NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 01-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.961 |
3.861 |
-0.100 |
-2.5% |
3.939 |
| High |
4.012 |
3.870 |
-0.142 |
-3.5% |
4.012 |
| Low |
3.780 |
3.788 |
0.008 |
0.2% |
3.780 |
| Close |
3.872 |
3.797 |
-0.075 |
-1.9% |
3.797 |
| Range |
0.232 |
0.082 |
-0.150 |
-64.7% |
0.232 |
| ATR |
0.146 |
0.141 |
-0.004 |
-3.0% |
0.000 |
| Volume |
104,206 |
68,437 |
-35,769 |
-34.3% |
419,337 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.064 |
4.013 |
3.842 |
|
| R3 |
3.982 |
3.931 |
3.820 |
|
| R2 |
3.900 |
3.900 |
3.812 |
|
| R1 |
3.849 |
3.849 |
3.805 |
3.834 |
| PP |
3.818 |
3.818 |
3.818 |
3.811 |
| S1 |
3.767 |
3.767 |
3.789 |
3.752 |
| S2 |
3.736 |
3.736 |
3.782 |
|
| S3 |
3.654 |
3.685 |
3.774 |
|
| S4 |
3.572 |
3.603 |
3.752 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.559 |
4.410 |
3.925 |
|
| R3 |
4.327 |
4.178 |
3.861 |
|
| R2 |
4.095 |
4.095 |
3.840 |
|
| R1 |
3.946 |
3.946 |
3.818 |
3.905 |
| PP |
3.863 |
3.863 |
3.863 |
3.842 |
| S1 |
3.714 |
3.714 |
3.776 |
3.673 |
| S2 |
3.631 |
3.631 |
3.754 |
|
| S3 |
3.399 |
3.482 |
3.733 |
|
| S4 |
3.167 |
3.250 |
3.669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.012 |
3.780 |
0.232 |
6.1% |
0.114 |
3.0% |
7% |
False |
False |
83,867 |
| 10 |
4.250 |
3.780 |
0.470 |
12.4% |
0.135 |
3.6% |
4% |
False |
False |
76,375 |
| 20 |
4.298 |
3.780 |
0.518 |
13.6% |
0.142 |
3.7% |
3% |
False |
False |
62,972 |
| 40 |
4.831 |
3.780 |
1.051 |
27.7% |
0.131 |
3.4% |
2% |
False |
False |
50,446 |
| 60 |
5.150 |
3.780 |
1.370 |
36.1% |
0.132 |
3.5% |
1% |
False |
False |
40,230 |
| 80 |
5.534 |
3.780 |
1.754 |
46.2% |
0.138 |
3.6% |
1% |
False |
False |
32,766 |
| 100 |
5.534 |
3.780 |
1.754 |
46.2% |
0.141 |
3.7% |
1% |
False |
False |
27,599 |
| 120 |
5.534 |
3.780 |
1.754 |
46.2% |
0.138 |
3.6% |
1% |
False |
False |
23,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.219 |
|
2.618 |
4.085 |
|
1.618 |
4.003 |
|
1.000 |
3.952 |
|
0.618 |
3.921 |
|
HIGH |
3.870 |
|
0.618 |
3.839 |
|
0.500 |
3.829 |
|
0.382 |
3.819 |
|
LOW |
3.788 |
|
0.618 |
3.737 |
|
1.000 |
3.706 |
|
1.618 |
3.655 |
|
2.618 |
3.573 |
|
4.250 |
3.440 |
|
|
| Fisher Pivots for day following 01-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.829 |
3.896 |
| PP |
3.818 |
3.863 |
| S1 |
3.808 |
3.830 |
|