NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.480 |
3.399 |
-0.081 |
-2.3% |
3.646 |
| High |
3.530 |
3.530 |
0.000 |
0.0% |
3.777 |
| Low |
3.410 |
3.395 |
-0.015 |
-0.4% |
3.520 |
| Close |
3.431 |
3.513 |
0.082 |
2.4% |
3.528 |
| Range |
0.120 |
0.135 |
0.015 |
12.5% |
0.257 |
| ATR |
0.140 |
0.140 |
0.000 |
-0.3% |
0.000 |
| Volume |
110,764 |
95,516 |
-15,248 |
-13.8% |
605,929 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.884 |
3.834 |
3.587 |
|
| R3 |
3.749 |
3.699 |
3.550 |
|
| R2 |
3.614 |
3.614 |
3.538 |
|
| R1 |
3.564 |
3.564 |
3.525 |
3.589 |
| PP |
3.479 |
3.479 |
3.479 |
3.492 |
| S1 |
3.429 |
3.429 |
3.501 |
3.454 |
| S2 |
3.344 |
3.344 |
3.488 |
|
| S3 |
3.209 |
3.294 |
3.476 |
|
| S4 |
3.074 |
3.159 |
3.439 |
|
|
| 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 |
3.395 |
0.382 |
10.9% |
0.145 |
4.1% |
31% |
False |
True |
123,378 |
| 10 |
3.888 |
3.395 |
0.493 |
14.0% |
0.145 |
4.1% |
24% |
False |
True |
118,266 |
| 20 |
4.250 |
3.395 |
0.855 |
24.3% |
0.133 |
3.8% |
14% |
False |
True |
97,169 |
| 40 |
4.298 |
3.395 |
0.903 |
25.7% |
0.138 |
3.9% |
13% |
False |
True |
70,442 |
| 60 |
5.150 |
3.395 |
1.755 |
50.0% |
0.135 |
3.8% |
7% |
False |
True |
59,042 |
| 80 |
5.245 |
3.395 |
1.850 |
52.7% |
0.138 |
3.9% |
6% |
False |
True |
48,012 |
| 100 |
5.534 |
3.395 |
2.139 |
60.9% |
0.142 |
4.0% |
6% |
False |
True |
40,110 |
| 120 |
5.534 |
3.395 |
2.139 |
60.9% |
0.137 |
3.9% |
6% |
False |
True |
34,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.104 |
|
2.618 |
3.883 |
|
1.618 |
3.748 |
|
1.000 |
3.665 |
|
0.618 |
3.613 |
|
HIGH |
3.530 |
|
0.618 |
3.478 |
|
0.500 |
3.463 |
|
0.382 |
3.447 |
|
LOW |
3.395 |
|
0.618 |
3.312 |
|
1.000 |
3.260 |
|
1.618 |
3.177 |
|
2.618 |
3.042 |
|
4.250 |
2.821 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.496 |
3.537 |
| PP |
3.479 |
3.529 |
| S1 |
3.463 |
3.521 |
|