NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.999 |
4.093 |
0.094 |
2.4% |
3.850 |
| High |
4.118 |
4.200 |
0.082 |
2.0% |
4.200 |
| Low |
3.905 |
4.040 |
0.135 |
3.5% |
3.848 |
| Close |
4.091 |
4.184 |
0.093 |
2.3% |
4.184 |
| Range |
0.213 |
0.160 |
-0.053 |
-24.9% |
0.352 |
| ATR |
0.101 |
0.105 |
0.004 |
4.1% |
0.000 |
| Volume |
10,359 |
18,312 |
7,953 |
76.8% |
59,855 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.621 |
4.563 |
4.272 |
|
| R3 |
4.461 |
4.403 |
4.228 |
|
| R2 |
4.301 |
4.301 |
4.213 |
|
| R1 |
4.243 |
4.243 |
4.199 |
4.272 |
| PP |
4.141 |
4.141 |
4.141 |
4.156 |
| S1 |
4.083 |
4.083 |
4.169 |
4.112 |
| S2 |
3.981 |
3.981 |
4.155 |
|
| S3 |
3.821 |
3.923 |
4.140 |
|
| S4 |
3.661 |
3.763 |
4.096 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.133 |
5.011 |
4.378 |
|
| R3 |
4.781 |
4.659 |
4.281 |
|
| R2 |
4.429 |
4.429 |
4.249 |
|
| R1 |
4.307 |
4.307 |
4.216 |
4.368 |
| PP |
4.077 |
4.077 |
4.077 |
4.108 |
| S1 |
3.955 |
3.955 |
4.152 |
4.016 |
| S2 |
3.725 |
3.725 |
4.119 |
|
| S3 |
3.373 |
3.603 |
4.087 |
|
| S4 |
3.021 |
3.251 |
3.990 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.200 |
3.848 |
0.352 |
8.4% |
0.137 |
3.3% |
95% |
True |
False |
11,971 |
| 10 |
4.200 |
3.848 |
0.352 |
8.4% |
0.111 |
2.7% |
95% |
True |
False |
10,647 |
| 20 |
4.315 |
3.848 |
0.467 |
11.2% |
0.097 |
2.3% |
72% |
False |
False |
10,388 |
| 40 |
4.530 |
3.848 |
0.682 |
16.3% |
0.095 |
2.3% |
49% |
False |
False |
8,873 |
| 60 |
4.930 |
3.848 |
1.082 |
25.9% |
0.091 |
2.2% |
31% |
False |
False |
7,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.880 |
|
2.618 |
4.619 |
|
1.618 |
4.459 |
|
1.000 |
4.360 |
|
0.618 |
4.299 |
|
HIGH |
4.200 |
|
0.618 |
4.139 |
|
0.500 |
4.120 |
|
0.382 |
4.101 |
|
LOW |
4.040 |
|
0.618 |
3.941 |
|
1.000 |
3.880 |
|
1.618 |
3.781 |
|
2.618 |
3.621 |
|
4.250 |
3.360 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.163 |
4.140 |
| PP |
4.141 |
4.096 |
| S1 |
4.120 |
4.053 |
|