NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 12-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.290 |
4.283 |
-0.007 |
-0.2% |
4.249 |
High |
4.321 |
4.287 |
-0.034 |
-0.8% |
4.391 |
Low |
4.250 |
4.203 |
-0.047 |
-1.1% |
4.189 |
Close |
4.286 |
4.263 |
-0.023 |
-0.5% |
4.292 |
Range |
0.071 |
0.084 |
0.013 |
18.3% |
0.202 |
ATR |
0.112 |
0.110 |
-0.002 |
-1.8% |
0.000 |
Volume |
74,096 |
70,174 |
-3,922 |
-5.3% |
199,130 |
|
Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.503 |
4.467 |
4.309 |
|
R3 |
4.419 |
4.383 |
4.286 |
|
R2 |
4.335 |
4.335 |
4.278 |
|
R1 |
4.299 |
4.299 |
4.271 |
4.275 |
PP |
4.251 |
4.251 |
4.251 |
4.239 |
S1 |
4.215 |
4.215 |
4.255 |
4.191 |
S2 |
4.167 |
4.167 |
4.248 |
|
S3 |
4.083 |
4.131 |
4.240 |
|
S4 |
3.999 |
4.047 |
4.217 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.897 |
4.796 |
4.403 |
|
R3 |
4.695 |
4.594 |
4.348 |
|
R2 |
4.493 |
4.493 |
4.329 |
|
R1 |
4.392 |
4.392 |
4.311 |
4.443 |
PP |
4.291 |
4.291 |
4.291 |
4.316 |
S1 |
4.190 |
4.190 |
4.273 |
4.241 |
S2 |
4.089 |
4.089 |
4.255 |
|
S3 |
3.887 |
3.988 |
4.236 |
|
S4 |
3.685 |
3.786 |
4.181 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.391 |
4.189 |
0.202 |
4.7% |
0.110 |
2.6% |
37% |
False |
False |
57,961 |
10 |
4.391 |
4.189 |
0.202 |
4.7% |
0.100 |
2.3% |
37% |
False |
False |
40,056 |
20 |
4.641 |
4.189 |
0.452 |
10.6% |
0.111 |
2.6% |
16% |
False |
False |
31,256 |
40 |
4.975 |
4.189 |
0.786 |
18.4% |
0.110 |
2.6% |
9% |
False |
False |
24,942 |
60 |
5.468 |
4.189 |
1.279 |
30.0% |
0.113 |
2.6% |
6% |
False |
False |
22,155 |
80 |
5.904 |
4.189 |
1.715 |
40.2% |
0.118 |
2.8% |
4% |
False |
False |
20,002 |
100 |
5.949 |
4.189 |
1.760 |
41.3% |
0.122 |
2.9% |
4% |
False |
False |
18,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.644 |
2.618 |
4.507 |
1.618 |
4.423 |
1.000 |
4.371 |
0.618 |
4.339 |
HIGH |
4.287 |
0.618 |
4.255 |
0.500 |
4.245 |
0.382 |
4.235 |
LOW |
4.203 |
0.618 |
4.151 |
1.000 |
4.119 |
1.618 |
4.067 |
2.618 |
3.983 |
4.250 |
3.846 |
|
|
Fisher Pivots for day following 12-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.257 |
4.260 |
PP |
4.251 |
4.258 |
S1 |
4.245 |
4.255 |
|