NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.898 |
3.853 |
-0.045 |
-1.2% |
4.041 |
| High |
3.918 |
3.916 |
-0.002 |
-0.1% |
4.093 |
| Low |
3.853 |
3.850 |
-0.003 |
-0.1% |
3.909 |
| Close |
3.870 |
3.895 |
0.025 |
0.6% |
3.924 |
| Range |
0.065 |
0.066 |
0.001 |
1.5% |
0.184 |
| ATR |
0.116 |
0.112 |
-0.004 |
-3.1% |
0.000 |
| Volume |
73,543 |
59,601 |
-13,942 |
-19.0% |
363,449 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.085 |
4.056 |
3.931 |
|
| R3 |
4.019 |
3.990 |
3.913 |
|
| R2 |
3.953 |
3.953 |
3.907 |
|
| R1 |
3.924 |
3.924 |
3.901 |
3.939 |
| PP |
3.887 |
3.887 |
3.887 |
3.894 |
| S1 |
3.858 |
3.858 |
3.889 |
3.873 |
| S2 |
3.821 |
3.821 |
3.883 |
|
| S3 |
3.755 |
3.792 |
3.877 |
|
| S4 |
3.689 |
3.726 |
3.859 |
|
|
| 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 |
3.850 |
0.243 |
6.2% |
0.100 |
2.6% |
19% |
False |
True |
74,626 |
| 10 |
4.207 |
3.850 |
0.357 |
9.2% |
0.111 |
2.8% |
13% |
False |
True |
67,026 |
| 20 |
4.450 |
3.850 |
0.600 |
15.4% |
0.109 |
2.8% |
8% |
False |
True |
47,133 |
| 40 |
4.535 |
3.850 |
0.685 |
17.6% |
0.117 |
3.0% |
7% |
False |
True |
34,572 |
| 60 |
5.336 |
3.850 |
1.486 |
38.2% |
0.118 |
3.0% |
3% |
False |
True |
29,107 |
| 80 |
5.535 |
3.850 |
1.685 |
43.3% |
0.121 |
3.1% |
3% |
False |
True |
24,116 |
| 100 |
5.762 |
3.850 |
1.912 |
49.1% |
0.126 |
3.2% |
2% |
False |
True |
20,790 |
| 120 |
5.762 |
3.850 |
1.912 |
49.1% |
0.125 |
3.2% |
2% |
False |
True |
18,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.197 |
|
2.618 |
4.089 |
|
1.618 |
4.023 |
|
1.000 |
3.982 |
|
0.618 |
3.957 |
|
HIGH |
3.916 |
|
0.618 |
3.891 |
|
0.500 |
3.883 |
|
0.382 |
3.875 |
|
LOW |
3.850 |
|
0.618 |
3.809 |
|
1.000 |
3.784 |
|
1.618 |
3.743 |
|
2.618 |
3.677 |
|
4.250 |
3.570 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.891 |
3.941 |
| PP |
3.887 |
3.925 |
| S1 |
3.883 |
3.910 |
|