NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 11-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.622 |
3.646 |
0.024 |
0.7% |
3.752 |
| High |
3.683 |
3.673 |
-0.010 |
-0.3% |
3.888 |
| Low |
3.583 |
3.586 |
0.003 |
0.1% |
3.583 |
| Close |
3.651 |
3.601 |
-0.050 |
-1.4% |
3.651 |
| Range |
0.100 |
0.087 |
-0.013 |
-13.0% |
0.305 |
| ATR |
0.143 |
0.139 |
-0.004 |
-2.8% |
0.000 |
| Volume |
101,534 |
80,329 |
-21,205 |
-20.9% |
508,196 |
|
| Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.881 |
3.828 |
3.649 |
|
| R3 |
3.794 |
3.741 |
3.625 |
|
| R2 |
3.707 |
3.707 |
3.617 |
|
| R1 |
3.654 |
3.654 |
3.609 |
3.637 |
| PP |
3.620 |
3.620 |
3.620 |
3.612 |
| S1 |
3.567 |
3.567 |
3.593 |
3.550 |
| S2 |
3.533 |
3.533 |
3.585 |
|
| S3 |
3.446 |
3.480 |
3.577 |
|
| S4 |
3.359 |
3.393 |
3.553 |
|
|
| 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 |
8.5% |
0.140 |
3.9% |
6% |
False |
False |
102,603 |
| 10 |
4.012 |
3.583 |
0.429 |
11.9% |
0.130 |
3.6% |
4% |
False |
False |
90,850 |
| 20 |
4.298 |
3.583 |
0.715 |
19.9% |
0.140 |
3.9% |
3% |
False |
False |
81,433 |
| 40 |
4.598 |
3.583 |
1.015 |
28.2% |
0.135 |
3.7% |
2% |
False |
False |
55,857 |
| 60 |
5.150 |
3.583 |
1.567 |
43.5% |
0.131 |
3.6% |
1% |
False |
False |
48,197 |
| 80 |
5.510 |
3.583 |
1.927 |
53.5% |
0.139 |
3.9% |
1% |
False |
False |
39,358 |
| 100 |
5.534 |
3.583 |
1.951 |
54.2% |
0.140 |
3.9% |
1% |
False |
False |
33,060 |
| 120 |
5.534 |
3.583 |
1.951 |
54.2% |
0.139 |
3.8% |
1% |
False |
False |
28,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.043 |
|
2.618 |
3.901 |
|
1.618 |
3.814 |
|
1.000 |
3.760 |
|
0.618 |
3.727 |
|
HIGH |
3.673 |
|
0.618 |
3.640 |
|
0.500 |
3.630 |
|
0.382 |
3.619 |
|
LOW |
3.586 |
|
0.618 |
3.532 |
|
1.000 |
3.499 |
|
1.618 |
3.445 |
|
2.618 |
3.358 |
|
4.250 |
3.216 |
|
|
| Fisher Pivots for day following 11-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.630 |
3.736 |
| PP |
3.620 |
3.691 |
| S1 |
3.611 |
3.646 |
|