NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 08-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.207 |
3.993 |
-0.214 |
-5.1% |
4.061 |
High |
4.207 |
4.055 |
-0.152 |
-3.6% |
4.207 |
Low |
3.982 |
3.957 |
-0.025 |
-0.6% |
3.957 |
Close |
3.993 |
4.046 |
0.053 |
1.3% |
4.046 |
Range |
0.225 |
0.098 |
-0.127 |
-56.4% |
0.250 |
ATR |
0.126 |
0.124 |
-0.002 |
-1.6% |
0.000 |
Volume |
81,009 |
50,679 |
-30,330 |
-37.4% |
229,131 |
|
Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.313 |
4.278 |
4.100 |
|
R3 |
4.215 |
4.180 |
4.073 |
|
R2 |
4.117 |
4.117 |
4.064 |
|
R1 |
4.082 |
4.082 |
4.055 |
4.100 |
PP |
4.019 |
4.019 |
4.019 |
4.028 |
S1 |
3.984 |
3.984 |
4.037 |
4.002 |
S2 |
3.921 |
3.921 |
4.028 |
|
S3 |
3.823 |
3.886 |
4.019 |
|
S4 |
3.725 |
3.788 |
3.992 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.820 |
4.683 |
4.184 |
|
R3 |
4.570 |
4.433 |
4.115 |
|
R2 |
4.320 |
4.320 |
4.092 |
|
R1 |
4.183 |
4.183 |
4.069 |
4.127 |
PP |
4.070 |
4.070 |
4.070 |
4.042 |
S1 |
3.933 |
3.933 |
4.023 |
3.877 |
S2 |
3.820 |
3.820 |
4.000 |
|
S3 |
3.570 |
3.683 |
3.977 |
|
S4 |
3.320 |
3.433 |
3.909 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.207 |
3.957 |
0.250 |
6.2% |
0.124 |
3.1% |
36% |
False |
True |
45,826 |
10 |
4.236 |
3.957 |
0.279 |
6.9% |
0.114 |
2.8% |
32% |
False |
True |
38,016 |
20 |
4.500 |
3.957 |
0.543 |
13.4% |
0.126 |
3.1% |
16% |
False |
True |
30,588 |
40 |
4.896 |
3.957 |
0.939 |
23.2% |
0.118 |
2.9% |
9% |
False |
True |
24,876 |
60 |
5.336 |
3.957 |
1.379 |
34.1% |
0.118 |
2.9% |
6% |
False |
True |
21,951 |
80 |
5.747 |
3.957 |
1.790 |
44.2% |
0.126 |
3.1% |
5% |
False |
True |
18,466 |
100 |
5.762 |
3.957 |
1.805 |
44.6% |
0.128 |
3.2% |
5% |
False |
True |
16,155 |
120 |
5.762 |
3.957 |
1.805 |
44.6% |
0.128 |
3.2% |
5% |
False |
True |
14,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.472 |
2.618 |
4.312 |
1.618 |
4.214 |
1.000 |
4.153 |
0.618 |
4.116 |
HIGH |
4.055 |
0.618 |
4.018 |
0.500 |
4.006 |
0.382 |
3.994 |
LOW |
3.957 |
0.618 |
3.896 |
1.000 |
3.859 |
1.618 |
3.798 |
2.618 |
3.700 |
4.250 |
3.541 |
|
|
Fisher Pivots for day following 08-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.033 |
4.082 |
PP |
4.019 |
4.070 |
S1 |
4.006 |
4.058 |
|