NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
4.338 |
4.219 |
-0.119 |
-2.7% |
4.192 |
| High |
4.354 |
4.279 |
-0.075 |
-1.7% |
4.354 |
| Low |
4.195 |
4.175 |
-0.020 |
-0.5% |
4.152 |
| Close |
4.205 |
4.270 |
0.065 |
1.5% |
4.270 |
| Range |
0.159 |
0.104 |
-0.055 |
-34.6% |
0.202 |
| ATR |
0.103 |
0.103 |
0.000 |
0.0% |
0.000 |
| Volume |
12,950 |
18,854 |
5,904 |
45.6% |
63,267 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.553 |
4.516 |
4.327 |
|
| R3 |
4.449 |
4.412 |
4.299 |
|
| R2 |
4.345 |
4.345 |
4.289 |
|
| R1 |
4.308 |
4.308 |
4.280 |
4.327 |
| PP |
4.241 |
4.241 |
4.241 |
4.251 |
| S1 |
4.204 |
4.204 |
4.260 |
4.223 |
| S2 |
4.137 |
4.137 |
4.251 |
|
| S3 |
4.033 |
4.100 |
4.241 |
|
| S4 |
3.929 |
3.996 |
4.213 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.865 |
4.769 |
4.381 |
|
| R3 |
4.663 |
4.567 |
4.326 |
|
| R2 |
4.461 |
4.461 |
4.307 |
|
| R1 |
4.365 |
4.365 |
4.289 |
4.413 |
| PP |
4.259 |
4.259 |
4.259 |
4.283 |
| S1 |
4.163 |
4.163 |
4.251 |
4.211 |
| S2 |
4.057 |
4.057 |
4.233 |
|
| S3 |
3.855 |
3.961 |
4.214 |
|
| S4 |
3.653 |
3.759 |
4.159 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.354 |
4.152 |
0.202 |
4.7% |
0.101 |
2.4% |
58% |
False |
False |
12,653 |
| 10 |
4.354 |
4.152 |
0.202 |
4.7% |
0.095 |
2.2% |
58% |
False |
False |
10,713 |
| 20 |
4.613 |
4.152 |
0.461 |
10.8% |
0.104 |
2.4% |
26% |
False |
False |
10,102 |
| 40 |
4.914 |
4.152 |
0.762 |
17.8% |
0.100 |
2.3% |
15% |
False |
False |
8,242 |
| 60 |
5.327 |
4.152 |
1.175 |
27.5% |
0.100 |
2.3% |
10% |
False |
False |
7,323 |
| 80 |
5.710 |
4.152 |
1.558 |
36.5% |
0.104 |
2.4% |
8% |
False |
False |
6,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.721 |
|
2.618 |
4.551 |
|
1.618 |
4.447 |
|
1.000 |
4.383 |
|
0.618 |
4.343 |
|
HIGH |
4.279 |
|
0.618 |
4.239 |
|
0.500 |
4.227 |
|
0.382 |
4.215 |
|
LOW |
4.175 |
|
0.618 |
4.111 |
|
1.000 |
4.071 |
|
1.618 |
4.007 |
|
2.618 |
3.903 |
|
4.250 |
3.733 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.256 |
4.268 |
| PP |
4.241 |
4.266 |
| S1 |
4.227 |
4.265 |
|