NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 28-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.022 |
4.025 |
0.003 |
0.1% |
4.140 |
High |
4.093 |
4.167 |
0.074 |
1.8% |
4.184 |
Low |
3.978 |
3.916 |
-0.062 |
-1.6% |
3.912 |
Close |
4.025 |
4.134 |
0.109 |
2.7% |
3.948 |
Range |
0.115 |
0.251 |
0.136 |
118.3% |
0.272 |
ATR |
0.109 |
0.119 |
0.010 |
9.4% |
0.000 |
Volume |
46,504 |
28,663 |
-17,841 |
-38.4% |
167,029 |
|
Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.825 |
4.731 |
4.272 |
|
R3 |
4.574 |
4.480 |
4.203 |
|
R2 |
4.323 |
4.323 |
4.180 |
|
R1 |
4.229 |
4.229 |
4.157 |
4.276 |
PP |
4.072 |
4.072 |
4.072 |
4.096 |
S1 |
3.978 |
3.978 |
4.111 |
4.025 |
S2 |
3.821 |
3.821 |
4.088 |
|
S3 |
3.570 |
3.727 |
4.065 |
|
S4 |
3.319 |
3.476 |
3.996 |
|
|
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 |
4.167 |
3.868 |
0.299 |
7.2% |
0.147 |
3.5% |
89% |
True |
False |
32,219 |
10 |
4.257 |
3.868 |
0.389 |
9.4% |
0.119 |
2.9% |
68% |
False |
False |
33,407 |
20 |
4.391 |
3.868 |
0.523 |
12.7% |
0.108 |
2.6% |
51% |
False |
False |
42,655 |
40 |
4.681 |
3.868 |
0.813 |
19.7% |
0.115 |
2.8% |
33% |
False |
False |
32,581 |
60 |
5.350 |
3.868 |
1.482 |
35.8% |
0.113 |
2.7% |
18% |
False |
False |
27,224 |
80 |
5.468 |
3.868 |
1.600 |
38.7% |
0.114 |
2.8% |
17% |
False |
False |
24,373 |
100 |
5.949 |
3.868 |
2.081 |
50.3% |
0.118 |
2.9% |
13% |
False |
False |
21,949 |
120 |
5.949 |
3.868 |
2.081 |
50.3% |
0.121 |
2.9% |
13% |
False |
False |
20,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.234 |
2.618 |
4.824 |
1.618 |
4.573 |
1.000 |
4.418 |
0.618 |
4.322 |
HIGH |
4.167 |
0.618 |
4.071 |
0.500 |
4.042 |
0.382 |
4.012 |
LOW |
3.916 |
0.618 |
3.761 |
1.000 |
3.665 |
1.618 |
3.510 |
2.618 |
3.259 |
4.250 |
2.849 |
|
|
Fisher Pivots for day following 28-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.103 |
4.103 |
PP |
4.072 |
4.072 |
S1 |
4.042 |
4.042 |
|