NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.765 |
3.660 |
-0.105 |
-2.8% |
3.898 |
| High |
3.779 |
3.725 |
-0.054 |
-1.4% |
3.954 |
| Low |
3.659 |
3.500 |
-0.159 |
-4.3% |
3.659 |
| Close |
3.693 |
3.666 |
-0.027 |
-0.7% |
3.693 |
| Range |
0.120 |
0.225 |
0.105 |
87.5% |
0.295 |
| ATR |
0.115 |
0.123 |
0.008 |
6.8% |
0.000 |
| Volume |
49,666 |
56,716 |
7,050 |
14.2% |
317,923 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.305 |
4.211 |
3.790 |
|
| R3 |
4.080 |
3.986 |
3.728 |
|
| R2 |
3.855 |
3.855 |
3.707 |
|
| R1 |
3.761 |
3.761 |
3.687 |
3.808 |
| PP |
3.630 |
3.630 |
3.630 |
3.654 |
| S1 |
3.536 |
3.536 |
3.645 |
3.583 |
| S2 |
3.405 |
3.405 |
3.625 |
|
| S3 |
3.180 |
3.311 |
3.604 |
|
| S4 |
2.955 |
3.086 |
3.542 |
|
|
| 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 |
3.500 |
0.454 |
12.4% |
0.134 |
3.6% |
37% |
False |
True |
60,219 |
| 10 |
4.093 |
3.500 |
0.593 |
16.2% |
0.120 |
3.3% |
28% |
False |
True |
68,848 |
| 20 |
4.236 |
3.500 |
0.736 |
20.1% |
0.115 |
3.1% |
23% |
False |
True |
53,717 |
| 40 |
4.522 |
3.500 |
1.022 |
27.9% |
0.123 |
3.3% |
16% |
False |
True |
39,121 |
| 60 |
5.336 |
3.500 |
1.836 |
50.1% |
0.120 |
3.3% |
9% |
False |
True |
32,124 |
| 80 |
5.447 |
3.500 |
1.947 |
53.1% |
0.120 |
3.3% |
9% |
False |
True |
26,811 |
| 100 |
5.762 |
3.500 |
2.262 |
61.7% |
0.126 |
3.4% |
7% |
False |
True |
22,928 |
| 120 |
5.762 |
3.500 |
2.262 |
61.7% |
0.127 |
3.5% |
7% |
False |
True |
20,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.681 |
|
2.618 |
4.314 |
|
1.618 |
4.089 |
|
1.000 |
3.950 |
|
0.618 |
3.864 |
|
HIGH |
3.725 |
|
0.618 |
3.639 |
|
0.500 |
3.613 |
|
0.382 |
3.586 |
|
LOW |
3.500 |
|
0.618 |
3.361 |
|
1.000 |
3.275 |
|
1.618 |
3.136 |
|
2.618 |
2.911 |
|
4.250 |
2.544 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.648 |
3.699 |
| PP |
3.630 |
3.688 |
| S1 |
3.613 |
3.677 |
|