NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
4.212 |
4.181 |
-0.031 |
-0.7% |
4.200 |
| High |
4.228 |
4.198 |
-0.030 |
-0.7% |
4.254 |
| Low |
4.124 |
4.104 |
-0.020 |
-0.5% |
4.104 |
| Close |
4.184 |
4.119 |
-0.065 |
-1.6% |
4.119 |
| Range |
0.104 |
0.094 |
-0.010 |
-9.6% |
0.150 |
| ATR |
0.089 |
0.089 |
0.000 |
0.4% |
0.000 |
| Volume |
11,916 |
13,477 |
1,561 |
13.1% |
54,422 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.422 |
4.365 |
4.171 |
|
| R3 |
4.328 |
4.271 |
4.145 |
|
| R2 |
4.234 |
4.234 |
4.136 |
|
| R1 |
4.177 |
4.177 |
4.128 |
4.159 |
| PP |
4.140 |
4.140 |
4.140 |
4.131 |
| S1 |
4.083 |
4.083 |
4.110 |
4.065 |
| S2 |
4.046 |
4.046 |
4.102 |
|
| S3 |
3.952 |
3.989 |
4.093 |
|
| S4 |
3.858 |
3.895 |
4.067 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.609 |
4.514 |
4.202 |
|
| R3 |
4.459 |
4.364 |
4.160 |
|
| R2 |
4.309 |
4.309 |
4.147 |
|
| R1 |
4.214 |
4.214 |
4.133 |
4.187 |
| PP |
4.159 |
4.159 |
4.159 |
4.145 |
| S1 |
4.064 |
4.064 |
4.105 |
4.037 |
| S2 |
4.009 |
4.009 |
4.092 |
|
| S3 |
3.859 |
3.914 |
4.078 |
|
| S4 |
3.709 |
3.764 |
4.037 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.254 |
4.104 |
0.150 |
3.6% |
0.080 |
1.9% |
10% |
False |
True |
10,884 |
| 10 |
4.315 |
4.104 |
0.211 |
5.1% |
0.083 |
2.0% |
7% |
False |
True |
10,128 |
| 20 |
4.435 |
4.104 |
0.331 |
8.0% |
0.086 |
2.1% |
5% |
False |
True |
8,725 |
| 40 |
4.590 |
4.104 |
0.486 |
11.8% |
0.087 |
2.1% |
3% |
False |
True |
7,761 |
| 60 |
5.116 |
4.104 |
1.012 |
24.6% |
0.089 |
2.2% |
1% |
False |
True |
6,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.598 |
|
2.618 |
4.444 |
|
1.618 |
4.350 |
|
1.000 |
4.292 |
|
0.618 |
4.256 |
|
HIGH |
4.198 |
|
0.618 |
4.162 |
|
0.500 |
4.151 |
|
0.382 |
4.140 |
|
LOW |
4.104 |
|
0.618 |
4.046 |
|
1.000 |
4.010 |
|
1.618 |
3.952 |
|
2.618 |
3.858 |
|
4.250 |
3.705 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.151 |
4.178 |
| PP |
4.140 |
4.158 |
| S1 |
4.130 |
4.139 |
|