NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 27-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
3.998 |
4.022 |
0.024 |
0.6% |
4.140 |
High |
4.044 |
4.093 |
0.049 |
1.2% |
4.184 |
Low |
3.927 |
3.978 |
0.051 |
1.3% |
3.912 |
Close |
4.023 |
4.025 |
0.002 |
0.0% |
3.948 |
Range |
0.117 |
0.115 |
-0.002 |
-1.7% |
0.272 |
ATR |
0.108 |
0.109 |
0.000 |
0.4% |
0.000 |
Volume |
23,151 |
46,504 |
23,353 |
100.9% |
167,029 |
|
Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.377 |
4.316 |
4.088 |
|
R3 |
4.262 |
4.201 |
4.057 |
|
R2 |
4.147 |
4.147 |
4.046 |
|
R1 |
4.086 |
4.086 |
4.036 |
4.117 |
PP |
4.032 |
4.032 |
4.032 |
4.047 |
S1 |
3.971 |
3.971 |
4.014 |
4.002 |
S2 |
3.917 |
3.917 |
4.004 |
|
S3 |
3.802 |
3.856 |
3.993 |
|
S4 |
3.687 |
3.741 |
3.962 |
|
|
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 |
4.148 |
3.868 |
0.280 |
7.0% |
0.129 |
3.2% |
56% |
False |
False |
31,929 |
10 |
4.290 |
3.868 |
0.422 |
10.5% |
0.106 |
2.6% |
37% |
False |
False |
37,599 |
20 |
4.391 |
3.868 |
0.523 |
13.0% |
0.104 |
2.6% |
30% |
False |
False |
42,037 |
40 |
4.681 |
3.868 |
0.813 |
20.2% |
0.111 |
2.8% |
19% |
False |
False |
32,397 |
60 |
5.350 |
3.868 |
1.482 |
36.8% |
0.110 |
2.7% |
11% |
False |
False |
27,026 |
80 |
5.519 |
3.868 |
1.651 |
41.0% |
0.112 |
2.8% |
10% |
False |
False |
24,136 |
100 |
5.949 |
3.868 |
2.081 |
51.7% |
0.118 |
2.9% |
8% |
False |
False |
21,770 |
120 |
5.949 |
3.868 |
2.081 |
51.7% |
0.120 |
3.0% |
8% |
False |
False |
20,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.582 |
2.618 |
4.394 |
1.618 |
4.279 |
1.000 |
4.208 |
0.618 |
4.164 |
HIGH |
4.093 |
0.618 |
4.049 |
0.500 |
4.036 |
0.382 |
4.022 |
LOW |
3.978 |
0.618 |
3.907 |
1.000 |
3.863 |
1.618 |
3.792 |
2.618 |
3.677 |
4.250 |
3.489 |
|
|
Fisher Pivots for day following 27-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.036 |
4.010 |
PP |
4.032 |
3.995 |
S1 |
4.029 |
3.981 |
|