NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 13-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.301 |
4.310 |
0.009 |
0.2% |
4.281 |
High |
4.311 |
4.347 |
0.036 |
0.8% |
4.415 |
Low |
4.245 |
4.260 |
0.015 |
0.4% |
4.220 |
Close |
4.302 |
4.317 |
0.015 |
0.3% |
4.328 |
Range |
0.066 |
0.087 |
0.021 |
31.8% |
0.195 |
ATR |
0.102 |
0.101 |
-0.001 |
-1.0% |
0.000 |
Volume |
16,407 |
19,867 |
3,460 |
21.1% |
80,962 |
|
Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.569 |
4.530 |
4.365 |
|
R3 |
4.482 |
4.443 |
4.341 |
|
R2 |
4.395 |
4.395 |
4.333 |
|
R1 |
4.356 |
4.356 |
4.325 |
4.376 |
PP |
4.308 |
4.308 |
4.308 |
4.318 |
S1 |
4.269 |
4.269 |
4.309 |
4.289 |
S2 |
4.221 |
4.221 |
4.301 |
|
S3 |
4.134 |
4.182 |
4.293 |
|
S4 |
4.047 |
4.095 |
4.269 |
|
|
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% |
0.099 |
2.3% |
49% |
False |
False |
18,652 |
10 |
4.415 |
4.220 |
0.195 |
4.5% |
0.093 |
2.2% |
50% |
False |
False |
15,260 |
20 |
4.641 |
4.220 |
0.421 |
9.8% |
0.100 |
2.3% |
23% |
False |
False |
10,040 |
40 |
4.955 |
4.220 |
0.735 |
17.0% |
0.100 |
2.3% |
13% |
False |
False |
7,213 |
60 |
5.434 |
4.220 |
1.214 |
28.1% |
0.101 |
2.3% |
8% |
False |
False |
5,678 |
80 |
5.687 |
4.220 |
1.467 |
34.0% |
0.104 |
2.4% |
7% |
False |
False |
4,772 |
100 |
5.861 |
4.220 |
1.641 |
38.0% |
0.109 |
2.5% |
6% |
False |
False |
4,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.717 |
2.618 |
4.575 |
1.618 |
4.488 |
1.000 |
4.434 |
0.618 |
4.401 |
HIGH |
4.347 |
0.618 |
4.314 |
0.500 |
4.304 |
0.382 |
4.293 |
LOW |
4.260 |
0.618 |
4.206 |
1.000 |
4.173 |
1.618 |
4.119 |
2.618 |
4.032 |
4.250 |
3.890 |
|
|
Fisher Pivots for day following 13-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.313 |
4.311 |
PP |
4.308 |
4.306 |
S1 |
4.304 |
4.300 |
|