NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 07-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.088 |
4.207 |
0.119 |
2.9% |
4.234 |
High |
4.197 |
4.207 |
0.010 |
0.2% |
4.236 |
Low |
4.072 |
3.982 |
-0.090 |
-2.2% |
4.040 |
Close |
4.187 |
3.993 |
-0.194 |
-4.6% |
4.077 |
Range |
0.125 |
0.225 |
0.100 |
80.0% |
0.196 |
ATR |
0.119 |
0.126 |
0.008 |
6.4% |
0.000 |
Volume |
41,979 |
81,009 |
39,030 |
93.0% |
151,038 |
|
Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.736 |
4.589 |
4.117 |
|
R3 |
4.511 |
4.364 |
4.055 |
|
R2 |
4.286 |
4.286 |
4.034 |
|
R1 |
4.139 |
4.139 |
4.014 |
4.100 |
PP |
4.061 |
4.061 |
4.061 |
4.041 |
S1 |
3.914 |
3.914 |
3.972 |
3.875 |
S2 |
3.836 |
3.836 |
3.952 |
|
S3 |
3.611 |
3.689 |
3.931 |
|
S4 |
3.386 |
3.464 |
3.869 |
|
|
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 |
4.207 |
3.982 |
0.225 |
5.6% |
0.117 |
2.9% |
5% |
True |
True |
41,369 |
10 |
4.393 |
3.982 |
0.411 |
10.3% |
0.118 |
3.0% |
3% |
False |
True |
35,079 |
20 |
4.500 |
3.982 |
0.518 |
13.0% |
0.127 |
3.2% |
2% |
False |
True |
29,098 |
40 |
4.896 |
3.982 |
0.914 |
22.9% |
0.118 |
3.0% |
1% |
False |
True |
24,140 |
60 |
5.336 |
3.982 |
1.354 |
33.9% |
0.120 |
3.0% |
1% |
False |
True |
21,239 |
80 |
5.762 |
3.982 |
1.780 |
44.6% |
0.127 |
3.2% |
1% |
False |
True |
17,947 |
100 |
5.762 |
3.982 |
1.780 |
44.6% |
0.129 |
3.2% |
1% |
False |
True |
15,717 |
120 |
5.762 |
3.982 |
1.780 |
44.6% |
0.128 |
3.2% |
1% |
False |
True |
13,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.163 |
2.618 |
4.796 |
1.618 |
4.571 |
1.000 |
4.432 |
0.618 |
4.346 |
HIGH |
4.207 |
0.618 |
4.121 |
0.500 |
4.095 |
0.382 |
4.068 |
LOW |
3.982 |
0.618 |
3.843 |
1.000 |
3.757 |
1.618 |
3.618 |
2.618 |
3.393 |
4.250 |
3.026 |
|
|
Fisher Pivots for day following 07-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.095 |
4.095 |
PP |
4.061 |
4.061 |
S1 |
4.027 |
4.027 |
|