NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 14-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.310 |
4.296 |
-0.014 |
-0.3% |
4.281 |
High |
4.347 |
4.317 |
-0.030 |
-0.7% |
4.415 |
Low |
4.260 |
4.200 |
-0.060 |
-1.4% |
4.220 |
Close |
4.317 |
4.275 |
-0.042 |
-1.0% |
4.328 |
Range |
0.087 |
0.117 |
0.030 |
34.5% |
0.195 |
ATR |
0.101 |
0.102 |
0.001 |
1.2% |
0.000 |
Volume |
19,867 |
14,168 |
-5,699 |
-28.7% |
80,962 |
|
Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.615 |
4.562 |
4.339 |
|
R3 |
4.498 |
4.445 |
4.307 |
|
R2 |
4.381 |
4.381 |
4.296 |
|
R1 |
4.328 |
4.328 |
4.286 |
4.296 |
PP |
4.264 |
4.264 |
4.264 |
4.248 |
S1 |
4.211 |
4.211 |
4.264 |
4.179 |
S2 |
4.147 |
4.147 |
4.254 |
|
S3 |
4.030 |
4.094 |
4.243 |
|
S4 |
3.913 |
3.977 |
4.211 |
|
|
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 |
4.355 |
4.200 |
0.155 |
3.6% |
0.090 |
2.1% |
48% |
False |
True |
18,216 |
10 |
4.415 |
4.200 |
0.215 |
5.0% |
0.091 |
2.1% |
35% |
False |
True |
16,105 |
20 |
4.629 |
4.200 |
0.429 |
10.0% |
0.097 |
2.3% |
17% |
False |
True |
10,549 |
40 |
4.955 |
4.200 |
0.755 |
17.7% |
0.102 |
2.4% |
10% |
False |
True |
7,529 |
60 |
5.434 |
4.200 |
1.234 |
28.9% |
0.101 |
2.4% |
6% |
False |
True |
5,893 |
80 |
5.687 |
4.200 |
1.487 |
34.8% |
0.104 |
2.4% |
5% |
False |
True |
4,913 |
100 |
5.861 |
4.200 |
1.661 |
38.9% |
0.109 |
2.5% |
5% |
False |
True |
4,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.814 |
2.618 |
4.623 |
1.618 |
4.506 |
1.000 |
4.434 |
0.618 |
4.389 |
HIGH |
4.317 |
0.618 |
4.272 |
0.500 |
4.259 |
0.382 |
4.245 |
LOW |
4.200 |
0.618 |
4.128 |
1.000 |
4.083 |
1.618 |
4.011 |
2.618 |
3.894 |
4.250 |
3.703 |
|
|
Fisher Pivots for day following 14-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.270 |
4.275 |
PP |
4.264 |
4.274 |
S1 |
4.259 |
4.274 |
|