NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
4.388 |
4.230 |
-0.158 |
-3.6% |
4.249 |
| High |
4.391 |
4.304 |
-0.087 |
-2.0% |
4.391 |
| Low |
4.220 |
4.189 |
-0.031 |
-0.7% |
4.189 |
| Close |
4.227 |
4.292 |
0.065 |
1.5% |
4.292 |
| Range |
0.171 |
0.115 |
-0.056 |
-32.7% |
0.202 |
| ATR |
0.115 |
0.115 |
0.000 |
0.0% |
0.000 |
| Volume |
38,348 |
84,434 |
46,086 |
120.2% |
199,130 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.607 |
4.564 |
4.355 |
|
| R3 |
4.492 |
4.449 |
4.324 |
|
| R2 |
4.377 |
4.377 |
4.313 |
|
| R1 |
4.334 |
4.334 |
4.303 |
4.356 |
| PP |
4.262 |
4.262 |
4.262 |
4.272 |
| S1 |
4.219 |
4.219 |
4.281 |
4.241 |
| S2 |
4.147 |
4.147 |
4.271 |
|
| S3 |
4.032 |
4.104 |
4.260 |
|
| S4 |
3.917 |
3.989 |
4.229 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.897 |
4.796 |
4.403 |
|
| R3 |
4.695 |
4.594 |
4.348 |
|
| R2 |
4.493 |
4.493 |
4.329 |
|
| R1 |
4.392 |
4.392 |
4.311 |
4.443 |
| PP |
4.291 |
4.291 |
4.291 |
4.316 |
| S1 |
4.190 |
4.190 |
4.273 |
4.241 |
| S2 |
4.089 |
4.089 |
4.255 |
|
| S3 |
3.887 |
3.988 |
4.236 |
|
| S4 |
3.685 |
3.786 |
4.181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.391 |
4.189 |
0.202 |
4.7% |
0.109 |
2.5% |
51% |
False |
True |
39,826 |
| 10 |
4.443 |
4.189 |
0.254 |
5.9% |
0.108 |
2.5% |
41% |
False |
True |
30,295 |
| 20 |
4.681 |
4.189 |
0.492 |
11.5% |
0.117 |
2.7% |
21% |
False |
True |
26,443 |
| 40 |
5.010 |
4.189 |
0.821 |
19.1% |
0.112 |
2.6% |
13% |
False |
True |
22,079 |
| 60 |
5.468 |
4.189 |
1.279 |
29.8% |
0.113 |
2.6% |
8% |
False |
True |
20,392 |
| 80 |
5.949 |
4.189 |
1.760 |
41.0% |
0.120 |
2.8% |
6% |
False |
True |
18,571 |
| 100 |
5.949 |
4.189 |
1.760 |
41.0% |
0.123 |
2.9% |
6% |
False |
True |
17,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.793 |
|
2.618 |
4.605 |
|
1.618 |
4.490 |
|
1.000 |
4.419 |
|
0.618 |
4.375 |
|
HIGH |
4.304 |
|
0.618 |
4.260 |
|
0.500 |
4.247 |
|
0.382 |
4.233 |
|
LOW |
4.189 |
|
0.618 |
4.118 |
|
1.000 |
4.074 |
|
1.618 |
4.003 |
|
2.618 |
3.888 |
|
4.250 |
3.700 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.277 |
4.291 |
| PP |
4.262 |
4.291 |
| S1 |
4.247 |
4.290 |
|