NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.908 |
3.885 |
-0.023 |
-0.6% |
4.041 |
| High |
3.954 |
3.898 |
-0.056 |
-1.4% |
4.093 |
| Low |
3.874 |
3.721 |
-0.153 |
-3.9% |
3.909 |
| Close |
3.893 |
3.750 |
-0.143 |
-3.7% |
3.924 |
| Range |
0.080 |
0.177 |
0.097 |
121.3% |
0.184 |
| ATR |
0.110 |
0.115 |
0.005 |
4.3% |
0.000 |
| Volume |
55,970 |
79,143 |
23,173 |
41.4% |
363,449 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.321 |
4.212 |
3.847 |
|
| R3 |
4.144 |
4.035 |
3.799 |
|
| R2 |
3.967 |
3.967 |
3.782 |
|
| R1 |
3.858 |
3.858 |
3.766 |
3.824 |
| PP |
3.790 |
3.790 |
3.790 |
3.773 |
| S1 |
3.681 |
3.681 |
3.734 |
3.647 |
| S2 |
3.613 |
3.613 |
3.718 |
|
| S3 |
3.436 |
3.504 |
3.701 |
|
| S4 |
3.259 |
3.327 |
3.653 |
|
|
| 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 |
4.031 |
3.721 |
0.310 |
8.3% |
0.102 |
2.7% |
9% |
False |
True |
67,356 |
| 10 |
4.093 |
3.721 |
0.372 |
9.9% |
0.102 |
2.7% |
8% |
False |
True |
68,238 |
| 20 |
4.393 |
3.721 |
0.672 |
17.9% |
0.110 |
2.9% |
4% |
False |
True |
51,658 |
| 40 |
4.522 |
3.721 |
0.801 |
21.4% |
0.119 |
3.2% |
4% |
False |
True |
37,385 |
| 60 |
5.336 |
3.721 |
1.615 |
43.1% |
0.118 |
3.2% |
2% |
False |
True |
31,062 |
| 80 |
5.447 |
3.721 |
1.726 |
46.0% |
0.121 |
3.2% |
2% |
False |
True |
25,709 |
| 100 |
5.762 |
3.721 |
2.041 |
54.4% |
0.126 |
3.4% |
1% |
False |
True |
22,035 |
| 120 |
5.762 |
3.721 |
2.041 |
54.4% |
0.125 |
3.3% |
1% |
False |
True |
19,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.650 |
|
2.618 |
4.361 |
|
1.618 |
4.184 |
|
1.000 |
4.075 |
|
0.618 |
4.007 |
|
HIGH |
3.898 |
|
0.618 |
3.830 |
|
0.500 |
3.810 |
|
0.382 |
3.789 |
|
LOW |
3.721 |
|
0.618 |
3.612 |
|
1.000 |
3.544 |
|
1.618 |
3.435 |
|
2.618 |
3.258 |
|
4.250 |
2.969 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.810 |
3.838 |
| PP |
3.790 |
3.808 |
| S1 |
3.770 |
3.779 |
|