NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.853 |
3.908 |
0.055 |
1.4% |
4.041 |
| High |
3.916 |
3.954 |
0.038 |
1.0% |
4.093 |
| Low |
3.850 |
3.874 |
0.024 |
0.6% |
3.909 |
| Close |
3.895 |
3.893 |
-0.002 |
-0.1% |
3.924 |
| Range |
0.066 |
0.080 |
0.014 |
21.2% |
0.184 |
| ATR |
0.112 |
0.110 |
-0.002 |
-2.1% |
0.000 |
| Volume |
59,601 |
55,970 |
-3,631 |
-6.1% |
363,449 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.147 |
4.100 |
3.937 |
|
| R3 |
4.067 |
4.020 |
3.915 |
|
| R2 |
3.987 |
3.987 |
3.908 |
|
| R1 |
3.940 |
3.940 |
3.900 |
3.924 |
| PP |
3.907 |
3.907 |
3.907 |
3.899 |
| S1 |
3.860 |
3.860 |
3.886 |
3.844 |
| S2 |
3.827 |
3.827 |
3.878 |
|
| S3 |
3.747 |
3.780 |
3.871 |
|
| S4 |
3.667 |
3.700 |
3.849 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.527 |
4.410 |
4.025 |
|
| R3 |
4.343 |
4.226 |
3.975 |
|
| R2 |
4.159 |
4.159 |
3.958 |
|
| R1 |
4.042 |
4.042 |
3.941 |
4.009 |
| PP |
3.975 |
3.975 |
3.975 |
3.959 |
| S1 |
3.858 |
3.858 |
3.907 |
3.825 |
| S2 |
3.791 |
3.791 |
3.890 |
|
| S3 |
3.607 |
3.674 |
3.873 |
|
| S4 |
3.423 |
3.490 |
3.823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.072 |
3.850 |
0.222 |
5.7% |
0.093 |
2.4% |
19% |
False |
False |
67,496 |
| 10 |
4.207 |
3.850 |
0.357 |
9.2% |
0.107 |
2.7% |
12% |
False |
False |
68,425 |
| 20 |
4.450 |
3.850 |
0.600 |
15.4% |
0.108 |
2.8% |
7% |
False |
False |
48,851 |
| 40 |
4.522 |
3.850 |
0.672 |
17.3% |
0.117 |
3.0% |
6% |
False |
False |
35,719 |
| 60 |
5.336 |
3.850 |
1.486 |
38.2% |
0.118 |
3.0% |
3% |
False |
False |
29,897 |
| 80 |
5.447 |
3.850 |
1.597 |
41.0% |
0.121 |
3.1% |
3% |
False |
False |
24,779 |
| 100 |
5.762 |
3.850 |
1.912 |
49.1% |
0.126 |
3.2% |
2% |
False |
False |
21,300 |
| 120 |
5.762 |
3.850 |
1.912 |
49.1% |
0.124 |
3.2% |
2% |
False |
False |
18,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.294 |
|
2.618 |
4.163 |
|
1.618 |
4.083 |
|
1.000 |
4.034 |
|
0.618 |
4.003 |
|
HIGH |
3.954 |
|
0.618 |
3.923 |
|
0.500 |
3.914 |
|
0.382 |
3.905 |
|
LOW |
3.874 |
|
0.618 |
3.825 |
|
1.000 |
3.794 |
|
1.618 |
3.745 |
|
2.618 |
3.665 |
|
4.250 |
3.534 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.914 |
3.902 |
| PP |
3.907 |
3.899 |
| S1 |
3.900 |
3.896 |
|