NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 22-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
4.140 |
4.043 |
-0.097 |
-2.3% |
4.140 |
| High |
4.148 |
4.043 |
-0.105 |
-2.5% |
4.184 |
| Low |
3.986 |
3.912 |
-0.074 |
-1.9% |
3.912 |
| Close |
4.018 |
3.948 |
-0.070 |
-1.7% |
3.948 |
| Range |
0.162 |
0.131 |
-0.031 |
-19.1% |
0.272 |
| ATR |
0.105 |
0.107 |
0.002 |
1.8% |
0.000 |
| Volume |
27,211 |
38,893 |
11,682 |
42.9% |
167,029 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.361 |
4.285 |
4.020 |
|
| R3 |
4.230 |
4.154 |
3.984 |
|
| R2 |
4.099 |
4.099 |
3.972 |
|
| R1 |
4.023 |
4.023 |
3.960 |
3.996 |
| PP |
3.968 |
3.968 |
3.968 |
3.954 |
| S1 |
3.892 |
3.892 |
3.936 |
3.865 |
| S2 |
3.837 |
3.837 |
3.924 |
|
| S3 |
3.706 |
3.761 |
3.912 |
|
| S4 |
3.575 |
3.630 |
3.876 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.831 |
4.661 |
4.098 |
|
| R3 |
4.559 |
4.389 |
4.023 |
|
| R2 |
4.287 |
4.287 |
3.998 |
|
| R1 |
4.117 |
4.117 |
3.973 |
4.066 |
| PP |
4.015 |
4.015 |
4.015 |
3.989 |
| S1 |
3.845 |
3.845 |
3.923 |
3.794 |
| S2 |
3.743 |
3.743 |
3.898 |
|
| S3 |
3.471 |
3.573 |
3.873 |
|
| S4 |
3.199 |
3.301 |
3.798 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.184 |
3.912 |
0.272 |
6.9% |
0.096 |
2.4% |
13% |
False |
True |
33,405 |
| 10 |
4.321 |
3.912 |
0.409 |
10.4% |
0.095 |
2.4% |
9% |
False |
True |
50,833 |
| 20 |
4.443 |
3.912 |
0.531 |
13.4% |
0.102 |
2.6% |
7% |
False |
True |
40,564 |
| 40 |
4.681 |
3.912 |
0.769 |
19.5% |
0.112 |
2.8% |
5% |
False |
True |
31,395 |
| 60 |
5.468 |
3.912 |
1.556 |
39.4% |
0.112 |
2.8% |
2% |
False |
True |
26,484 |
| 80 |
5.611 |
3.912 |
1.699 |
43.0% |
0.115 |
2.9% |
2% |
False |
True |
23,530 |
| 100 |
5.949 |
3.912 |
2.037 |
51.6% |
0.120 |
3.0% |
2% |
False |
True |
21,348 |
| 120 |
5.949 |
3.912 |
2.037 |
51.6% |
0.120 |
3.0% |
2% |
False |
True |
19,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.600 |
|
2.618 |
4.386 |
|
1.618 |
4.255 |
|
1.000 |
4.174 |
|
0.618 |
4.124 |
|
HIGH |
4.043 |
|
0.618 |
3.993 |
|
0.500 |
3.978 |
|
0.382 |
3.962 |
|
LOW |
3.912 |
|
0.618 |
3.831 |
|
1.000 |
3.781 |
|
1.618 |
3.700 |
|
2.618 |
3.569 |
|
4.250 |
3.355 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.978 |
4.048 |
| PP |
3.968 |
4.015 |
| S1 |
3.958 |
3.981 |
|