NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 03-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
3.821 |
3.892 |
0.071 |
1.9% |
3.660 |
High |
3.928 |
3.900 |
-0.028 |
-0.7% |
4.075 |
Low |
3.750 |
3.790 |
0.040 |
1.1% |
3.500 |
Close |
3.870 |
3.845 |
-0.025 |
-0.6% |
4.065 |
Range |
0.178 |
0.110 |
-0.068 |
-38.2% |
0.575 |
ATR |
0.160 |
0.156 |
-0.004 |
-2.2% |
0.000 |
Volume |
130,098 |
74,037 |
-56,061 |
-43.1% |
550,715 |
|
Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.175 |
4.120 |
3.906 |
|
R3 |
4.065 |
4.010 |
3.875 |
|
R2 |
3.955 |
3.955 |
3.865 |
|
R1 |
3.900 |
3.900 |
3.855 |
3.873 |
PP |
3.845 |
3.845 |
3.845 |
3.831 |
S1 |
3.790 |
3.790 |
3.835 |
3.763 |
S2 |
3.735 |
3.735 |
3.825 |
|
S3 |
3.625 |
3.680 |
3.815 |
|
S4 |
3.515 |
3.570 |
3.785 |
|
|
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 |
13.8% |
0.233 |
6.1% |
36% |
False |
False |
124,917 |
10 |
4.187 |
3.500 |
0.687 |
17.9% |
0.195 |
5.1% |
50% |
False |
False |
101,278 |
20 |
4.207 |
3.500 |
0.707 |
18.4% |
0.151 |
3.9% |
49% |
False |
False |
84,851 |
40 |
4.500 |
3.500 |
1.000 |
26.0% |
0.135 |
3.5% |
35% |
False |
False |
55,658 |
60 |
4.896 |
3.500 |
1.396 |
36.3% |
0.127 |
3.3% |
25% |
False |
False |
43,424 |
80 |
5.336 |
3.500 |
1.836 |
47.8% |
0.126 |
3.3% |
19% |
False |
False |
36,302 |
100 |
5.762 |
3.500 |
2.262 |
58.8% |
0.130 |
3.4% |
15% |
False |
False |
30,600 |
120 |
5.762 |
3.500 |
2.262 |
58.8% |
0.132 |
3.4% |
15% |
False |
False |
26,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.368 |
2.618 |
4.188 |
1.618 |
4.078 |
1.000 |
4.010 |
0.618 |
3.968 |
HIGH |
3.900 |
0.618 |
3.858 |
0.500 |
3.845 |
0.382 |
3.832 |
LOW |
3.790 |
0.618 |
3.722 |
1.000 |
3.680 |
1.618 |
3.612 |
2.618 |
3.502 |
4.250 |
3.323 |
|
|
Fisher Pivots for day following 03-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
3.845 |
3.969 |
PP |
3.845 |
3.927 |
S1 |
3.845 |
3.886 |
|