NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 27-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
3.959 |
4.048 |
0.089 |
2.2% |
4.120 |
High |
4.043 |
4.089 |
0.046 |
1.1% |
4.173 |
Low |
3.950 |
4.005 |
0.055 |
1.4% |
3.928 |
Close |
4.038 |
4.043 |
0.005 |
0.1% |
3.957 |
Range |
0.093 |
0.084 |
-0.009 |
-9.7% |
0.245 |
ATR |
0.086 |
0.086 |
0.000 |
-0.2% |
0.000 |
Volume |
2,534 |
3,195 |
661 |
26.1% |
11,893 |
|
Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.298 |
4.254 |
4.089 |
|
R3 |
4.214 |
4.170 |
4.066 |
|
R2 |
4.130 |
4.130 |
4.058 |
|
R1 |
4.086 |
4.086 |
4.051 |
4.066 |
PP |
4.046 |
4.046 |
4.046 |
4.036 |
S1 |
4.002 |
4.002 |
4.035 |
3.982 |
S2 |
3.962 |
3.962 |
4.028 |
|
S3 |
3.878 |
3.918 |
4.020 |
|
S4 |
3.794 |
3.834 |
3.997 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.754 |
4.601 |
4.092 |
|
R3 |
4.509 |
4.356 |
4.024 |
|
R2 |
4.264 |
4.264 |
4.002 |
|
R1 |
4.111 |
4.111 |
3.979 |
4.065 |
PP |
4.019 |
4.019 |
4.019 |
3.997 |
S1 |
3.866 |
3.866 |
3.935 |
3.820 |
S2 |
3.774 |
3.774 |
3.912 |
|
S3 |
3.529 |
3.621 |
3.890 |
|
S4 |
3.284 |
3.376 |
3.822 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.446 |
2.618 |
4.309 |
1.618 |
4.225 |
1.000 |
4.173 |
0.618 |
4.141 |
HIGH |
4.089 |
0.618 |
4.057 |
0.500 |
4.047 |
0.382 |
4.037 |
LOW |
4.005 |
0.618 |
3.953 |
1.000 |
3.921 |
1.618 |
3.869 |
2.618 |
3.785 |
4.250 |
3.648 |
|
|
Fisher Pivots for day following 27-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.047 |
4.024 |
PP |
4.046 |
4.005 |
S1 |
4.044 |
3.986 |
|