NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.660 |
3.693 |
0.033 |
0.9% |
3.898 |
| High |
3.725 |
3.803 |
0.078 |
2.1% |
3.954 |
| Low |
3.500 |
3.662 |
0.162 |
4.6% |
3.659 |
| Close |
3.666 |
3.766 |
0.100 |
2.7% |
3.693 |
| Range |
0.225 |
0.141 |
-0.084 |
-37.3% |
0.295 |
| ATR |
0.123 |
0.124 |
0.001 |
1.0% |
0.000 |
| Volume |
56,716 |
119,858 |
63,142 |
111.3% |
317,923 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.167 |
4.107 |
3.844 |
|
| R3 |
4.026 |
3.966 |
3.805 |
|
| R2 |
3.885 |
3.885 |
3.792 |
|
| R1 |
3.825 |
3.825 |
3.779 |
3.855 |
| PP |
3.744 |
3.744 |
3.744 |
3.759 |
| S1 |
3.684 |
3.684 |
3.753 |
3.714 |
| S2 |
3.603 |
3.603 |
3.740 |
|
| S3 |
3.462 |
3.543 |
3.727 |
|
| S4 |
3.321 |
3.402 |
3.688 |
|
|
| 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 |
12.1% |
0.149 |
3.9% |
59% |
False |
False |
72,270 |
| 10 |
4.093 |
3.500 |
0.593 |
15.7% |
0.124 |
3.3% |
45% |
False |
False |
73,448 |
| 20 |
4.217 |
3.500 |
0.717 |
19.0% |
0.117 |
3.1% |
37% |
False |
False |
58,631 |
| 40 |
4.522 |
3.500 |
1.022 |
27.1% |
0.122 |
3.2% |
26% |
False |
False |
41,712 |
| 60 |
5.229 |
3.500 |
1.729 |
45.9% |
0.119 |
3.2% |
15% |
False |
False |
33,924 |
| 80 |
5.447 |
3.500 |
1.947 |
51.7% |
0.120 |
3.2% |
14% |
False |
False |
28,163 |
| 100 |
5.762 |
3.500 |
2.262 |
60.1% |
0.125 |
3.3% |
12% |
False |
False |
23,998 |
| 120 |
5.762 |
3.500 |
2.262 |
60.1% |
0.127 |
3.4% |
12% |
False |
False |
21,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.402 |
|
2.618 |
4.172 |
|
1.618 |
4.031 |
|
1.000 |
3.944 |
|
0.618 |
3.890 |
|
HIGH |
3.803 |
|
0.618 |
3.749 |
|
0.500 |
3.733 |
|
0.382 |
3.716 |
|
LOW |
3.662 |
|
0.618 |
3.575 |
|
1.000 |
3.521 |
|
1.618 |
3.434 |
|
2.618 |
3.293 |
|
4.250 |
3.063 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.755 |
3.728 |
| PP |
3.744 |
3.690 |
| S1 |
3.733 |
3.652 |
|