NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 14-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.264 |
4.250 |
-0.014 |
-0.3% |
4.249 |
High |
4.317 |
4.290 |
-0.027 |
-0.6% |
4.391 |
Low |
4.224 |
4.170 |
-0.054 |
-1.3% |
4.189 |
Close |
4.278 |
4.244 |
-0.034 |
-0.8% |
4.292 |
Range |
0.093 |
0.120 |
0.027 |
29.0% |
0.202 |
ATR |
0.109 |
0.109 |
0.001 |
0.7% |
0.000 |
Volume |
81,617 |
70,580 |
-11,037 |
-13.5% |
199,130 |
|
Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.595 |
4.539 |
4.310 |
|
R3 |
4.475 |
4.419 |
4.277 |
|
R2 |
4.355 |
4.355 |
4.266 |
|
R1 |
4.299 |
4.299 |
4.255 |
4.267 |
PP |
4.235 |
4.235 |
4.235 |
4.219 |
S1 |
4.179 |
4.179 |
4.233 |
4.147 |
S2 |
4.115 |
4.115 |
4.222 |
|
S3 |
3.995 |
4.059 |
4.211 |
|
S4 |
3.875 |
3.939 |
4.178 |
|
|
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 |
4.321 |
4.170 |
0.151 |
3.6% |
0.097 |
2.3% |
49% |
False |
True |
76,180 |
10 |
4.391 |
4.170 |
0.221 |
5.2% |
0.098 |
2.3% |
33% |
False |
True |
51,902 |
20 |
4.631 |
4.170 |
0.461 |
10.9% |
0.108 |
2.6% |
16% |
False |
True |
36,423 |
40 |
4.975 |
4.170 |
0.805 |
19.0% |
0.112 |
2.6% |
9% |
False |
True |
28,136 |
60 |
5.468 |
4.170 |
1.298 |
30.6% |
0.113 |
2.7% |
6% |
False |
True |
24,415 |
80 |
5.750 |
4.170 |
1.580 |
37.2% |
0.116 |
2.7% |
5% |
False |
True |
21,591 |
100 |
5.949 |
4.170 |
1.779 |
41.9% |
0.122 |
2.9% |
4% |
False |
True |
19,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.800 |
2.618 |
4.604 |
1.618 |
4.484 |
1.000 |
4.410 |
0.618 |
4.364 |
HIGH |
4.290 |
0.618 |
4.244 |
0.500 |
4.230 |
0.382 |
4.216 |
LOW |
4.170 |
0.618 |
4.096 |
1.000 |
4.050 |
1.618 |
3.976 |
2.618 |
3.856 |
4.250 |
3.660 |
|
|
Fisher Pivots for day following 14-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.239 |
4.244 |
PP |
4.235 |
4.244 |
S1 |
4.230 |
4.244 |
|