NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 06-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.290 |
4.322 |
0.032 |
0.7% |
4.418 |
High |
4.327 |
4.405 |
0.078 |
1.8% |
4.419 |
Low |
4.263 |
4.302 |
0.039 |
0.9% |
4.246 |
Close |
4.307 |
4.398 |
0.091 |
2.1% |
4.283 |
Range |
0.064 |
0.103 |
0.039 |
60.9% |
0.173 |
ATR |
0.101 |
0.101 |
0.000 |
0.1% |
0.000 |
Volume |
16,291 |
12,109 |
-4,182 |
-25.7% |
32,298 |
|
Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.677 |
4.641 |
4.455 |
|
R3 |
4.574 |
4.538 |
4.426 |
|
R2 |
4.471 |
4.471 |
4.417 |
|
R1 |
4.435 |
4.435 |
4.407 |
4.453 |
PP |
4.368 |
4.368 |
4.368 |
4.378 |
S1 |
4.332 |
4.332 |
4.389 |
4.350 |
S2 |
4.265 |
4.265 |
4.379 |
|
S3 |
4.162 |
4.229 |
4.370 |
|
S4 |
4.059 |
4.126 |
4.341 |
|
|
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 |
4.405 |
4.220 |
0.185 |
4.2% |
0.087 |
2.0% |
96% |
True |
False |
11,868 |
10 |
4.600 |
4.220 |
0.380 |
8.6% |
0.091 |
2.1% |
47% |
False |
False |
8,190 |
20 |
4.678 |
4.220 |
0.458 |
10.4% |
0.099 |
2.2% |
39% |
False |
False |
6,878 |
40 |
5.003 |
4.220 |
0.783 |
17.8% |
0.099 |
2.2% |
23% |
False |
False |
5,277 |
60 |
5.434 |
4.220 |
1.214 |
27.6% |
0.102 |
2.3% |
15% |
False |
False |
4,329 |
80 |
5.861 |
4.220 |
1.641 |
37.3% |
0.107 |
2.4% |
11% |
False |
False |
3,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.843 |
2.618 |
4.675 |
1.618 |
4.572 |
1.000 |
4.508 |
0.618 |
4.469 |
HIGH |
4.405 |
0.618 |
4.366 |
0.500 |
4.354 |
0.382 |
4.341 |
LOW |
4.302 |
0.618 |
4.238 |
1.000 |
4.199 |
1.618 |
4.135 |
2.618 |
4.032 |
4.250 |
3.864 |
|
|
Fisher Pivots for day following 06-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.383 |
4.370 |
PP |
4.368 |
4.341 |
S1 |
4.354 |
4.313 |
|