NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 18-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.283 |
4.184 |
-0.099 |
-2.3% |
4.320 |
High |
4.283 |
4.195 |
-0.088 |
-2.1% |
4.355 |
Low |
4.183 |
4.145 |
-0.038 |
-0.9% |
4.183 |
Close |
4.202 |
4.165 |
-0.037 |
-0.9% |
4.202 |
Range |
0.100 |
0.050 |
-0.050 |
-50.0% |
0.172 |
ATR |
0.102 |
0.098 |
-0.003 |
-3.1% |
0.000 |
Volume |
16,682 |
11,489 |
-5,193 |
-31.1% |
84,807 |
|
Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.318 |
4.292 |
4.193 |
|
R3 |
4.268 |
4.242 |
4.179 |
|
R2 |
4.218 |
4.218 |
4.174 |
|
R1 |
4.192 |
4.192 |
4.170 |
4.180 |
PP |
4.168 |
4.168 |
4.168 |
4.163 |
S1 |
4.142 |
4.142 |
4.160 |
4.130 |
S2 |
4.118 |
4.118 |
4.156 |
|
S3 |
4.068 |
4.092 |
4.151 |
|
S4 |
4.018 |
4.042 |
4.138 |
|
|
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 |
4.347 |
4.145 |
0.202 |
4.8% |
0.084 |
2.0% |
10% |
False |
True |
15,722 |
10 |
4.415 |
4.145 |
0.270 |
6.5% |
0.093 |
2.2% |
7% |
False |
True |
16,400 |
20 |
4.600 |
4.145 |
0.455 |
10.9% |
0.092 |
2.2% |
4% |
False |
True |
11,397 |
40 |
4.722 |
4.145 |
0.577 |
13.9% |
0.100 |
2.4% |
3% |
False |
True |
8,123 |
60 |
5.434 |
4.145 |
1.289 |
30.9% |
0.101 |
2.4% |
2% |
False |
True |
6,327 |
80 |
5.687 |
4.145 |
1.542 |
37.0% |
0.104 |
2.5% |
1% |
False |
True |
5,203 |
100 |
5.861 |
4.145 |
1.716 |
41.2% |
0.108 |
2.6% |
1% |
False |
True |
4,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.408 |
2.618 |
4.326 |
1.618 |
4.276 |
1.000 |
4.245 |
0.618 |
4.226 |
HIGH |
4.195 |
0.618 |
4.176 |
0.500 |
4.170 |
0.382 |
4.164 |
LOW |
4.145 |
0.618 |
4.114 |
1.000 |
4.095 |
1.618 |
4.064 |
2.618 |
4.014 |
4.250 |
3.933 |
|
|
Fisher Pivots for day following 18-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.170 |
4.231 |
PP |
4.168 |
4.209 |
S1 |
4.167 |
4.187 |
|