NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.881 |
3.622 |
-0.259 |
-6.7% |
3.752 |
| High |
3.888 |
3.683 |
-0.205 |
-5.3% |
3.888 |
| Low |
3.610 |
3.583 |
-0.027 |
-0.7% |
3.583 |
| Close |
3.617 |
3.651 |
0.034 |
0.9% |
3.651 |
| Range |
0.278 |
0.100 |
-0.178 |
-64.0% |
0.305 |
| ATR |
0.147 |
0.143 |
-0.003 |
-2.3% |
0.000 |
| Volume |
166,210 |
101,534 |
-64,676 |
-38.9% |
508,196 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.939 |
3.895 |
3.706 |
|
| R3 |
3.839 |
3.795 |
3.679 |
|
| R2 |
3.739 |
3.739 |
3.669 |
|
| R1 |
3.695 |
3.695 |
3.660 |
3.717 |
| PP |
3.639 |
3.639 |
3.639 |
3.650 |
| S1 |
3.595 |
3.595 |
3.642 |
3.617 |
| S2 |
3.539 |
3.539 |
3.633 |
|
| S3 |
3.439 |
3.495 |
3.624 |
|
| S4 |
3.339 |
3.395 |
3.596 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.622 |
4.442 |
3.819 |
|
| R3 |
4.317 |
4.137 |
3.735 |
|
| R2 |
4.012 |
4.012 |
3.707 |
|
| R1 |
3.832 |
3.832 |
3.679 |
3.770 |
| PP |
3.707 |
3.707 |
3.707 |
3.676 |
| S1 |
3.527 |
3.527 |
3.623 |
3.465 |
| S2 |
3.402 |
3.402 |
3.595 |
|
| S3 |
3.097 |
3.222 |
3.567 |
|
| S4 |
2.792 |
2.917 |
3.483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.888 |
3.583 |
0.305 |
8.4% |
0.143 |
3.9% |
22% |
False |
True |
101,639 |
| 10 |
4.012 |
3.583 |
0.429 |
11.8% |
0.129 |
3.5% |
16% |
False |
True |
92,753 |
| 20 |
4.298 |
3.583 |
0.715 |
19.6% |
0.143 |
3.9% |
10% |
False |
True |
79,500 |
| 40 |
4.604 |
3.583 |
1.021 |
28.0% |
0.134 |
3.7% |
7% |
False |
True |
55,581 |
| 60 |
5.150 |
3.583 |
1.567 |
42.9% |
0.133 |
3.6% |
4% |
False |
True |
47,201 |
| 80 |
5.510 |
3.583 |
1.927 |
52.8% |
0.140 |
3.8% |
4% |
False |
True |
38,452 |
| 100 |
5.534 |
3.583 |
1.951 |
53.4% |
0.142 |
3.9% |
3% |
False |
True |
32,329 |
| 120 |
5.534 |
3.583 |
1.951 |
53.4% |
0.139 |
3.8% |
3% |
False |
True |
27,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.108 |
|
2.618 |
3.945 |
|
1.618 |
3.845 |
|
1.000 |
3.783 |
|
0.618 |
3.745 |
|
HIGH |
3.683 |
|
0.618 |
3.645 |
|
0.500 |
3.633 |
|
0.382 |
3.621 |
|
LOW |
3.583 |
|
0.618 |
3.521 |
|
1.000 |
3.483 |
|
1.618 |
3.421 |
|
2.618 |
3.321 |
|
4.250 |
3.158 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.645 |
3.736 |
| PP |
3.639 |
3.707 |
| S1 |
3.633 |
3.679 |
|