NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.638 |
3.480 |
-0.158 |
-4.3% |
3.646 |
| High |
3.678 |
3.530 |
-0.148 |
-4.0% |
3.777 |
| Low |
3.520 |
3.410 |
-0.110 |
-3.1% |
3.520 |
| Close |
3.528 |
3.431 |
-0.097 |
-2.7% |
3.528 |
| Range |
0.158 |
0.120 |
-0.038 |
-24.1% |
0.257 |
| ATR |
0.142 |
0.140 |
-0.002 |
-1.1% |
0.000 |
| Volume |
106,223 |
110,764 |
4,541 |
4.3% |
605,929 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.817 |
3.744 |
3.497 |
|
| R3 |
3.697 |
3.624 |
3.464 |
|
| R2 |
3.577 |
3.577 |
3.453 |
|
| R1 |
3.504 |
3.504 |
3.442 |
3.481 |
| PP |
3.457 |
3.457 |
3.457 |
3.445 |
| S1 |
3.384 |
3.384 |
3.420 |
3.361 |
| S2 |
3.337 |
3.337 |
3.409 |
|
| S3 |
3.217 |
3.264 |
3.398 |
|
| S4 |
3.097 |
3.144 |
3.365 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.379 |
4.211 |
3.669 |
|
| R3 |
4.122 |
3.954 |
3.599 |
|
| R2 |
3.865 |
3.865 |
3.575 |
|
| R1 |
3.697 |
3.697 |
3.552 |
3.653 |
| PP |
3.608 |
3.608 |
3.608 |
3.586 |
| S1 |
3.440 |
3.440 |
3.504 |
3.396 |
| S2 |
3.351 |
3.351 |
3.481 |
|
| S3 |
3.094 |
3.183 |
3.457 |
|
| S4 |
2.837 |
2.926 |
3.387 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.777 |
3.410 |
0.367 |
10.7% |
0.142 |
4.1% |
6% |
False |
True |
127,272 |
| 10 |
3.888 |
3.410 |
0.478 |
13.9% |
0.141 |
4.1% |
4% |
False |
True |
114,938 |
| 20 |
4.250 |
3.410 |
0.840 |
24.5% |
0.134 |
3.9% |
3% |
False |
True |
95,947 |
| 40 |
4.333 |
3.410 |
0.923 |
26.9% |
0.137 |
4.0% |
2% |
False |
True |
68,563 |
| 60 |
5.150 |
3.410 |
1.740 |
50.7% |
0.134 |
3.9% |
1% |
False |
True |
57,612 |
| 80 |
5.283 |
3.410 |
1.873 |
54.6% |
0.137 |
4.0% |
1% |
False |
True |
46,894 |
| 100 |
5.534 |
3.410 |
2.124 |
61.9% |
0.142 |
4.1% |
1% |
False |
True |
39,198 |
| 120 |
5.534 |
3.410 |
2.124 |
61.9% |
0.139 |
4.1% |
1% |
False |
True |
33,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.040 |
|
2.618 |
3.844 |
|
1.618 |
3.724 |
|
1.000 |
3.650 |
|
0.618 |
3.604 |
|
HIGH |
3.530 |
|
0.618 |
3.484 |
|
0.500 |
3.470 |
|
0.382 |
3.456 |
|
LOW |
3.410 |
|
0.618 |
3.336 |
|
1.000 |
3.290 |
|
1.618 |
3.216 |
|
2.618 |
3.096 |
|
4.250 |
2.900 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.470 |
3.586 |
| PP |
3.457 |
3.534 |
| S1 |
3.444 |
3.483 |
|