NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
4.030 |
3.880 |
-0.150 |
-3.7% |
4.120 |
| High |
4.039 |
3.986 |
-0.053 |
-1.3% |
4.175 |
| Low |
3.911 |
3.854 |
-0.057 |
-1.5% |
3.911 |
| Close |
3.943 |
3.926 |
-0.017 |
-0.4% |
3.943 |
| Range |
0.128 |
0.132 |
0.004 |
3.1% |
0.264 |
| ATR |
0.097 |
0.099 |
0.003 |
2.6% |
0.000 |
| Volume |
12,407 |
9,911 |
-2,496 |
-20.1% |
50,909 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.318 |
4.254 |
3.999 |
|
| R3 |
4.186 |
4.122 |
3.962 |
|
| R2 |
4.054 |
4.054 |
3.950 |
|
| R1 |
3.990 |
3.990 |
3.938 |
4.022 |
| PP |
3.922 |
3.922 |
3.922 |
3.938 |
| S1 |
3.858 |
3.858 |
3.914 |
3.890 |
| S2 |
3.790 |
3.790 |
3.902 |
|
| S3 |
3.658 |
3.726 |
3.890 |
|
| S4 |
3.526 |
3.594 |
3.853 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.802 |
4.636 |
4.088 |
|
| R3 |
4.538 |
4.372 |
4.016 |
|
| R2 |
4.274 |
4.274 |
3.991 |
|
| R1 |
4.108 |
4.108 |
3.967 |
4.059 |
| PP |
4.010 |
4.010 |
4.010 |
3.985 |
| S1 |
3.844 |
3.844 |
3.919 |
3.795 |
| S2 |
3.746 |
3.746 |
3.895 |
|
| S3 |
3.482 |
3.580 |
3.870 |
|
| S4 |
3.218 |
3.316 |
3.798 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.175 |
3.854 |
0.321 |
8.2% |
0.105 |
2.7% |
22% |
False |
True |
9,735 |
| 10 |
4.290 |
3.854 |
0.436 |
11.1% |
0.093 |
2.4% |
17% |
False |
True |
12,177 |
| 20 |
4.354 |
3.854 |
0.500 |
12.7% |
0.092 |
2.3% |
14% |
False |
True |
11,969 |
| 40 |
4.613 |
3.854 |
0.759 |
19.3% |
0.101 |
2.6% |
9% |
False |
True |
10,362 |
| 60 |
5.327 |
3.854 |
1.473 |
37.5% |
0.100 |
2.5% |
5% |
False |
True |
8,740 |
| 80 |
5.458 |
3.854 |
1.604 |
40.9% |
0.100 |
2.6% |
4% |
False |
True |
7,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.547 |
|
2.618 |
4.332 |
|
1.618 |
4.200 |
|
1.000 |
4.118 |
|
0.618 |
4.068 |
|
HIGH |
3.986 |
|
0.618 |
3.936 |
|
0.500 |
3.920 |
|
0.382 |
3.904 |
|
LOW |
3.854 |
|
0.618 |
3.772 |
|
1.000 |
3.722 |
|
1.618 |
3.640 |
|
2.618 |
3.508 |
|
4.250 |
3.293 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.924 |
3.995 |
| PP |
3.922 |
3.972 |
| S1 |
3.920 |
3.949 |
|