NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 01-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.387 |
4.302 |
-0.085 |
-1.9% |
4.418 |
High |
4.387 |
4.306 |
-0.081 |
-1.8% |
4.419 |
Low |
4.246 |
4.247 |
0.001 |
0.0% |
4.246 |
Close |
4.313 |
4.283 |
-0.030 |
-0.7% |
4.283 |
Range |
0.141 |
0.059 |
-0.082 |
-58.2% |
0.173 |
ATR |
0.110 |
0.107 |
-0.003 |
-2.8% |
0.000 |
Volume |
5,722 |
11,966 |
6,244 |
109.1% |
32,298 |
|
Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.456 |
4.428 |
4.315 |
|
R3 |
4.397 |
4.369 |
4.299 |
|
R2 |
4.338 |
4.338 |
4.294 |
|
R1 |
4.310 |
4.310 |
4.288 |
4.295 |
PP |
4.279 |
4.279 |
4.279 |
4.271 |
S1 |
4.251 |
4.251 |
4.278 |
4.236 |
S2 |
4.220 |
4.220 |
4.272 |
|
S3 |
4.161 |
4.192 |
4.267 |
|
S4 |
4.102 |
4.133 |
4.251 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.835 |
4.732 |
4.378 |
|
R3 |
4.662 |
4.559 |
4.331 |
|
R2 |
4.489 |
4.489 |
4.315 |
|
R1 |
4.386 |
4.386 |
4.299 |
4.351 |
PP |
4.316 |
4.316 |
4.316 |
4.299 |
S1 |
4.213 |
4.213 |
4.267 |
4.178 |
S2 |
4.143 |
4.143 |
4.251 |
|
S3 |
3.970 |
4.040 |
4.235 |
|
S4 |
3.797 |
3.867 |
4.188 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.419 |
4.246 |
0.173 |
4.0% |
0.092 |
2.2% |
21% |
False |
False |
6,459 |
10 |
4.600 |
4.246 |
0.354 |
8.3% |
0.099 |
2.3% |
10% |
False |
False |
5,546 |
20 |
4.678 |
4.246 |
0.432 |
10.1% |
0.105 |
2.5% |
9% |
False |
False |
5,435 |
40 |
5.181 |
4.246 |
0.935 |
21.8% |
0.102 |
2.4% |
4% |
False |
False |
4,480 |
60 |
5.434 |
4.246 |
1.188 |
27.7% |
0.102 |
2.4% |
3% |
False |
False |
3,708 |
80 |
5.861 |
4.246 |
1.615 |
37.7% |
0.108 |
2.5% |
2% |
False |
False |
3,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.557 |
2.618 |
4.460 |
1.618 |
4.401 |
1.000 |
4.365 |
0.618 |
4.342 |
HIGH |
4.306 |
0.618 |
4.283 |
0.500 |
4.277 |
0.382 |
4.270 |
LOW |
4.247 |
0.618 |
4.211 |
1.000 |
4.188 |
1.618 |
4.152 |
2.618 |
4.093 |
4.250 |
3.996 |
|
|
Fisher Pivots for day following 01-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.281 |
4.317 |
PP |
4.279 |
4.305 |
S1 |
4.277 |
4.294 |
|