NYMEX Natural Gas Future January 2011
| 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 |
4.025 |
4.146 |
0.121 |
3.0% |
3.935 |
| High |
4.167 |
4.285 |
0.118 |
2.8% |
4.285 |
| Low |
3.916 |
4.080 |
0.164 |
4.2% |
3.868 |
| Close |
4.134 |
4.265 |
0.131 |
3.2% |
4.265 |
| Range |
0.251 |
0.205 |
-0.046 |
-18.3% |
0.417 |
| ATR |
0.119 |
0.125 |
0.006 |
5.2% |
0.000 |
| Volume |
28,663 |
50,394 |
21,731 |
75.8% |
172,598 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.825 |
4.750 |
4.378 |
|
| R3 |
4.620 |
4.545 |
4.321 |
|
| R2 |
4.415 |
4.415 |
4.303 |
|
| R1 |
4.340 |
4.340 |
4.284 |
4.378 |
| PP |
4.210 |
4.210 |
4.210 |
4.229 |
| S1 |
4.135 |
4.135 |
4.246 |
4.173 |
| S2 |
4.005 |
4.005 |
4.227 |
|
| S3 |
3.800 |
3.930 |
4.209 |
|
| S4 |
3.595 |
3.725 |
4.152 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.390 |
5.245 |
4.494 |
|
| R3 |
4.973 |
4.828 |
4.380 |
|
| R2 |
4.556 |
4.556 |
4.341 |
|
| R1 |
4.411 |
4.411 |
4.303 |
4.484 |
| PP |
4.139 |
4.139 |
4.139 |
4.176 |
| S1 |
3.994 |
3.994 |
4.227 |
4.067 |
| S2 |
3.722 |
3.722 |
4.189 |
|
| S3 |
3.305 |
3.577 |
4.150 |
|
| S4 |
2.888 |
3.160 |
4.036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.285 |
3.868 |
0.417 |
9.8% |
0.161 |
3.8% |
95% |
True |
False |
34,519 |
| 10 |
4.285 |
3.868 |
0.417 |
9.8% |
0.129 |
3.0% |
95% |
True |
False |
33,962 |
| 20 |
4.391 |
3.868 |
0.523 |
12.3% |
0.115 |
2.7% |
76% |
False |
False |
44,003 |
| 40 |
4.681 |
3.868 |
0.813 |
19.1% |
0.117 |
2.8% |
49% |
False |
False |
33,258 |
| 60 |
5.207 |
3.868 |
1.339 |
31.4% |
0.113 |
2.6% |
30% |
False |
False |
27,837 |
| 80 |
5.468 |
3.868 |
1.600 |
37.5% |
0.114 |
2.7% |
25% |
False |
False |
24,788 |
| 100 |
5.949 |
3.868 |
2.081 |
48.8% |
0.119 |
2.8% |
19% |
False |
False |
22,339 |
| 120 |
5.949 |
3.868 |
2.081 |
48.8% |
0.122 |
2.9% |
19% |
False |
False |
20,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.156 |
|
2.618 |
4.822 |
|
1.618 |
4.617 |
|
1.000 |
4.490 |
|
0.618 |
4.412 |
|
HIGH |
4.285 |
|
0.618 |
4.207 |
|
0.500 |
4.183 |
|
0.382 |
4.158 |
|
LOW |
4.080 |
|
0.618 |
3.953 |
|
1.000 |
3.875 |
|
1.618 |
3.748 |
|
2.618 |
3.543 |
|
4.250 |
3.209 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.238 |
4.210 |
| PP |
4.210 |
4.155 |
| S1 |
4.183 |
4.101 |
|