NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 05-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.281 |
4.290 |
0.009 |
0.2% |
4.418 |
High |
4.288 |
4.327 |
0.039 |
0.9% |
4.419 |
Low |
4.220 |
4.263 |
0.043 |
1.0% |
4.246 |
Close |
4.281 |
4.307 |
0.026 |
0.6% |
4.283 |
Range |
0.068 |
0.064 |
-0.004 |
-5.9% |
0.173 |
ATR |
0.104 |
0.101 |
-0.003 |
-2.7% |
0.000 |
Volume |
13,256 |
16,291 |
3,035 |
22.9% |
32,298 |
|
Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.491 |
4.463 |
4.342 |
|
R3 |
4.427 |
4.399 |
4.325 |
|
R2 |
4.363 |
4.363 |
4.319 |
|
R1 |
4.335 |
4.335 |
4.313 |
4.349 |
PP |
4.299 |
4.299 |
4.299 |
4.306 |
S1 |
4.271 |
4.271 |
4.301 |
4.285 |
S2 |
4.235 |
4.235 |
4.295 |
|
S3 |
4.171 |
4.207 |
4.289 |
|
S4 |
4.107 |
4.143 |
4.272 |
|
|
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 |
4.387 |
4.220 |
0.167 |
3.9% |
0.080 |
1.9% |
52% |
False |
False |
10,391 |
10 |
4.600 |
4.220 |
0.380 |
8.8% |
0.088 |
2.0% |
23% |
False |
False |
7,590 |
20 |
4.678 |
4.220 |
0.458 |
10.6% |
0.098 |
2.3% |
19% |
False |
False |
6,468 |
40 |
5.010 |
4.220 |
0.790 |
18.3% |
0.098 |
2.3% |
11% |
False |
False |
5,085 |
60 |
5.434 |
4.220 |
1.214 |
28.2% |
0.102 |
2.4% |
7% |
False |
False |
4,135 |
80 |
5.861 |
4.220 |
1.641 |
38.1% |
0.107 |
2.5% |
5% |
False |
False |
3,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.599 |
2.618 |
4.495 |
1.618 |
4.431 |
1.000 |
4.391 |
0.618 |
4.367 |
HIGH |
4.327 |
0.618 |
4.303 |
0.500 |
4.295 |
0.382 |
4.287 |
LOW |
4.263 |
0.618 |
4.223 |
1.000 |
4.199 |
1.618 |
4.159 |
2.618 |
4.095 |
4.250 |
3.991 |
|
|
Fisher Pivots for day following 05-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.303 |
4.296 |
PP |
4.299 |
4.285 |
S1 |
4.295 |
4.274 |
|