NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.781 |
3.922 |
0.141 |
3.7% |
3.660 |
| High |
3.924 |
4.075 |
0.151 |
3.8% |
4.075 |
| Low |
3.656 |
3.830 |
0.174 |
4.8% |
3.500 |
| Close |
3.890 |
4.065 |
0.175 |
4.5% |
4.065 |
| Range |
0.268 |
0.245 |
-0.023 |
-8.6% |
0.575 |
| ATR |
0.135 |
0.142 |
0.008 |
5.9% |
0.000 |
| Volume |
142,341 |
148,983 |
6,642 |
4.7% |
550,715 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.725 |
4.640 |
4.200 |
|
| R3 |
4.480 |
4.395 |
4.132 |
|
| R2 |
4.235 |
4.235 |
4.110 |
|
| R1 |
4.150 |
4.150 |
4.087 |
4.193 |
| PP |
3.990 |
3.990 |
3.990 |
4.011 |
| S1 |
3.905 |
3.905 |
4.043 |
3.948 |
| S2 |
3.745 |
3.745 |
4.020 |
|
| S3 |
3.500 |
3.660 |
3.998 |
|
| S4 |
3.255 |
3.415 |
3.930 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.605 |
5.410 |
4.381 |
|
| R3 |
5.030 |
4.835 |
4.223 |
|
| R2 |
4.455 |
4.455 |
4.170 |
|
| R1 |
4.260 |
4.260 |
4.118 |
4.358 |
| PP |
3.880 |
3.880 |
3.880 |
3.929 |
| S1 |
3.685 |
3.685 |
4.012 |
3.783 |
| S2 |
3.305 |
3.305 |
3.960 |
|
| S3 |
2.730 |
3.110 |
3.907 |
|
| S4 |
2.155 |
2.535 |
3.749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.075 |
3.500 |
0.575 |
14.1% |
0.200 |
4.9% |
98% |
True |
False |
110,143 |
| 10 |
4.075 |
3.500 |
0.575 |
14.1% |
0.151 |
3.7% |
98% |
True |
False |
86,863 |
| 20 |
4.207 |
3.500 |
0.707 |
17.4% |
0.133 |
3.3% |
80% |
False |
False |
73,060 |
| 40 |
4.500 |
3.500 |
1.000 |
24.6% |
0.129 |
3.2% |
57% |
False |
False |
49,277 |
| 60 |
5.074 |
3.500 |
1.574 |
38.7% |
0.122 |
3.0% |
36% |
False |
False |
39,140 |
| 80 |
5.336 |
3.500 |
1.836 |
45.2% |
0.122 |
3.0% |
31% |
False |
False |
32,497 |
| 100 |
5.762 |
3.500 |
2.262 |
55.6% |
0.127 |
3.1% |
25% |
False |
False |
27,458 |
| 120 |
5.762 |
3.500 |
2.262 |
55.6% |
0.129 |
3.2% |
25% |
False |
False |
24,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.116 |
|
2.618 |
4.716 |
|
1.618 |
4.471 |
|
1.000 |
4.320 |
|
0.618 |
4.226 |
|
HIGH |
4.075 |
|
0.618 |
3.981 |
|
0.500 |
3.953 |
|
0.382 |
3.924 |
|
LOW |
3.830 |
|
0.618 |
3.679 |
|
1.000 |
3.585 |
|
1.618 |
3.434 |
|
2.618 |
3.189 |
|
4.250 |
2.789 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.028 |
3.999 |
| PP |
3.990 |
3.932 |
| S1 |
3.953 |
3.866 |
|