NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.880 |
3.999 |
0.119 |
3.1% |
4.120 |
| High |
3.986 |
4.036 |
0.050 |
1.3% |
4.175 |
| Low |
3.854 |
3.931 |
0.077 |
2.0% |
3.911 |
| Close |
3.926 |
4.023 |
0.097 |
2.5% |
3.943 |
| Range |
0.132 |
0.105 |
-0.027 |
-20.5% |
0.264 |
| ATR |
0.099 |
0.100 |
0.001 |
0.8% |
0.000 |
| Volume |
9,911 |
9,674 |
-237 |
-2.4% |
50,909 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.312 |
4.272 |
4.081 |
|
| R3 |
4.207 |
4.167 |
4.052 |
|
| R2 |
4.102 |
4.102 |
4.042 |
|
| R1 |
4.062 |
4.062 |
4.033 |
4.082 |
| PP |
3.997 |
3.997 |
3.997 |
4.007 |
| S1 |
3.957 |
3.957 |
4.013 |
3.977 |
| S2 |
3.892 |
3.892 |
4.004 |
|
| S3 |
3.787 |
3.852 |
3.994 |
|
| S4 |
3.682 |
3.747 |
3.965 |
|
|
| 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 |
8.0% |
0.115 |
2.8% |
53% |
False |
False |
9,929 |
| 10 |
4.290 |
3.854 |
0.436 |
10.8% |
0.096 |
2.4% |
39% |
False |
False |
12,065 |
| 20 |
4.354 |
3.854 |
0.500 |
12.4% |
0.093 |
2.3% |
34% |
False |
False |
11,884 |
| 40 |
4.613 |
3.854 |
0.759 |
18.9% |
0.100 |
2.5% |
22% |
False |
False |
10,444 |
| 60 |
5.229 |
3.854 |
1.375 |
34.2% |
0.098 |
2.4% |
12% |
False |
False |
8,783 |
| 80 |
5.458 |
3.854 |
1.604 |
39.9% |
0.100 |
2.5% |
11% |
False |
False |
7,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.482 |
|
2.618 |
4.311 |
|
1.618 |
4.206 |
|
1.000 |
4.141 |
|
0.618 |
4.101 |
|
HIGH |
4.036 |
|
0.618 |
3.996 |
|
0.500 |
3.984 |
|
0.382 |
3.971 |
|
LOW |
3.931 |
|
0.618 |
3.866 |
|
1.000 |
3.826 |
|
1.618 |
3.761 |
|
2.618 |
3.656 |
|
4.250 |
3.485 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.010 |
3.998 |
| PP |
3.997 |
3.972 |
| S1 |
3.984 |
3.947 |
|