NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 25-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.043 |
3.935 |
-0.108 |
-2.7% |
4.140 |
High |
4.043 |
3.987 |
-0.056 |
-1.4% |
4.184 |
Low |
3.912 |
3.868 |
-0.044 |
-1.1% |
3.912 |
Close |
3.948 |
3.928 |
-0.020 |
-0.5% |
3.948 |
Range |
0.131 |
0.119 |
-0.012 |
-9.2% |
0.272 |
ATR |
0.107 |
0.108 |
0.001 |
0.8% |
0.000 |
Volume |
38,893 |
23,886 |
-15,007 |
-38.6% |
167,029 |
|
Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.285 |
4.225 |
3.993 |
|
R3 |
4.166 |
4.106 |
3.961 |
|
R2 |
4.047 |
4.047 |
3.950 |
|
R1 |
3.987 |
3.987 |
3.939 |
3.958 |
PP |
3.928 |
3.928 |
3.928 |
3.913 |
S1 |
3.868 |
3.868 |
3.917 |
3.839 |
S2 |
3.809 |
3.809 |
3.906 |
|
S3 |
3.690 |
3.749 |
3.895 |
|
S4 |
3.571 |
3.630 |
3.863 |
|
|
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 |
3.868 |
0.316 |
8.0% |
0.109 |
2.8% |
19% |
False |
True |
31,441 |
10 |
4.317 |
3.868 |
0.449 |
11.4% |
0.100 |
2.6% |
13% |
False |
True |
45,812 |
20 |
4.400 |
3.868 |
0.532 |
13.5% |
0.100 |
2.6% |
11% |
False |
True |
41,038 |
40 |
4.681 |
3.868 |
0.813 |
20.7% |
0.112 |
2.9% |
7% |
False |
True |
31,472 |
60 |
5.468 |
3.868 |
1.600 |
40.7% |
0.112 |
2.8% |
4% |
False |
True |
26,425 |
80 |
5.593 |
3.868 |
1.725 |
43.9% |
0.113 |
2.9% |
3% |
False |
True |
23,632 |
100 |
5.949 |
3.868 |
2.081 |
53.0% |
0.119 |
3.0% |
3% |
False |
True |
21,479 |
120 |
5.949 |
3.868 |
2.081 |
53.0% |
0.120 |
3.1% |
3% |
False |
True |
19,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.493 |
2.618 |
4.299 |
1.618 |
4.180 |
1.000 |
4.106 |
0.618 |
4.061 |
HIGH |
3.987 |
0.618 |
3.942 |
0.500 |
3.928 |
0.382 |
3.913 |
LOW |
3.868 |
0.618 |
3.794 |
1.000 |
3.749 |
1.618 |
3.675 |
2.618 |
3.556 |
4.250 |
3.362 |
|
|
Fisher Pivots for day following 25-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
3.928 |
4.008 |
PP |
3.928 |
3.981 |
S1 |
3.928 |
3.955 |
|