NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
4.000 |
3.898 |
-0.102 |
-2.6% |
4.041 |
| High |
4.031 |
3.918 |
-0.113 |
-2.8% |
4.093 |
| Low |
3.909 |
3.853 |
-0.056 |
-1.4% |
3.909 |
| Close |
3.924 |
3.870 |
-0.054 |
-1.4% |
3.924 |
| Range |
0.122 |
0.065 |
-0.057 |
-46.7% |
0.184 |
| ATR |
0.119 |
0.116 |
-0.003 |
-2.9% |
0.000 |
| Volume |
68,527 |
73,543 |
5,016 |
7.3% |
363,449 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.075 |
4.038 |
3.906 |
|
| R3 |
4.010 |
3.973 |
3.888 |
|
| R2 |
3.945 |
3.945 |
3.882 |
|
| R1 |
3.908 |
3.908 |
3.876 |
3.894 |
| PP |
3.880 |
3.880 |
3.880 |
3.874 |
| S1 |
3.843 |
3.843 |
3.864 |
3.829 |
| S2 |
3.815 |
3.815 |
3.858 |
|
| S3 |
3.750 |
3.778 |
3.852 |
|
| S4 |
3.685 |
3.713 |
3.834 |
|
|
| 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 |
3.853 |
0.240 |
6.2% |
0.105 |
2.7% |
7% |
False |
True |
77,477 |
| 10 |
4.207 |
3.853 |
0.354 |
9.1% |
0.114 |
2.9% |
5% |
False |
True |
63,732 |
| 20 |
4.450 |
3.853 |
0.597 |
15.4% |
0.112 |
2.9% |
3% |
False |
True |
45,423 |
| 40 |
4.593 |
3.853 |
0.740 |
19.1% |
0.117 |
3.0% |
2% |
False |
True |
33,369 |
| 60 |
5.336 |
3.853 |
1.483 |
38.3% |
0.118 |
3.0% |
1% |
False |
True |
28,221 |
| 80 |
5.570 |
3.853 |
1.717 |
44.4% |
0.122 |
3.1% |
1% |
False |
True |
23,428 |
| 100 |
5.762 |
3.853 |
1.909 |
49.3% |
0.127 |
3.3% |
1% |
False |
True |
20,229 |
| 120 |
5.762 |
3.853 |
1.909 |
49.3% |
0.127 |
3.3% |
1% |
False |
True |
17,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.194 |
|
2.618 |
4.088 |
|
1.618 |
4.023 |
|
1.000 |
3.983 |
|
0.618 |
3.958 |
|
HIGH |
3.918 |
|
0.618 |
3.893 |
|
0.500 |
3.886 |
|
0.382 |
3.878 |
|
LOW |
3.853 |
|
0.618 |
3.813 |
|
1.000 |
3.788 |
|
1.618 |
3.748 |
|
2.618 |
3.683 |
|
4.250 |
3.577 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.886 |
3.963 |
| PP |
3.880 |
3.932 |
| S1 |
3.875 |
3.901 |
|