NYMEX Natural Gas Future November 2010
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.352 |
3.333 |
-0.019 |
-0.6% |
3.480 |
| High |
3.410 |
3.391 |
-0.019 |
-0.6% |
3.613 |
| Low |
3.263 |
3.212 |
-0.051 |
-1.6% |
3.290 |
| Close |
3.354 |
3.292 |
-0.062 |
-1.8% |
3.332 |
| Range |
0.147 |
0.179 |
0.032 |
21.8% |
0.323 |
| ATR |
0.138 |
0.141 |
0.003 |
2.1% |
0.000 |
| Volume |
58,044 |
12,386 |
-45,658 |
-78.7% |
476,481 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.835 |
3.743 |
3.390 |
|
| R3 |
3.656 |
3.564 |
3.341 |
|
| R2 |
3.477 |
3.477 |
3.325 |
|
| R1 |
3.385 |
3.385 |
3.308 |
3.342 |
| PP |
3.298 |
3.298 |
3.298 |
3.277 |
| S1 |
3.206 |
3.206 |
3.276 |
3.163 |
| S2 |
3.119 |
3.119 |
3.259 |
|
| S3 |
2.940 |
3.027 |
3.243 |
|
| S4 |
2.761 |
2.848 |
3.194 |
|
|
| 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 |
3.540 |
3.212 |
0.328 |
10.0% |
0.150 |
4.5% |
24% |
False |
True |
61,038 |
| 10 |
3.761 |
3.212 |
0.549 |
16.7% |
0.143 |
4.4% |
15% |
False |
True |
85,201 |
| 20 |
4.012 |
3.212 |
0.800 |
24.3% |
0.141 |
4.3% |
10% |
False |
True |
94,515 |
| 40 |
4.298 |
3.212 |
1.086 |
33.0% |
0.140 |
4.3% |
7% |
False |
True |
76,308 |
| 60 |
4.965 |
3.212 |
1.753 |
53.3% |
0.134 |
4.1% |
5% |
False |
True |
63,297 |
| 80 |
5.150 |
3.212 |
1.938 |
58.9% |
0.135 |
4.1% |
4% |
False |
True |
52,137 |
| 100 |
5.534 |
3.212 |
2.322 |
70.5% |
0.139 |
4.2% |
3% |
False |
True |
43,630 |
| 120 |
5.534 |
3.212 |
2.322 |
70.5% |
0.140 |
4.2% |
3% |
False |
True |
37,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.152 |
|
2.618 |
3.860 |
|
1.618 |
3.681 |
|
1.000 |
3.570 |
|
0.618 |
3.502 |
|
HIGH |
3.391 |
|
0.618 |
3.323 |
|
0.500 |
3.302 |
|
0.382 |
3.280 |
|
LOW |
3.212 |
|
0.618 |
3.101 |
|
1.000 |
3.033 |
|
1.618 |
2.922 |
|
2.618 |
2.743 |
|
4.250 |
2.451 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.302 |
3.311 |
| PP |
3.298 |
3.305 |
| S1 |
3.295 |
3.298 |
|