NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.693 |
3.759 |
0.066 |
1.8% |
3.898 |
| High |
3.803 |
3.841 |
0.038 |
1.0% |
3.954 |
| Low |
3.662 |
3.718 |
0.056 |
1.5% |
3.659 |
| Close |
3.766 |
3.763 |
-0.003 |
-0.1% |
3.693 |
| Range |
0.141 |
0.123 |
-0.018 |
-12.8% |
0.295 |
| ATR |
0.124 |
0.124 |
0.000 |
-0.1% |
0.000 |
| Volume |
119,858 |
82,817 |
-37,041 |
-30.9% |
317,923 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.143 |
4.076 |
3.831 |
|
| R3 |
4.020 |
3.953 |
3.797 |
|
| R2 |
3.897 |
3.897 |
3.786 |
|
| R1 |
3.830 |
3.830 |
3.774 |
3.864 |
| PP |
3.774 |
3.774 |
3.774 |
3.791 |
| S1 |
3.707 |
3.707 |
3.752 |
3.741 |
| S2 |
3.651 |
3.651 |
3.740 |
|
| S3 |
3.528 |
3.584 |
3.729 |
|
| S4 |
3.405 |
3.461 |
3.695 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.654 |
4.468 |
3.855 |
|
| R3 |
4.359 |
4.173 |
3.774 |
|
| R2 |
4.064 |
4.064 |
3.747 |
|
| R1 |
3.878 |
3.878 |
3.720 |
3.824 |
| PP |
3.769 |
3.769 |
3.769 |
3.741 |
| S1 |
3.583 |
3.583 |
3.666 |
3.529 |
| S2 |
3.474 |
3.474 |
3.639 |
|
| S3 |
3.179 |
3.288 |
3.612 |
|
| S4 |
2.884 |
2.993 |
3.531 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.898 |
3.500 |
0.398 |
10.6% |
0.157 |
4.2% |
66% |
False |
False |
77,640 |
| 10 |
4.072 |
3.500 |
0.572 |
15.2% |
0.125 |
3.3% |
46% |
False |
False |
72,568 |
| 20 |
4.217 |
3.500 |
0.717 |
19.1% |
0.119 |
3.2% |
37% |
False |
False |
61,712 |
| 40 |
4.504 |
3.500 |
1.004 |
26.7% |
0.122 |
3.2% |
26% |
False |
False |
43,281 |
| 60 |
5.229 |
3.500 |
1.729 |
45.9% |
0.119 |
3.2% |
15% |
False |
False |
34,979 |
| 80 |
5.373 |
3.500 |
1.873 |
49.8% |
0.119 |
3.2% |
14% |
False |
False |
29,102 |
| 100 |
5.762 |
3.500 |
2.262 |
60.1% |
0.125 |
3.3% |
12% |
False |
False |
24,701 |
| 120 |
5.762 |
3.500 |
2.262 |
60.1% |
0.127 |
3.4% |
12% |
False |
False |
21,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.364 |
|
2.618 |
4.163 |
|
1.618 |
4.040 |
|
1.000 |
3.964 |
|
0.618 |
3.917 |
|
HIGH |
3.841 |
|
0.618 |
3.794 |
|
0.500 |
3.780 |
|
0.382 |
3.765 |
|
LOW |
3.718 |
|
0.618 |
3.642 |
|
1.000 |
3.595 |
|
1.618 |
3.519 |
|
2.618 |
3.396 |
|
4.250 |
3.195 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.780 |
3.732 |
| PP |
3.774 |
3.701 |
| S1 |
3.769 |
3.671 |
|