NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 15-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.296 |
4.283 |
-0.013 |
-0.3% |
4.320 |
High |
4.317 |
4.283 |
-0.034 |
-0.8% |
4.355 |
Low |
4.200 |
4.183 |
-0.017 |
-0.4% |
4.183 |
Close |
4.275 |
4.202 |
-0.073 |
-1.7% |
4.202 |
Range |
0.117 |
0.100 |
-0.017 |
-14.5% |
0.172 |
ATR |
0.102 |
0.102 |
0.000 |
-0.1% |
0.000 |
Volume |
14,168 |
16,682 |
2,514 |
17.7% |
84,807 |
|
Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.523 |
4.462 |
4.257 |
|
R3 |
4.423 |
4.362 |
4.230 |
|
R2 |
4.323 |
4.323 |
4.220 |
|
R1 |
4.262 |
4.262 |
4.211 |
4.243 |
PP |
4.223 |
4.223 |
4.223 |
4.213 |
S1 |
4.162 |
4.162 |
4.193 |
4.143 |
S2 |
4.123 |
4.123 |
4.184 |
|
S3 |
4.023 |
4.062 |
4.175 |
|
S4 |
3.923 |
3.962 |
4.147 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.763 |
4.654 |
4.297 |
|
R3 |
4.591 |
4.482 |
4.249 |
|
R2 |
4.419 |
4.419 |
4.234 |
|
R1 |
4.310 |
4.310 |
4.218 |
4.279 |
PP |
4.247 |
4.247 |
4.247 |
4.231 |
S1 |
4.138 |
4.138 |
4.186 |
4.107 |
S2 |
4.075 |
4.075 |
4.170 |
|
S3 |
3.903 |
3.966 |
4.155 |
|
S4 |
3.731 |
3.794 |
4.107 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.355 |
4.183 |
0.172 |
4.1% |
0.087 |
2.1% |
11% |
False |
True |
16,961 |
10 |
4.415 |
4.183 |
0.232 |
5.5% |
0.095 |
2.3% |
8% |
False |
True |
16,576 |
20 |
4.600 |
4.183 |
0.417 |
9.9% |
0.097 |
2.3% |
5% |
False |
True |
11,061 |
40 |
4.777 |
4.183 |
0.594 |
14.1% |
0.100 |
2.4% |
3% |
False |
True |
7,904 |
60 |
5.434 |
4.183 |
1.251 |
29.8% |
0.102 |
2.4% |
2% |
False |
True |
6,155 |
80 |
5.687 |
4.183 |
1.504 |
35.8% |
0.104 |
2.5% |
1% |
False |
True |
5,075 |
100 |
5.861 |
4.183 |
1.678 |
39.9% |
0.109 |
2.6% |
1% |
False |
True |
4,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.708 |
2.618 |
4.545 |
1.618 |
4.445 |
1.000 |
4.383 |
0.618 |
4.345 |
HIGH |
4.283 |
0.618 |
4.245 |
0.500 |
4.233 |
0.382 |
4.221 |
LOW |
4.183 |
0.618 |
4.121 |
1.000 |
4.083 |
1.618 |
4.021 |
2.618 |
3.921 |
4.250 |
3.758 |
|
|
Fisher Pivots for day following 15-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.233 |
4.265 |
PP |
4.223 |
4.244 |
S1 |
4.212 |
4.223 |
|