NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 08-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.415 |
4.250 |
-0.165 |
-3.7% |
4.281 |
High |
4.415 |
4.339 |
-0.076 |
-1.7% |
4.415 |
Low |
4.252 |
4.224 |
-0.028 |
-0.7% |
4.220 |
Close |
4.260 |
4.328 |
0.068 |
1.6% |
4.328 |
Range |
0.163 |
0.115 |
-0.048 |
-29.4% |
0.195 |
ATR |
0.106 |
0.106 |
0.001 |
0.6% |
0.000 |
Volume |
16,348 |
22,958 |
6,610 |
40.4% |
80,962 |
|
Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.642 |
4.600 |
4.391 |
|
R3 |
4.527 |
4.485 |
4.360 |
|
R2 |
4.412 |
4.412 |
4.349 |
|
R1 |
4.370 |
4.370 |
4.339 |
4.391 |
PP |
4.297 |
4.297 |
4.297 |
4.308 |
S1 |
4.255 |
4.255 |
4.317 |
4.276 |
S2 |
4.182 |
4.182 |
4.307 |
|
S3 |
4.067 |
4.140 |
4.296 |
|
S4 |
3.952 |
4.025 |
4.265 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.906 |
4.812 |
4.435 |
|
R3 |
4.711 |
4.617 |
4.382 |
|
R2 |
4.516 |
4.516 |
4.364 |
|
R1 |
4.422 |
4.422 |
4.346 |
4.469 |
PP |
4.321 |
4.321 |
4.321 |
4.345 |
S1 |
4.227 |
4.227 |
4.310 |
4.274 |
S2 |
4.126 |
4.126 |
4.292 |
|
S3 |
3.931 |
4.032 |
4.274 |
|
S4 |
3.736 |
3.837 |
4.221 |
|
|
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 |
4.5% |
0.103 |
2.4% |
55% |
False |
False |
16,192 |
10 |
4.419 |
4.220 |
0.199 |
4.6% |
0.097 |
2.3% |
54% |
False |
False |
11,326 |
20 |
4.678 |
4.220 |
0.458 |
10.6% |
0.105 |
2.4% |
24% |
False |
False |
8,074 |
40 |
5.003 |
4.220 |
0.783 |
18.1% |
0.102 |
2.4% |
14% |
False |
False |
6,021 |
60 |
5.434 |
4.220 |
1.214 |
28.0% |
0.102 |
2.3% |
9% |
False |
False |
4,889 |
80 |
5.850 |
4.220 |
1.630 |
37.7% |
0.108 |
2.5% |
7% |
False |
False |
4,181 |
100 |
5.861 |
4.220 |
1.641 |
37.9% |
0.110 |
2.5% |
7% |
False |
False |
3,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.828 |
2.618 |
4.640 |
1.618 |
4.525 |
1.000 |
4.454 |
0.618 |
4.410 |
HIGH |
4.339 |
0.618 |
4.295 |
0.500 |
4.282 |
0.382 |
4.268 |
LOW |
4.224 |
0.618 |
4.153 |
1.000 |
4.109 |
1.618 |
4.038 |
2.618 |
3.923 |
4.250 |
3.735 |
|
|
Fisher Pivots for day following 08-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.313 |
4.325 |
PP |
4.297 |
4.322 |
S1 |
4.282 |
4.320 |
|