |
0.5% |
4.040 |
| Close |
4.047 |
4.067 |
0.020 |
0.5% |
4.077 |
| Range |
0.078 |
0.095 |
0.017 |
21.8% |
0.196 |
| ATR |
0.120 |
0.118 |
-0.002 |
-1.5% |
0.000 |
| Volume |
28,797 |
26,667 |
-2,130 |
-7.4% |
151,038 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.349 |
4.303 |
4.119 |
|
| R3 |
4.254 |
4.208 |
4.093 |
|
| R2 |
4.159 |
4.159 |
4.084 |
|
| R1 |
4.113 |
4.113 |
4.076 |
4.136 |
| PP |
4.064 |
4.064 |
4.064 |
4.076 |
| S1 |
4.018 |
4.018 |
4.058 |
4.041 |
| S2 |
3.969 |
3.969 |
4.050 |
|
| S3 |
3.874 |
3.923 |
4.041 |
|
| S4 |
3.779 |
3.828 |
4.015 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.706 |
4.587 |
4.185 |
|
| R3 |
4.510 |
4.391 |
4.131 |
|
| R2 |
4.314 |
4.314 |
4.113 |
|
| R1 |
4.195 |
4.195 |
4.095 |
4.157 |
| PP |
4.118 |
4.118 |
4.118 |
4.098 |
| S1 |
3.999 |
3.999 |
4.059 |
3.961 |
| S2 |
3.922 |
3.922 |
4.041 |
|
| S3 |
3.726 |
3.803 |
4.023 |
|
| S4 |
3.530 |
3.607 |
3.969 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.217 |
3.997 |
0.220 |
5.4% |
0.097 |
2.4% |
32% |
False |
False |
28,204 |
| 10 |
4.450 |
3.997 |
0.453 |
11.1% |
0.107 |
2.6% |
15% |
False |
False |
27,240 |
| 20 |
4.500 |
3.997 |
0.503 |
12.4% |
0.120 |
2.9% |
14% |
False |
False |
25,636 |
| 40 |
4.896 |
3.997 |
0.899 |
22.1% |
0.114 |
2.8% |
8% |
False |
False |
22,316 |
| 60 |
5.336 |
3.997 |
1.339 |
32.9% |
0.118 |
2.9% |
5% |
False |
False |
19,539 |
| 80 |
5.762 |
3.997 |
1.765 |
43.4% |
0.125 |
3.1% |
4% |
False |
False |
16,578 |
| 100 |
5.762 |
3.997 |
1.765 |
43.4% |
0.128 |
3.1% |
4% |
False |
False |
14,670 |
| 120 |
5.762 |
3.997 |
1.765 |
43.4% |
0.127 |
3.1% |
4% |
False |
False |
12,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.514 |
|
2.618 |
4.359 |
|
1.618 |
4.264 |
|
1.000 |
4.205 |
|
0.618 |
4.169 |
|
HIGH |
4.110 |
|
0.618 |
4.074 |
|
0.500 |
4.063 |
|
0.382 |
4.051 |
|
LOW |
4.015 |
|
0.618 |
3.956 |
|
1.000 |
3.920 |
|
1.618 |
3.861 |
|
2.618 |
3.766 |
|
4.250 |
3.611 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.066 |
4.065 |
| PP |
4.064 |
4.062 |
| S1 |
4.063 |
4.060 |
|