NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 18-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.231 |
4.140 |
-0.091 |
-2.2% |
4.290 |
High |
4.257 |
4.162 |
-0.095 |
-2.2% |
4.321 |
Low |
4.151 |
4.108 |
-0.043 |
-1.0% |
4.151 |
Close |
4.169 |
4.130 |
-0.039 |
-0.9% |
4.169 |
Range |
0.106 |
0.054 |
-0.052 |
-49.1% |
0.170 |
ATR |
0.109 |
0.106 |
-0.003 |
-3.2% |
0.000 |
Volume |
44,840 |
33,708 |
-11,132 |
-24.8% |
341,307 |
|
Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.295 |
4.267 |
4.160 |
|
R3 |
4.241 |
4.213 |
4.145 |
|
R2 |
4.187 |
4.187 |
4.140 |
|
R1 |
4.159 |
4.159 |
4.135 |
4.146 |
PP |
4.133 |
4.133 |
4.133 |
4.127 |
S1 |
4.105 |
4.105 |
4.125 |
4.092 |
S2 |
4.079 |
4.079 |
4.120 |
|
S3 |
4.025 |
4.051 |
4.115 |
|
S4 |
3.971 |
3.997 |
4.100 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.724 |
4.616 |
4.263 |
|
R3 |
4.554 |
4.446 |
4.216 |
|
R2 |
4.384 |
4.384 |
4.200 |
|
R1 |
4.276 |
4.276 |
4.185 |
4.245 |
PP |
4.214 |
4.214 |
4.214 |
4.198 |
S1 |
4.106 |
4.106 |
4.153 |
4.075 |
S2 |
4.044 |
4.044 |
4.138 |
|
S3 |
3.874 |
3.936 |
4.122 |
|
S4 |
3.704 |
3.766 |
4.076 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.317 |
4.108 |
0.209 |
5.1% |
0.091 |
2.2% |
11% |
False |
True |
60,183 |
10 |
4.391 |
4.108 |
0.283 |
6.9% |
0.100 |
2.4% |
8% |
False |
True |
54,972 |
20 |
4.616 |
4.108 |
0.508 |
12.3% |
0.104 |
2.5% |
4% |
False |
True |
38,184 |
40 |
4.737 |
4.108 |
0.629 |
15.2% |
0.110 |
2.7% |
3% |
False |
True |
29,494 |
60 |
5.468 |
4.108 |
1.360 |
32.9% |
0.112 |
2.7% |
2% |
False |
True |
25,281 |
80 |
5.750 |
4.108 |
1.642 |
39.8% |
0.116 |
2.8% |
1% |
False |
True |
22,326 |
100 |
5.949 |
4.108 |
1.841 |
44.6% |
0.121 |
2.9% |
1% |
False |
True |
20,386 |
120 |
5.949 |
4.108 |
1.841 |
44.6% |
0.121 |
2.9% |
1% |
False |
True |
18,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.392 |
2.618 |
4.303 |
1.618 |
4.249 |
1.000 |
4.216 |
0.618 |
4.195 |
HIGH |
4.162 |
0.618 |
4.141 |
0.500 |
4.135 |
0.382 |
4.129 |
LOW |
4.108 |
0.618 |
4.075 |
1.000 |
4.054 |
1.618 |
4.021 |
2.618 |
3.967 |
4.250 |
3.879 |
|
|
Fisher Pivots for day following 18-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.135 |
4.199 |
PP |
4.133 |
4.176 |
S1 |
4.132 |
4.153 |
|