NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
4.322 |
4.415 |
0.093 |
2.2% |
4.418 |
| High |
4.405 |
4.415 |
0.010 |
0.2% |
4.419 |
| Low |
4.302 |
4.252 |
-0.050 |
-1.2% |
4.246 |
| Close |
4.398 |
4.260 |
-0.138 |
-3.1% |
4.283 |
| Range |
0.103 |
0.163 |
0.060 |
58.3% |
0.173 |
| ATR |
0.101 |
0.106 |
0.004 |
4.4% |
0.000 |
| Volume |
12,109 |
16,348 |
4,239 |
35.0% |
32,298 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.798 |
4.692 |
4.350 |
|
| R3 |
4.635 |
4.529 |
4.305 |
|
| R2 |
4.472 |
4.472 |
4.290 |
|
| R1 |
4.366 |
4.366 |
4.275 |
4.338 |
| PP |
4.309 |
4.309 |
4.309 |
4.295 |
| S1 |
4.203 |
4.203 |
4.245 |
4.175 |
| S2 |
4.146 |
4.146 |
4.230 |
|
| S3 |
3.983 |
4.040 |
4.215 |
|
| S4 |
3.820 |
3.877 |
4.170 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.835 |
4.732 |
4.378 |
|
| R3 |
4.662 |
4.559 |
4.331 |
|
| R2 |
4.489 |
4.489 |
4.315 |
|
| R1 |
4.386 |
4.386 |
4.299 |
4.351 |
| PP |
4.316 |
4.316 |
4.316 |
4.299 |
| S1 |
4.213 |
4.213 |
4.267 |
4.178 |
| S2 |
4.143 |
4.143 |
4.251 |
|
| S3 |
3.970 |
4.040 |
4.235 |
|
| S4 |
3.797 |
3.867 |
4.188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.415 |
4.220 |
0.195 |
4.6% |
0.091 |
2.1% |
21% |
True |
False |
13,994 |
| 10 |
4.543 |
4.220 |
0.323 |
7.6% |
0.097 |
2.3% |
12% |
False |
False |
9,413 |
| 20 |
4.678 |
4.220 |
0.458 |
10.8% |
0.103 |
2.4% |
9% |
False |
False |
7,472 |
| 40 |
5.003 |
4.220 |
0.783 |
18.4% |
0.100 |
2.4% |
5% |
False |
False |
5,560 |
| 60 |
5.434 |
4.220 |
1.214 |
28.5% |
0.103 |
2.4% |
3% |
False |
False |
4,545 |
| 80 |
5.850 |
4.220 |
1.630 |
38.3% |
0.107 |
2.5% |
2% |
False |
False |
3,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.108 |
|
2.618 |
4.842 |
|
1.618 |
4.679 |
|
1.000 |
4.578 |
|
0.618 |
4.516 |
|
HIGH |
4.415 |
|
0.618 |
4.353 |
|
0.500 |
4.334 |
|
0.382 |
4.314 |
|
LOW |
4.252 |
|
0.618 |
4.151 |
|
1.000 |
4.089 |
|
1.618 |
3.988 |
|
2.618 |
3.825 |
|
4.250 |
3.559 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.334 |
4.334 |
| PP |
4.309 |
4.309 |
| S1 |
4.285 |
4.285 |
|