NYMEX Natural Gas Future January 2011
| 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 |
3.935 |
3.998 |
0.063 |
1.6% |
4.140 |
| High |
3.987 |
4.044 |
0.057 |
1.4% |
4.184 |
| Low |
3.868 |
3.927 |
0.059 |
1.5% |
3.912 |
| Close |
3.928 |
4.023 |
0.095 |
2.4% |
3.948 |
| Range |
0.119 |
0.117 |
-0.002 |
-1.7% |
0.272 |
| ATR |
0.108 |
0.108 |
0.001 |
0.6% |
0.000 |
| Volume |
23,886 |
23,151 |
-735 |
-3.1% |
167,029 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.349 |
4.303 |
4.087 |
|
| R3 |
4.232 |
4.186 |
4.055 |
|
| R2 |
4.115 |
4.115 |
4.044 |
|
| R1 |
4.069 |
4.069 |
4.034 |
4.092 |
| PP |
3.998 |
3.998 |
3.998 |
4.010 |
| S1 |
3.952 |
3.952 |
4.012 |
3.975 |
| S2 |
3.881 |
3.881 |
4.002 |
|
| S3 |
3.764 |
3.835 |
3.991 |
|
| S4 |
3.647 |
3.718 |
3.959 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.831 |
4.661 |
4.098 |
|
| R3 |
4.559 |
4.389 |
4.023 |
|
| R2 |
4.287 |
4.287 |
3.998 |
|
| R1 |
4.117 |
4.117 |
3.973 |
4.066 |
| PP |
4.015 |
4.015 |
4.015 |
3.989 |
| S1 |
3.845 |
3.845 |
3.923 |
3.794 |
| S2 |
3.743 |
3.743 |
3.898 |
|
| S3 |
3.471 |
3.573 |
3.873 |
|
| S4 |
3.199 |
3.301 |
3.798 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.184 |
3.868 |
0.316 |
7.9% |
0.120 |
3.0% |
49% |
False |
False |
29,566 |
| 10 |
4.317 |
3.868 |
0.449 |
11.2% |
0.104 |
2.6% |
35% |
False |
False |
41,110 |
| 20 |
4.391 |
3.868 |
0.523 |
13.0% |
0.102 |
2.5% |
30% |
False |
False |
40,583 |
| 40 |
4.681 |
3.868 |
0.813 |
20.2% |
0.111 |
2.8% |
19% |
False |
False |
31,563 |
| 60 |
5.361 |
3.868 |
1.493 |
37.1% |
0.110 |
2.7% |
10% |
False |
False |
26,559 |
| 80 |
5.593 |
3.868 |
1.725 |
42.9% |
0.113 |
2.8% |
9% |
False |
False |
23,687 |
| 100 |
5.949 |
3.868 |
2.081 |
51.7% |
0.118 |
2.9% |
7% |
False |
False |
21,512 |
| 120 |
5.949 |
3.868 |
2.081 |
51.7% |
0.120 |
3.0% |
7% |
False |
False |
19,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.541 |
|
2.618 |
4.350 |
|
1.618 |
4.233 |
|
1.000 |
4.161 |
|
0.618 |
4.116 |
|
HIGH |
4.044 |
|
0.618 |
3.999 |
|
0.500 |
3.986 |
|
0.382 |
3.972 |
|
LOW |
3.927 |
|
0.618 |
3.855 |
|
1.000 |
3.810 |
|
1.618 |
3.738 |
|
2.618 |
3.621 |
|
4.250 |
3.430 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.011 |
4.001 |
| PP |
3.998 |
3.978 |
| S1 |
3.986 |
3.956 |
|