NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 11-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.250 |
4.320 |
0.070 |
1.6% |
4.281 |
High |
4.339 |
4.355 |
0.016 |
0.4% |
4.415 |
Low |
4.224 |
4.290 |
0.066 |
1.6% |
4.220 |
Close |
4.328 |
4.326 |
-0.002 |
0.0% |
4.328 |
Range |
0.115 |
0.065 |
-0.050 |
-43.5% |
0.195 |
ATR |
0.106 |
0.103 |
-0.003 |
-2.8% |
0.000 |
Volume |
22,958 |
17,683 |
-5,275 |
-23.0% |
80,962 |
|
Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.519 |
4.487 |
4.362 |
|
R3 |
4.454 |
4.422 |
4.344 |
|
R2 |
4.389 |
4.389 |
4.338 |
|
R1 |
4.357 |
4.357 |
4.332 |
4.373 |
PP |
4.324 |
4.324 |
4.324 |
4.332 |
S1 |
4.292 |
4.292 |
4.320 |
4.308 |
S2 |
4.259 |
4.259 |
4.314 |
|
S3 |
4.194 |
4.227 |
4.308 |
|
S4 |
4.129 |
4.162 |
4.290 |
|
|
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 |
4.224 |
0.191 |
4.4% |
0.102 |
2.4% |
53% |
False |
False |
17,077 |
10 |
4.415 |
4.220 |
0.195 |
4.5% |
0.093 |
2.1% |
54% |
False |
False |
12,681 |
20 |
4.678 |
4.220 |
0.458 |
10.6% |
0.104 |
2.4% |
23% |
False |
False |
8,711 |
40 |
5.003 |
4.220 |
0.783 |
18.1% |
0.103 |
2.4% |
14% |
False |
False |
6,402 |
60 |
5.434 |
4.220 |
1.214 |
28.1% |
0.101 |
2.3% |
9% |
False |
False |
5,120 |
80 |
5.850 |
4.220 |
1.630 |
37.7% |
0.107 |
2.5% |
7% |
False |
False |
4,371 |
100 |
5.861 |
4.220 |
1.641 |
37.9% |
0.109 |
2.5% |
6% |
False |
False |
3,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.631 |
2.618 |
4.525 |
1.618 |
4.460 |
1.000 |
4.420 |
0.618 |
4.395 |
HIGH |
4.355 |
0.618 |
4.330 |
0.500 |
4.323 |
0.382 |
4.315 |
LOW |
4.290 |
0.618 |
4.250 |
1.000 |
4.225 |
1.618 |
4.185 |
2.618 |
4.120 |
4.250 |
4.014 |
|
|
Fisher Pivots for day following 11-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.325 |
4.324 |
PP |
4.324 |
4.322 |
S1 |
4.323 |
4.320 |
|