NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
4.086 |
4.113 |
0.027 |
0.7% |
4.200 |
| High |
4.124 |
4.141 |
0.017 |
0.4% |
4.254 |
| Low |
4.070 |
4.077 |
0.007 |
0.2% |
4.104 |
| Close |
4.097 |
4.112 |
0.015 |
0.4% |
4.119 |
| Range |
0.054 |
0.064 |
0.010 |
18.5% |
0.150 |
| ATR |
0.084 |
0.083 |
-0.001 |
-1.7% |
0.000 |
| Volume |
9,481 |
7,581 |
-1,900 |
-20.0% |
54,422 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.302 |
4.271 |
4.147 |
|
| R3 |
4.238 |
4.207 |
4.130 |
|
| R2 |
4.174 |
4.174 |
4.124 |
|
| R1 |
4.143 |
4.143 |
4.118 |
4.127 |
| PP |
4.110 |
4.110 |
4.110 |
4.102 |
| S1 |
4.079 |
4.079 |
4.106 |
4.063 |
| S2 |
4.046 |
4.046 |
4.100 |
|
| S3 |
3.982 |
4.015 |
4.094 |
|
| S4 |
3.918 |
3.951 |
4.077 |
|
|
| 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 |
4.228 |
4.070 |
0.158 |
3.8% |
0.073 |
1.8% |
27% |
False |
False |
10,487 |
| 10 |
4.315 |
4.070 |
0.245 |
6.0% |
0.078 |
1.9% |
17% |
False |
False |
10,376 |
| 20 |
4.435 |
4.070 |
0.365 |
8.9% |
0.079 |
1.9% |
12% |
False |
False |
8,960 |
| 40 |
4.530 |
4.070 |
0.460 |
11.2% |
0.088 |
2.1% |
9% |
False |
False |
8,017 |
| 60 |
5.116 |
4.070 |
1.046 |
25.4% |
0.088 |
2.1% |
4% |
False |
False |
7,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.413 |
|
2.618 |
4.309 |
|
1.618 |
4.245 |
|
1.000 |
4.205 |
|
0.618 |
4.181 |
|
HIGH |
4.141 |
|
0.618 |
4.117 |
|
0.500 |
4.109 |
|
0.382 |
4.101 |
|
LOW |
4.077 |
|
0.618 |
4.037 |
|
1.000 |
4.013 |
|
1.618 |
3.973 |
|
2.618 |
3.909 |
|
4.250 |
3.805 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.111 |
4.110 |
| PP |
4.110 |
4.108 |
| S1 |
4.109 |
4.106 |
|