NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
4.250 |
4.255 |
0.005 |
0.1% |
4.192 |
| High |
4.290 |
4.268 |
-0.022 |
-0.5% |
4.354 |
| Low |
4.230 |
4.192 |
-0.038 |
-0.9% |
4.152 |
| Close |
4.269 |
4.247 |
-0.022 |
-0.5% |
4.270 |
| Range |
0.060 |
0.076 |
0.016 |
26.7% |
0.202 |
| ATR |
0.100 |
0.099 |
-0.002 |
-1.7% |
0.000 |
| Volume |
15,276 |
10,799 |
-4,477 |
-29.3% |
63,267 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.464 |
4.431 |
4.289 |
|
| R3 |
4.388 |
4.355 |
4.268 |
|
| R2 |
4.312 |
4.312 |
4.261 |
|
| R1 |
4.279 |
4.279 |
4.254 |
4.258 |
| PP |
4.236 |
4.236 |
4.236 |
4.225 |
| S1 |
4.203 |
4.203 |
4.240 |
4.182 |
| S2 |
4.160 |
4.160 |
4.233 |
|
| S3 |
4.084 |
4.127 |
4.226 |
|
| S4 |
4.008 |
4.051 |
4.205 |
|
|
| 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 |
4.175 |
0.179 |
4.2% |
0.099 |
2.3% |
40% |
False |
False |
13,578 |
| 10 |
4.354 |
4.152 |
0.202 |
4.8% |
0.090 |
2.1% |
47% |
False |
False |
11,704 |
| 20 |
4.580 |
4.152 |
0.428 |
10.1% |
0.098 |
2.3% |
22% |
False |
False |
10,397 |
| 40 |
4.850 |
4.152 |
0.698 |
16.4% |
0.098 |
2.3% |
14% |
False |
False |
8,703 |
| 60 |
5.327 |
4.152 |
1.175 |
27.7% |
0.099 |
2.3% |
8% |
False |
False |
7,580 |
| 80 |
5.709 |
4.152 |
1.557 |
36.7% |
0.103 |
2.4% |
6% |
False |
False |
6,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.591 |
|
2.618 |
4.467 |
|
1.618 |
4.391 |
|
1.000 |
4.344 |
|
0.618 |
4.315 |
|
HIGH |
4.268 |
|
0.618 |
4.239 |
|
0.500 |
4.230 |
|
0.382 |
4.221 |
|
LOW |
4.192 |
|
0.618 |
4.145 |
|
1.000 |
4.116 |
|
1.618 |
4.069 |
|
2.618 |
3.993 |
|
4.250 |
3.869 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.241 |
4.242 |
| PP |
4.236 |
4.237 |
| S1 |
4.230 |
4.233 |
|