NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 11-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
3.993 |
4.041 |
0.048 |
1.2% |
4.061 |
High |
4.055 |
4.068 |
0.013 |
0.3% |
4.207 |
Low |
3.957 |
3.999 |
0.042 |
1.1% |
3.957 |
Close |
4.046 |
4.010 |
-0.036 |
-0.9% |
4.046 |
Range |
0.098 |
0.069 |
-0.029 |
-29.6% |
0.250 |
ATR |
0.124 |
0.120 |
-0.004 |
-3.2% |
0.000 |
Volume |
50,679 |
49,607 |
-1,072 |
-2.1% |
229,131 |
|
Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.233 |
4.190 |
4.048 |
|
R3 |
4.164 |
4.121 |
4.029 |
|
R2 |
4.095 |
4.095 |
4.023 |
|
R1 |
4.052 |
4.052 |
4.016 |
4.039 |
PP |
4.026 |
4.026 |
4.026 |
4.019 |
S1 |
3.983 |
3.983 |
4.004 |
3.970 |
S2 |
3.957 |
3.957 |
3.997 |
|
S3 |
3.888 |
3.914 |
3.991 |
|
S4 |
3.819 |
3.845 |
3.972 |
|
|
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% |
0.122 |
3.1% |
21% |
False |
False |
49,988 |
10 |
4.236 |
3.957 |
0.279 |
7.0% |
0.110 |
2.7% |
19% |
False |
False |
38,586 |
20 |
4.500 |
3.957 |
0.543 |
13.5% |
0.122 |
3.1% |
10% |
False |
False |
31,904 |
40 |
4.896 |
3.957 |
0.939 |
23.4% |
0.119 |
3.0% |
6% |
False |
False |
25,497 |
60 |
5.336 |
3.957 |
1.379 |
34.4% |
0.117 |
2.9% |
4% |
False |
False |
22,532 |
80 |
5.747 |
3.957 |
1.790 |
44.6% |
0.125 |
3.1% |
3% |
False |
False |
19,011 |
100 |
5.762 |
3.957 |
1.805 |
45.0% |
0.127 |
3.2% |
3% |
False |
False |
16,561 |
120 |
5.762 |
3.957 |
1.805 |
45.0% |
0.128 |
3.2% |
3% |
False |
False |
14,640 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.361 |
2.618 |
4.249 |
1.618 |
4.180 |
1.000 |
4.137 |
0.618 |
4.111 |
HIGH |
4.068 |
0.618 |
4.042 |
0.500 |
4.034 |
0.382 |
4.025 |
LOW |
3.999 |
0.618 |
3.956 |
1.000 |
3.930 |
1.618 |
3.887 |
2.618 |
3.818 |
4.250 |
3.706 |
|
|
Fisher Pivots for day following 11-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.034 |
4.082 |
PP |
4.026 |
4.058 |
S1 |
4.018 |
4.034 |
|