NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 22-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.885 |
3.765 |
-0.120 |
-3.1% |
3.898 |
| High |
3.898 |
3.779 |
-0.119 |
-3.1% |
3.954 |
| Low |
3.721 |
3.659 |
-0.062 |
-1.7% |
3.659 |
| Close |
3.750 |
3.693 |
-0.057 |
-1.5% |
3.693 |
| Range |
0.177 |
0.120 |
-0.057 |
-32.2% |
0.295 |
| ATR |
0.115 |
0.115 |
0.000 |
0.3% |
0.000 |
| Volume |
79,143 |
49,666 |
-29,477 |
-37.2% |
317,923 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.070 |
4.002 |
3.759 |
|
| R3 |
3.950 |
3.882 |
3.726 |
|
| R2 |
3.830 |
3.830 |
3.715 |
|
| R1 |
3.762 |
3.762 |
3.704 |
3.736 |
| PP |
3.710 |
3.710 |
3.710 |
3.698 |
| S1 |
3.642 |
3.642 |
3.682 |
3.616 |
| S2 |
3.590 |
3.590 |
3.671 |
|
| S3 |
3.470 |
3.522 |
3.660 |
|
| S4 |
3.350 |
3.402 |
3.627 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.654 |
4.468 |
3.855 |
|
| R3 |
4.359 |
4.173 |
3.774 |
|
| R2 |
4.064 |
4.064 |
3.747 |
|
| R1 |
3.878 |
3.878 |
3.720 |
3.824 |
| PP |
3.769 |
3.769 |
3.769 |
3.741 |
| S1 |
3.583 |
3.583 |
3.666 |
3.529 |
| S2 |
3.474 |
3.474 |
3.639 |
|
| S3 |
3.179 |
3.288 |
3.612 |
|
| S4 |
2.884 |
2.993 |
3.531 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.954 |
3.659 |
0.295 |
8.0% |
0.102 |
2.8% |
12% |
False |
True |
63,584 |
| 10 |
4.093 |
3.659 |
0.434 |
11.8% |
0.104 |
2.8% |
8% |
False |
True |
68,137 |
| 20 |
4.236 |
3.659 |
0.577 |
15.6% |
0.109 |
2.9% |
6% |
False |
True |
53,077 |
| 40 |
4.522 |
3.659 |
0.863 |
23.4% |
0.120 |
3.3% |
4% |
False |
True |
38,100 |
| 60 |
5.336 |
3.659 |
1.677 |
45.4% |
0.118 |
3.2% |
2% |
False |
True |
31,517 |
| 80 |
5.447 |
3.659 |
1.788 |
48.4% |
0.121 |
3.3% |
2% |
False |
True |
26,231 |
| 100 |
5.762 |
3.659 |
2.103 |
56.9% |
0.125 |
3.4% |
2% |
False |
True |
22,439 |
| 120 |
5.762 |
3.659 |
2.103 |
56.9% |
0.126 |
3.4% |
2% |
False |
True |
19,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.289 |
|
2.618 |
4.093 |
|
1.618 |
3.973 |
|
1.000 |
3.899 |
|
0.618 |
3.853 |
|
HIGH |
3.779 |
|
0.618 |
3.733 |
|
0.500 |
3.719 |
|
0.382 |
3.705 |
|
LOW |
3.659 |
|
0.618 |
3.585 |
|
1.000 |
3.539 |
|
1.618 |
3.465 |
|
2.618 |
3.345 |
|
4.250 |
3.149 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.719 |
3.807 |
| PP |
3.710 |
3.769 |
| S1 |
3.702 |
3.731 |
|