NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
3.922 |
4.031 |
0.109 |
2.8% |
3.660 |
| High |
4.075 |
4.187 |
0.112 |
2.7% |
4.075 |
| Low |
3.830 |
3.824 |
-0.006 |
-0.2% |
3.500 |
| Close |
4.065 |
3.832 |
-0.233 |
-5.7% |
4.065 |
| Range |
0.245 |
0.363 |
0.118 |
48.2% |
0.575 |
| ATR |
0.142 |
0.158 |
0.016 |
11.1% |
0.000 |
| Volume |
148,983 |
129,128 |
-19,855 |
-13.3% |
550,715 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.037 |
4.797 |
4.032 |
|
| R3 |
4.674 |
4.434 |
3.932 |
|
| R2 |
4.311 |
4.311 |
3.899 |
|
| R1 |
4.071 |
4.071 |
3.865 |
4.010 |
| PP |
3.948 |
3.948 |
3.948 |
3.917 |
| S1 |
3.708 |
3.708 |
3.799 |
3.647 |
| S2 |
3.585 |
3.585 |
3.765 |
|
| S3 |
3.222 |
3.345 |
3.732 |
|
| S4 |
2.859 |
2.982 |
3.632 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.605 |
5.410 |
4.381 |
|
| R3 |
5.030 |
4.835 |
4.223 |
|
| R2 |
4.455 |
4.455 |
4.170 |
|
| R1 |
4.260 |
4.260 |
4.118 |
4.358 |
| PP |
3.880 |
3.880 |
3.880 |
3.929 |
| S1 |
3.685 |
3.685 |
4.012 |
3.783 |
| S2 |
3.305 |
3.305 |
3.960 |
|
| S3 |
2.730 |
3.110 |
3.907 |
|
| S4 |
2.155 |
2.535 |
3.749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.187 |
3.656 |
0.531 |
13.9% |
0.228 |
5.9% |
33% |
True |
False |
124,625 |
| 10 |
4.187 |
3.500 |
0.687 |
17.9% |
0.181 |
4.7% |
48% |
True |
False |
92,422 |
| 20 |
4.207 |
3.500 |
0.707 |
18.4% |
0.147 |
3.8% |
47% |
False |
False |
78,077 |
| 40 |
4.500 |
3.500 |
1.000 |
26.1% |
0.135 |
3.5% |
33% |
False |
False |
51,977 |
| 60 |
5.050 |
3.500 |
1.550 |
40.4% |
0.127 |
3.3% |
21% |
False |
False |
40,885 |
| 80 |
5.336 |
3.500 |
1.836 |
47.9% |
0.125 |
3.3% |
18% |
False |
False |
33,957 |
| 100 |
5.762 |
3.500 |
2.262 |
59.0% |
0.129 |
3.4% |
15% |
False |
False |
28,682 |
| 120 |
5.762 |
3.500 |
2.262 |
59.0% |
0.132 |
3.4% |
15% |
False |
False |
25,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.730 |
|
2.618 |
5.137 |
|
1.618 |
4.774 |
|
1.000 |
4.550 |
|
0.618 |
4.411 |
|
HIGH |
4.187 |
|
0.618 |
4.048 |
|
0.500 |
4.006 |
|
0.382 |
3.963 |
|
LOW |
3.824 |
|
0.618 |
3.600 |
|
1.000 |
3.461 |
|
1.618 |
3.237 |
|
2.618 |
2.874 |
|
4.250 |
2.281 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.006 |
3.922 |
| PP |
3.948 |
3.892 |
| S1 |
3.890 |
3.862 |
|