NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
4.160 |
4.180 |
0.020 |
0.5% |
4.320 |
| High |
4.206 |
4.219 |
0.013 |
0.3% |
4.355 |
| Low |
4.140 |
4.156 |
0.016 |
0.4% |
4.183 |
| Close |
4.170 |
4.181 |
0.011 |
0.3% |
4.202 |
| Range |
0.066 |
0.063 |
-0.003 |
-4.5% |
0.172 |
| ATR |
0.096 |
0.094 |
-0.002 |
-2.5% |
0.000 |
| Volume |
9,773 |
9,864 |
91 |
0.9% |
84,807 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.374 |
4.341 |
4.216 |
|
| R3 |
4.311 |
4.278 |
4.198 |
|
| R2 |
4.248 |
4.248 |
4.193 |
|
| R1 |
4.215 |
4.215 |
4.187 |
4.232 |
| PP |
4.185 |
4.185 |
4.185 |
4.194 |
| S1 |
4.152 |
4.152 |
4.175 |
4.169 |
| S2 |
4.122 |
4.122 |
4.169 |
|
| S3 |
4.059 |
4.089 |
4.164 |
|
| S4 |
3.996 |
4.026 |
4.146 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.763 |
4.654 |
4.297 |
|
| R3 |
4.591 |
4.482 |
4.249 |
|
| R2 |
4.419 |
4.419 |
4.234 |
|
| R1 |
4.310 |
4.310 |
4.218 |
4.279 |
| PP |
4.247 |
4.247 |
4.247 |
4.231 |
| S1 |
4.138 |
4.138 |
4.186 |
4.107 |
| S2 |
4.075 |
4.075 |
4.170 |
|
| S3 |
3.903 |
3.966 |
4.155 |
|
| S4 |
3.731 |
3.794 |
4.107 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.317 |
4.140 |
0.177 |
4.2% |
0.079 |
1.9% |
23% |
False |
False |
12,395 |
| 10 |
4.415 |
4.140 |
0.275 |
6.6% |
0.089 |
2.1% |
15% |
False |
False |
15,523 |
| 20 |
4.600 |
4.140 |
0.460 |
11.0% |
0.090 |
2.2% |
9% |
False |
False |
11,857 |
| 40 |
4.678 |
4.140 |
0.538 |
12.9% |
0.100 |
2.4% |
8% |
False |
False |
8,479 |
| 60 |
5.434 |
4.140 |
1.294 |
30.9% |
0.101 |
2.4% |
3% |
False |
False |
6,622 |
| 80 |
5.570 |
4.140 |
1.430 |
34.2% |
0.103 |
2.5% |
3% |
False |
False |
5,415 |
| 100 |
5.861 |
4.140 |
1.721 |
41.2% |
0.107 |
2.6% |
2% |
False |
False |
4,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.487 |
|
2.618 |
4.384 |
|
1.618 |
4.321 |
|
1.000 |
4.282 |
|
0.618 |
4.258 |
|
HIGH |
4.219 |
|
0.618 |
4.195 |
|
0.500 |
4.188 |
|
0.382 |
4.180 |
|
LOW |
4.156 |
|
0.618 |
4.117 |
|
1.000 |
4.093 |
|
1.618 |
4.054 |
|
2.618 |
3.991 |
|
4.250 |
3.888 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.188 |
4.181 |
| PP |
4.185 |
4.180 |
| S1 |
4.183 |
4.180 |
|