NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 07-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.322 |
4.415 |
0.093 |
2.2% |
4.418 |
High |
4.405 |
4.415 |
0.010 |
0.2% |
4.419 |
Low |
4.302 |
4.252 |
-0.050 |
-1.2% |
4.246 |
Close |
4.398 |
4.260 |
-0.138 |
-3.1% |
4.283 |
Range |
0.103 |
0.163 |
0.060 |
58.3% |
0.173 |
ATR |
0.101 |
0.106 |
0.004 |
4.4% |
0.000 |
Volume |
12,109 |
16,348 |
4,239 |
35.0% |
32,298 |
|
Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.798 |
4.692 |
4.350 |
|
R3 |
4.635 |
4.529 |
4.305 |
|
R2 |
4.472 |
4.472 |
4.290 |
|
R1 |
4.366 |
4.366 |
4.275 |
4.338 |
PP |
4.309 |
4.309 |
4.309 |
4.295 |
S1 |
4.203 |
4.203 |
4.245 |
4.175 |
S2 |
4.146 |
4.146 |
4.230 |
|
S3 |
3.983 |
4.040 |
4.215 |
|
S4 |
3.820 |
3.877 |
4.170 |
|
|
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 |
4.415 |
4.220 |
0.195 |
4.6% |
0.091 |
2.1% |
21% |
True |
False |
13,994 |
10 |
4.543 |
4.220 |
0.323 |
7.6% |
0.097 |
2.3% |
12% |
False |
False |
9,413 |
20 |
4.678 |
4.220 |
0.458 |
10.8% |
0.103 |
2.4% |
9% |
False |
False |
7,472 |
40 |
5.003 |
4.220 |
0.783 |
18.4% |
0.100 |
2.4% |
5% |
False |
False |
5,560 |
60 |
5.434 |
4.220 |
1.214 |
28.5% |
0.103 |
2.4% |
3% |
False |
False |
4,545 |
80 |
5.850 |
4.220 |
1.630 |
38.3% |
0.107 |
2.5% |
2% |
False |
False |
3,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.108 |
2.618 |
4.842 |
1.618 |
4.679 |
1.000 |
4.578 |
0.618 |
4.516 |
HIGH |
4.415 |
0.618 |
4.353 |
0.500 |
4.334 |
0.382 |
4.314 |
LOW |
4.252 |
0.618 |
4.151 |
1.000 |
4.089 |
1.618 |
3.988 |
2.618 |
3.825 |
4.250 |
3.559 |
|
|
Fisher Pivots for day following 07-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.334 |
4.334 |
PP |
4.309 |
4.309 |
S1 |
4.285 |
4.285 |
|