NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 22-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.512 |
3.391 |
-0.121 |
-3.4% |
3.480 |
| High |
3.540 |
3.403 |
-0.137 |
-3.9% |
3.613 |
| Low |
3.346 |
3.290 |
-0.056 |
-1.7% |
3.290 |
| Close |
3.368 |
3.332 |
-0.036 |
-1.1% |
3.332 |
| Range |
0.194 |
0.113 |
-0.081 |
-41.8% |
0.323 |
| ATR |
0.142 |
0.140 |
-0.002 |
-1.4% |
0.000 |
| Volume |
106,600 |
71,540 |
-35,060 |
-32.9% |
476,481 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.681 |
3.619 |
3.394 |
|
| R3 |
3.568 |
3.506 |
3.363 |
|
| R2 |
3.455 |
3.455 |
3.353 |
|
| R1 |
3.393 |
3.393 |
3.342 |
3.368 |
| PP |
3.342 |
3.342 |
3.342 |
3.329 |
| S1 |
3.280 |
3.280 |
3.322 |
3.255 |
| S2 |
3.229 |
3.229 |
3.311 |
|
| S3 |
3.116 |
3.167 |
3.301 |
|
| S4 |
3.003 |
3.054 |
3.270 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.381 |
4.179 |
3.510 |
|
| R3 |
4.058 |
3.856 |
3.421 |
|
| R2 |
3.735 |
3.735 |
3.391 |
|
| R1 |
3.533 |
3.533 |
3.362 |
3.473 |
| PP |
3.412 |
3.412 |
3.412 |
3.381 |
| S1 |
3.210 |
3.210 |
3.302 |
3.150 |
| S2 |
3.089 |
3.089 |
3.273 |
|
| S3 |
2.766 |
2.887 |
3.243 |
|
| S4 |
2.443 |
2.564 |
3.154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.613 |
3.290 |
0.323 |
9.7% |
0.134 |
4.0% |
13% |
False |
True |
95,296 |
| 10 |
3.777 |
3.290 |
0.487 |
14.6% |
0.135 |
4.0% |
9% |
False |
True |
108,241 |
| 20 |
4.012 |
3.290 |
0.722 |
21.7% |
0.132 |
3.9% |
6% |
False |
True |
100,497 |
| 40 |
4.298 |
3.290 |
1.008 |
30.3% |
0.140 |
4.2% |
4% |
False |
True |
75,429 |
| 60 |
5.150 |
3.290 |
1.860 |
55.8% |
0.135 |
4.1% |
2% |
False |
True |
62,535 |
| 80 |
5.208 |
3.290 |
1.918 |
57.6% |
0.138 |
4.1% |
2% |
False |
True |
51,117 |
| 100 |
5.534 |
3.290 |
2.244 |
67.3% |
0.141 |
4.2% |
2% |
False |
True |
42,650 |
| 120 |
5.534 |
3.290 |
2.244 |
67.3% |
0.138 |
4.2% |
2% |
False |
True |
36,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.883 |
|
2.618 |
3.699 |
|
1.618 |
3.586 |
|
1.000 |
3.516 |
|
0.618 |
3.473 |
|
HIGH |
3.403 |
|
0.618 |
3.360 |
|
0.500 |
3.347 |
|
0.382 |
3.333 |
|
LOW |
3.290 |
|
0.618 |
3.220 |
|
1.000 |
3.177 |
|
1.618 |
3.107 |
|
2.618 |
2.994 |
|
4.250 |
2.810 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.347 |
3.452 |
| PP |
3.342 |
3.412 |
| S1 |
3.337 |
3.372 |
|