NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
4.041 |
4.000 |
-0.041 |
-1.0% |
4.041 |
| High |
4.072 |
4.031 |
-0.041 |
-1.0% |
4.093 |
| Low |
3.939 |
3.909 |
-0.030 |
-0.8% |
3.909 |
| Close |
4.016 |
3.924 |
-0.092 |
-2.3% |
3.924 |
| Range |
0.133 |
0.122 |
-0.011 |
-8.3% |
0.184 |
| ATR |
0.119 |
0.119 |
0.000 |
0.2% |
0.000 |
| Volume |
79,840 |
68,527 |
-11,313 |
-14.2% |
363,449 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.321 |
4.244 |
3.991 |
|
| R3 |
4.199 |
4.122 |
3.958 |
|
| R2 |
4.077 |
4.077 |
3.946 |
|
| R1 |
4.000 |
4.000 |
3.935 |
3.978 |
| PP |
3.955 |
3.955 |
3.955 |
3.943 |
| S1 |
3.878 |
3.878 |
3.913 |
3.856 |
| S2 |
3.833 |
3.833 |
3.902 |
|
| S3 |
3.711 |
3.756 |
3.890 |
|
| S4 |
3.589 |
3.634 |
3.857 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.527 |
4.410 |
4.025 |
|
| R3 |
4.343 |
4.226 |
3.975 |
|
| R2 |
4.159 |
4.159 |
3.958 |
|
| R1 |
4.042 |
4.042 |
3.941 |
4.009 |
| PP |
3.975 |
3.975 |
3.975 |
3.959 |
| S1 |
3.858 |
3.858 |
3.907 |
3.825 |
| S2 |
3.791 |
3.791 |
3.890 |
|
| S3 |
3.607 |
3.674 |
3.873 |
|
| S4 |
3.423 |
3.490 |
3.823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.093 |
3.909 |
0.184 |
4.7% |
0.106 |
2.7% |
8% |
False |
True |
72,689 |
| 10 |
4.207 |
3.909 |
0.298 |
7.6% |
0.115 |
2.9% |
5% |
False |
True |
59,258 |
| 20 |
4.450 |
3.909 |
0.541 |
13.8% |
0.117 |
3.0% |
3% |
False |
True |
42,666 |
| 40 |
4.673 |
3.909 |
0.764 |
19.5% |
0.117 |
3.0% |
2% |
False |
True |
31,839 |
| 60 |
5.336 |
3.909 |
1.427 |
36.4% |
0.118 |
3.0% |
1% |
False |
True |
27,172 |
| 80 |
5.570 |
3.909 |
1.661 |
42.3% |
0.122 |
3.1% |
1% |
False |
True |
22,603 |
| 100 |
5.762 |
3.909 |
1.853 |
47.2% |
0.127 |
3.2% |
1% |
False |
True |
19,531 |
| 120 |
5.762 |
3.909 |
1.853 |
47.2% |
0.127 |
3.2% |
1% |
False |
True |
17,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.550 |
|
2.618 |
4.350 |
|
1.618 |
4.228 |
|
1.000 |
4.153 |
|
0.618 |
4.106 |
|
HIGH |
4.031 |
|
0.618 |
3.984 |
|
0.500 |
3.970 |
|
0.382 |
3.956 |
|
LOW |
3.909 |
|
0.618 |
3.834 |
|
1.000 |
3.787 |
|
1.618 |
3.712 |
|
2.618 |
3.590 |
|
4.250 |
3.391 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.970 |
4.001 |
| PP |
3.955 |
3.975 |
| S1 |
3.939 |
3.950 |
|