NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 04-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.120 |
4.061 |
-0.059 |
-1.4% |
4.234 |
High |
4.123 |
4.075 |
-0.048 |
-1.2% |
4.236 |
Low |
4.060 |
3.997 |
-0.063 |
-1.6% |
4.040 |
Close |
4.077 |
4.047 |
-0.030 |
-0.7% |
4.077 |
Range |
0.063 |
0.078 |
0.015 |
23.8% |
0.196 |
ATR |
0.123 |
0.120 |
-0.003 |
-2.5% |
0.000 |
Volume |
28,395 |
28,797 |
402 |
1.4% |
151,038 |
|
Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.274 |
4.238 |
4.090 |
|
R3 |
4.196 |
4.160 |
4.068 |
|
R2 |
4.118 |
4.118 |
4.061 |
|
R1 |
4.082 |
4.082 |
4.054 |
4.061 |
PP |
4.040 |
4.040 |
4.040 |
4.029 |
S1 |
4.004 |
4.004 |
4.040 |
3.983 |
S2 |
3.962 |
3.962 |
4.033 |
|
S3 |
3.884 |
3.926 |
4.026 |
|
S4 |
3.806 |
3.848 |
4.004 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.706 |
4.587 |
4.185 |
|
R3 |
4.510 |
4.391 |
4.131 |
|
R2 |
4.314 |
4.314 |
4.113 |
|
R1 |
4.195 |
4.195 |
4.095 |
4.157 |
PP |
4.118 |
4.118 |
4.118 |
4.098 |
S1 |
3.999 |
3.999 |
4.059 |
3.961 |
S2 |
3.922 |
3.922 |
4.041 |
|
S3 |
3.726 |
3.803 |
4.023 |
|
S4 |
3.530 |
3.607 |
3.969 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.236 |
3.997 |
0.239 |
5.9% |
0.097 |
2.4% |
21% |
False |
True |
27,183 |
10 |
4.450 |
3.997 |
0.453 |
11.2% |
0.110 |
2.7% |
11% |
False |
True |
27,114 |
20 |
4.500 |
3.997 |
0.503 |
12.4% |
0.123 |
3.0% |
10% |
False |
True |
25,877 |
40 |
5.050 |
3.997 |
1.053 |
26.0% |
0.116 |
2.9% |
5% |
False |
True |
22,289 |
60 |
5.336 |
3.997 |
1.339 |
33.1% |
0.118 |
2.9% |
4% |
False |
True |
19,250 |
80 |
5.762 |
3.997 |
1.765 |
43.6% |
0.124 |
3.1% |
3% |
False |
True |
16,333 |
100 |
5.762 |
3.997 |
1.765 |
43.6% |
0.128 |
3.2% |
3% |
False |
True |
14,458 |
120 |
5.762 |
3.997 |
1.765 |
43.6% |
0.128 |
3.2% |
3% |
False |
True |
12,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.407 |
2.618 |
4.279 |
1.618 |
4.201 |
1.000 |
4.153 |
0.618 |
4.123 |
HIGH |
4.075 |
0.618 |
4.045 |
0.500 |
4.036 |
0.382 |
4.027 |
LOW |
3.997 |
0.618 |
3.949 |
1.000 |
3.919 |
1.618 |
3.871 |
2.618 |
3.793 |
4.250 |
3.666 |
|
|
Fisher Pivots for day following 04-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.043 |
4.107 |
PP |
4.040 |
4.087 |
S1 |
4.036 |
4.067 |
|