NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 28-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.759 |
3.781 |
0.022 |
0.6% |
3.898 |
| High |
3.841 |
3.924 |
0.083 |
2.2% |
3.954 |
| Low |
3.718 |
3.656 |
-0.062 |
-1.7% |
3.659 |
| Close |
3.763 |
3.890 |
0.127 |
3.4% |
3.693 |
| Range |
0.123 |
0.268 |
0.145 |
117.9% |
0.295 |
| ATR |
0.124 |
0.135 |
0.010 |
8.3% |
0.000 |
| Volume |
82,817 |
142,341 |
59,524 |
71.9% |
317,923 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.627 |
4.527 |
4.037 |
|
| R3 |
4.359 |
4.259 |
3.964 |
|
| R2 |
4.091 |
4.091 |
3.939 |
|
| R1 |
3.991 |
3.991 |
3.915 |
4.041 |
| PP |
3.823 |
3.823 |
3.823 |
3.849 |
| S1 |
3.723 |
3.723 |
3.865 |
3.773 |
| S2 |
3.555 |
3.555 |
3.841 |
|
| S3 |
3.287 |
3.455 |
3.816 |
|
| S4 |
3.019 |
3.187 |
3.743 |
|
|
| 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 |
3.924 |
3.500 |
0.424 |
10.9% |
0.175 |
4.5% |
92% |
True |
False |
90,279 |
| 10 |
4.031 |
3.500 |
0.531 |
13.7% |
0.139 |
3.6% |
73% |
False |
False |
78,818 |
| 20 |
4.207 |
3.500 |
0.707 |
18.2% |
0.124 |
3.2% |
55% |
False |
False |
67,031 |
| 40 |
4.500 |
3.500 |
1.000 |
25.7% |
0.126 |
3.2% |
39% |
False |
False |
46,218 |
| 60 |
5.229 |
3.500 |
1.729 |
44.4% |
0.122 |
3.1% |
23% |
False |
False |
36,972 |
| 80 |
5.336 |
3.500 |
1.836 |
47.2% |
0.121 |
3.1% |
21% |
False |
False |
30,772 |
| 100 |
5.762 |
3.500 |
2.262 |
58.1% |
0.126 |
3.2% |
17% |
False |
False |
26,049 |
| 120 |
5.762 |
3.500 |
2.262 |
58.1% |
0.128 |
3.3% |
17% |
False |
False |
22,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.063 |
|
2.618 |
4.626 |
|
1.618 |
4.358 |
|
1.000 |
4.192 |
|
0.618 |
4.090 |
|
HIGH |
3.924 |
|
0.618 |
3.822 |
|
0.500 |
3.790 |
|
0.382 |
3.758 |
|
LOW |
3.656 |
|
0.618 |
3.490 |
|
1.000 |
3.388 |
|
1.618 |
3.222 |
|
2.618 |
2.954 |
|
4.250 |
2.517 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.857 |
3.857 |
| PP |
3.823 |
3.823 |
| S1 |
3.790 |
3.790 |
|