NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
4.181 |
4.113 |
-0.068 |
-1.6% |
4.200 |
| High |
4.198 |
4.120 |
-0.078 |
-1.9% |
4.254 |
| Low |
4.104 |
4.072 |
-0.032 |
-0.8% |
4.104 |
| Close |
4.119 |
4.095 |
-0.024 |
-0.6% |
4.119 |
| Range |
0.094 |
0.048 |
-0.046 |
-48.9% |
0.150 |
| ATR |
0.089 |
0.086 |
-0.003 |
-3.3% |
0.000 |
| Volume |
13,477 |
9,983 |
-3,494 |
-25.9% |
54,422 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.240 |
4.215 |
4.121 |
|
| R3 |
4.192 |
4.167 |
4.108 |
|
| R2 |
4.144 |
4.144 |
4.104 |
|
| R1 |
4.119 |
4.119 |
4.099 |
4.108 |
| PP |
4.096 |
4.096 |
4.096 |
4.090 |
| S1 |
4.071 |
4.071 |
4.091 |
4.060 |
| S2 |
4.048 |
4.048 |
4.086 |
|
| S3 |
4.000 |
4.023 |
4.082 |
|
| S4 |
3.952 |
3.975 |
4.069 |
|
|
| 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 |
4.252 |
4.072 |
0.180 |
4.4% |
0.078 |
1.9% |
13% |
False |
True |
10,868 |
| 10 |
4.315 |
4.072 |
0.243 |
5.9% |
0.082 |
2.0% |
9% |
False |
True |
10,128 |
| 20 |
4.435 |
4.072 |
0.363 |
8.9% |
0.081 |
2.0% |
6% |
False |
True |
8,895 |
| 40 |
4.551 |
4.072 |
0.479 |
11.7% |
0.087 |
2.1% |
5% |
False |
True |
7,865 |
| 60 |
5.116 |
4.072 |
1.044 |
25.5% |
0.089 |
2.2% |
2% |
False |
True |
6,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.324 |
|
2.618 |
4.246 |
|
1.618 |
4.198 |
|
1.000 |
4.168 |
|
0.618 |
4.150 |
|
HIGH |
4.120 |
|
0.618 |
4.102 |
|
0.500 |
4.096 |
|
0.382 |
4.090 |
|
LOW |
4.072 |
|
0.618 |
4.042 |
|
1.000 |
4.024 |
|
1.618 |
3.994 |
|
2.618 |
3.946 |
|
4.250 |
3.868 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.096 |
4.150 |
| PP |
4.096 |
4.132 |
| S1 |
4.095 |
4.113 |
|