NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
4.005 |
4.004 |
-0.001 |
0.0% |
4.061 |
| High |
4.021 |
4.093 |
0.072 |
1.8% |
4.207 |
| Low |
3.926 |
3.981 |
0.055 |
1.4% |
3.957 |
| Close |
3.992 |
4.041 |
0.049 |
1.2% |
4.046 |
| Range |
0.095 |
0.112 |
0.017 |
17.9% |
0.250 |
| ATR |
0.119 |
0.118 |
0.000 |
-0.4% |
0.000 |
| Volume |
73,852 |
91,623 |
17,771 |
24.1% |
229,131 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.374 |
4.320 |
4.103 |
|
| R3 |
4.262 |
4.208 |
4.072 |
|
| R2 |
4.150 |
4.150 |
4.062 |
|
| R1 |
4.096 |
4.096 |
4.051 |
4.123 |
| PP |
4.038 |
4.038 |
4.038 |
4.052 |
| S1 |
3.984 |
3.984 |
4.031 |
4.011 |
| S2 |
3.926 |
3.926 |
4.020 |
|
| S3 |
3.814 |
3.872 |
4.010 |
|
| S4 |
3.702 |
3.760 |
3.979 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.820 |
4.683 |
4.184 |
|
| R3 |
4.570 |
4.433 |
4.115 |
|
| R2 |
4.320 |
4.320 |
4.092 |
|
| R1 |
4.183 |
4.183 |
4.069 |
4.127 |
| PP |
4.070 |
4.070 |
4.070 |
4.042 |
| S1 |
3.933 |
3.933 |
4.023 |
3.877 |
| S2 |
3.820 |
3.820 |
4.000 |
|
| S3 |
3.570 |
3.683 |
3.977 |
|
| S4 |
3.320 |
3.433 |
3.909 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.207 |
3.926 |
0.281 |
7.0% |
0.120 |
3.0% |
41% |
False |
False |
69,354 |
| 10 |
4.217 |
3.926 |
0.291 |
7.2% |
0.114 |
2.8% |
40% |
False |
False |
50,857 |
| 20 |
4.500 |
3.926 |
0.574 |
14.2% |
0.121 |
3.0% |
20% |
False |
False |
37,856 |
| 40 |
4.840 |
3.926 |
0.914 |
22.6% |
0.118 |
2.9% |
13% |
False |
False |
28,912 |
| 60 |
5.336 |
3.926 |
1.410 |
34.9% |
0.118 |
2.9% |
8% |
False |
False |
25,023 |
| 80 |
5.570 |
3.926 |
1.644 |
40.7% |
0.122 |
3.0% |
7% |
False |
False |
20,934 |
| 100 |
5.762 |
3.926 |
1.836 |
45.4% |
0.127 |
3.1% |
6% |
False |
False |
18,105 |
| 120 |
5.762 |
3.926 |
1.836 |
45.4% |
0.127 |
3.1% |
6% |
False |
False |
15,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.569 |
|
2.618 |
4.386 |
|
1.618 |
4.274 |
|
1.000 |
4.205 |
|
0.618 |
4.162 |
|
HIGH |
4.093 |
|
0.618 |
4.050 |
|
0.500 |
4.037 |
|
0.382 |
4.024 |
|
LOW |
3.981 |
|
0.618 |
3.912 |
|
1.000 |
3.869 |
|
1.618 |
3.800 |
|
2.618 |
3.688 |
|
4.250 |
3.505 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.040 |
4.031 |
| PP |
4.038 |
4.020 |
| S1 |
4.037 |
4.010 |
|