NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 13-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.283 |
4.264 |
-0.019 |
-0.4% |
4.249 |
High |
4.287 |
4.317 |
0.030 |
0.7% |
4.391 |
Low |
4.203 |
4.224 |
0.021 |
0.5% |
4.189 |
Close |
4.263 |
4.278 |
0.015 |
0.4% |
4.292 |
Range |
0.084 |
0.093 |
0.009 |
10.7% |
0.202 |
ATR |
0.110 |
0.109 |
-0.001 |
-1.1% |
0.000 |
Volume |
70,174 |
81,617 |
11,443 |
16.3% |
199,130 |
|
Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.552 |
4.508 |
4.329 |
|
R3 |
4.459 |
4.415 |
4.304 |
|
R2 |
4.366 |
4.366 |
4.295 |
|
R1 |
4.322 |
4.322 |
4.287 |
4.344 |
PP |
4.273 |
4.273 |
4.273 |
4.284 |
S1 |
4.229 |
4.229 |
4.269 |
4.251 |
S2 |
4.180 |
4.180 |
4.261 |
|
S3 |
4.087 |
4.136 |
4.252 |
|
S4 |
3.994 |
4.043 |
4.227 |
|
|
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% |
0.107 |
2.5% |
44% |
False |
False |
69,733 |
10 |
4.391 |
4.189 |
0.202 |
4.7% |
0.102 |
2.4% |
44% |
False |
False |
46,476 |
20 |
4.641 |
4.189 |
0.452 |
10.6% |
0.112 |
2.6% |
20% |
False |
False |
34,040 |
40 |
4.975 |
4.189 |
0.786 |
18.4% |
0.111 |
2.6% |
11% |
False |
False |
26,651 |
60 |
5.468 |
4.189 |
1.279 |
29.9% |
0.112 |
2.6% |
7% |
False |
False |
23,403 |
80 |
5.750 |
4.189 |
1.561 |
36.5% |
0.116 |
2.7% |
6% |
False |
False |
20,871 |
100 |
5.949 |
4.189 |
1.760 |
41.1% |
0.121 |
2.8% |
5% |
False |
False |
19,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.712 |
2.618 |
4.560 |
1.618 |
4.467 |
1.000 |
4.410 |
0.618 |
4.374 |
HIGH |
4.317 |
0.618 |
4.281 |
0.500 |
4.271 |
0.382 |
4.260 |
LOW |
4.224 |
0.618 |
4.167 |
1.000 |
4.131 |
1.618 |
4.074 |
2.618 |
3.981 |
4.250 |
3.829 |
|
|
Fisher Pivots for day following 13-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.276 |
4.273 |
PP |
4.273 |
4.267 |
S1 |
4.271 |
4.262 |
|