NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 14-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.004 |
4.041 |
0.037 |
0.9% |
4.061 |
High |
4.093 |
4.072 |
-0.021 |
-0.5% |
4.207 |
Low |
3.981 |
3.939 |
-0.042 |
-1.1% |
3.957 |
Close |
4.041 |
4.016 |
-0.025 |
-0.6% |
4.046 |
Range |
0.112 |
0.133 |
0.021 |
18.8% |
0.250 |
ATR |
0.118 |
0.119 |
0.001 |
0.9% |
0.000 |
Volume |
91,623 |
79,840 |
-11,783 |
-12.9% |
229,131 |
|
Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.408 |
4.345 |
4.089 |
|
R3 |
4.275 |
4.212 |
4.053 |
|
R2 |
4.142 |
4.142 |
4.040 |
|
R1 |
4.079 |
4.079 |
4.028 |
4.044 |
PP |
4.009 |
4.009 |
4.009 |
3.992 |
S1 |
3.946 |
3.946 |
4.004 |
3.911 |
S2 |
3.876 |
3.876 |
3.992 |
|
S3 |
3.743 |
3.813 |
3.979 |
|
S4 |
3.610 |
3.680 |
3.943 |
|
|
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 |
4.093 |
3.926 |
0.167 |
4.2% |
0.101 |
2.5% |
54% |
False |
False |
69,120 |
10 |
4.207 |
3.926 |
0.281 |
7.0% |
0.109 |
2.7% |
32% |
False |
False |
55,244 |
20 |
4.481 |
3.926 |
0.555 |
13.8% |
0.116 |
2.9% |
16% |
False |
False |
40,204 |
40 |
4.840 |
3.926 |
0.914 |
22.8% |
0.119 |
3.0% |
10% |
False |
False |
30,518 |
60 |
5.336 |
3.926 |
1.410 |
35.1% |
0.118 |
2.9% |
6% |
False |
False |
26,243 |
80 |
5.570 |
3.926 |
1.644 |
40.9% |
0.122 |
3.0% |
5% |
False |
False |
21,848 |
100 |
5.762 |
3.926 |
1.836 |
45.7% |
0.127 |
3.2% |
5% |
False |
False |
18,873 |
120 |
5.762 |
3.926 |
1.836 |
45.7% |
0.127 |
3.2% |
5% |
False |
False |
16,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.637 |
2.618 |
4.420 |
1.618 |
4.287 |
1.000 |
4.205 |
0.618 |
4.154 |
HIGH |
4.072 |
0.618 |
4.021 |
0.500 |
4.006 |
0.382 |
3.990 |
LOW |
3.939 |
0.618 |
3.857 |
1.000 |
3.806 |
1.618 |
3.724 |
2.618 |
3.591 |
4.250 |
3.374 |
|
|
Fisher Pivots for day following 14-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.013 |
4.014 |
PP |
4.009 |
4.012 |
S1 |
4.006 |
4.010 |
|