NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 19-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.184 |
4.160 |
-0.024 |
-0.6% |
4.320 |
High |
4.195 |
4.206 |
0.011 |
0.3% |
4.355 |
Low |
4.145 |
4.140 |
-0.005 |
-0.1% |
4.183 |
Close |
4.165 |
4.170 |
0.005 |
0.1% |
4.202 |
Range |
0.050 |
0.066 |
0.016 |
32.0% |
0.172 |
ATR |
0.098 |
0.096 |
-0.002 |
-2.4% |
0.000 |
Volume |
11,489 |
9,773 |
-1,716 |
-14.9% |
84,807 |
|
Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.370 |
4.336 |
4.206 |
|
R3 |
4.304 |
4.270 |
4.188 |
|
R2 |
4.238 |
4.238 |
4.182 |
|
R1 |
4.204 |
4.204 |
4.176 |
4.221 |
PP |
4.172 |
4.172 |
4.172 |
4.181 |
S1 |
4.138 |
4.138 |
4.164 |
4.155 |
S2 |
4.106 |
4.106 |
4.158 |
|
S3 |
4.040 |
4.072 |
4.152 |
|
S4 |
3.974 |
4.006 |
4.134 |
|
|
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 |
4.140 |
0.207 |
5.0% |
0.084 |
2.0% |
14% |
False |
True |
14,395 |
10 |
4.415 |
4.140 |
0.275 |
6.6% |
0.093 |
2.2% |
11% |
False |
True |
15,748 |
20 |
4.600 |
4.140 |
0.460 |
11.0% |
0.091 |
2.2% |
7% |
False |
True |
11,669 |
40 |
4.678 |
4.140 |
0.538 |
12.9% |
0.100 |
2.4% |
6% |
False |
True |
8,324 |
60 |
5.434 |
4.140 |
1.294 |
31.0% |
0.101 |
2.4% |
2% |
False |
True |
6,474 |
80 |
5.639 |
4.140 |
1.499 |
35.9% |
0.104 |
2.5% |
2% |
False |
True |
5,306 |
100 |
5.861 |
4.140 |
1.721 |
41.3% |
0.108 |
2.6% |
2% |
False |
True |
4,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.487 |
2.618 |
4.379 |
1.618 |
4.313 |
1.000 |
4.272 |
0.618 |
4.247 |
HIGH |
4.206 |
0.618 |
4.181 |
0.500 |
4.173 |
0.382 |
4.165 |
LOW |
4.140 |
0.618 |
4.099 |
1.000 |
4.074 |
1.618 |
4.033 |
2.618 |
3.967 |
4.250 |
3.860 |
|
|
Fisher Pivots for day following 19-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.173 |
4.212 |
PP |
4.172 |
4.198 |
S1 |
4.171 |
4.184 |
|