NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
4.041 |
4.005 |
-0.036 |
-0.9% |
4.061 |
| High |
4.068 |
4.021 |
-0.047 |
-1.2% |
4.207 |
| Low |
3.999 |
3.926 |
-0.073 |
-1.8% |
3.957 |
| Close |
4.010 |
3.992 |
-0.018 |
-0.4% |
4.046 |
| Range |
0.069 |
0.095 |
0.026 |
37.7% |
0.250 |
| ATR |
0.120 |
0.119 |
-0.002 |
-1.5% |
0.000 |
| Volume |
49,607 |
73,852 |
24,245 |
48.9% |
229,131 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.265 |
4.223 |
4.044 |
|
| R3 |
4.170 |
4.128 |
4.018 |
|
| R2 |
4.075 |
4.075 |
4.009 |
|
| R1 |
4.033 |
4.033 |
4.001 |
4.007 |
| PP |
3.980 |
3.980 |
3.980 |
3.966 |
| S1 |
3.938 |
3.938 |
3.983 |
3.912 |
| S2 |
3.885 |
3.885 |
3.975 |
|
| S3 |
3.790 |
3.843 |
3.966 |
|
| S4 |
3.695 |
3.748 |
3.940 |
|
|
| 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 |
3.926 |
0.281 |
7.0% |
0.122 |
3.1% |
23% |
False |
True |
59,425 |
| 10 |
4.217 |
3.926 |
0.291 |
7.3% |
0.110 |
2.7% |
23% |
False |
True |
43,814 |
| 20 |
4.500 |
3.926 |
0.574 |
14.4% |
0.119 |
3.0% |
11% |
False |
True |
34,517 |
| 40 |
4.840 |
3.926 |
0.914 |
22.9% |
0.117 |
2.9% |
7% |
False |
True |
27,039 |
| 60 |
5.336 |
3.926 |
1.410 |
35.3% |
0.118 |
3.0% |
5% |
False |
True |
23,629 |
| 80 |
5.732 |
3.926 |
1.806 |
45.2% |
0.124 |
3.1% |
4% |
False |
True |
19,861 |
| 100 |
5.762 |
3.926 |
1.836 |
46.0% |
0.127 |
3.2% |
4% |
False |
True |
17,234 |
| 120 |
5.762 |
3.926 |
1.836 |
46.0% |
0.127 |
3.2% |
4% |
False |
True |
15,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.425 |
|
2.618 |
4.270 |
|
1.618 |
4.175 |
|
1.000 |
4.116 |
|
0.618 |
4.080 |
|
HIGH |
4.021 |
|
0.618 |
3.985 |
|
0.500 |
3.974 |
|
0.382 |
3.962 |
|
LOW |
3.926 |
|
0.618 |
3.867 |
|
1.000 |
3.831 |
|
1.618 |
3.772 |
|
2.618 |
3.677 |
|
4.250 |
3.522 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.986 |
3.997 |
| PP |
3.980 |
3.995 |
| S1 |
3.974 |
3.994 |
|