NYMEX Natural Gas Future April 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 |
4.004 |
3.850 |
-0.154 |
-3.8% |
4.113 |
| High |
4.016 |
3.962 |
-0.054 |
-1.3% |
4.141 |
| Low |
3.890 |
3.848 |
-0.042 |
-1.1% |
3.890 |
| Close |
3.921 |
3.905 |
-0.016 |
-0.4% |
3.921 |
| Range |
0.126 |
0.114 |
-0.012 |
-9.5% |
0.251 |
| ATR |
0.090 |
0.092 |
0.002 |
1.9% |
0.000 |
| Volume |
11,398 |
8,731 |
-2,667 |
-23.4% |
46,618 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.247 |
4.190 |
3.968 |
|
| R3 |
4.133 |
4.076 |
3.936 |
|
| R2 |
4.019 |
4.019 |
3.926 |
|
| R1 |
3.962 |
3.962 |
3.915 |
3.991 |
| PP |
3.905 |
3.905 |
3.905 |
3.919 |
| S1 |
3.848 |
3.848 |
3.895 |
3.877 |
| S2 |
3.791 |
3.791 |
3.884 |
|
| S3 |
3.677 |
3.734 |
3.874 |
|
| S4 |
3.563 |
3.620 |
3.842 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.737 |
4.580 |
4.059 |
|
| R3 |
4.486 |
4.329 |
3.990 |
|
| R2 |
4.235 |
4.235 |
3.967 |
|
| R1 |
4.078 |
4.078 |
3.944 |
4.031 |
| PP |
3.984 |
3.984 |
3.984 |
3.961 |
| S1 |
3.827 |
3.827 |
3.898 |
3.780 |
| S2 |
3.733 |
3.733 |
3.875 |
|
| S3 |
3.482 |
3.576 |
3.852 |
|
| S4 |
3.231 |
3.325 |
3.783 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.141 |
3.848 |
0.293 |
7.5% |
0.099 |
2.5% |
19% |
False |
True |
9,073 |
| 10 |
4.252 |
3.848 |
0.404 |
10.3% |
0.089 |
2.3% |
14% |
False |
True |
9,970 |
| 20 |
4.315 |
3.848 |
0.467 |
12.0% |
0.084 |
2.2% |
12% |
False |
True |
9,576 |
| 40 |
4.530 |
3.848 |
0.682 |
17.5% |
0.091 |
2.3% |
8% |
False |
True |
8,249 |
| 60 |
5.116 |
3.848 |
1.268 |
32.5% |
0.090 |
2.3% |
4% |
False |
True |
7,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.447 |
|
2.618 |
4.260 |
|
1.618 |
4.146 |
|
1.000 |
4.076 |
|
0.618 |
4.032 |
|
HIGH |
3.962 |
|
0.618 |
3.918 |
|
0.500 |
3.905 |
|
0.382 |
3.892 |
|
LOW |
3.848 |
|
0.618 |
3.778 |
|
1.000 |
3.734 |
|
1.618 |
3.664 |
|
2.618 |
3.550 |
|
4.250 |
3.364 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.905 |
3.977 |
| PP |
3.905 |
3.953 |
| S1 |
3.905 |
3.929 |
|