NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 22-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
4.184 |
4.060 |
-0.124 |
-3.0% |
4.184 |
| High |
4.184 |
4.080 |
-0.104 |
-2.5% |
4.219 |
| Low |
4.021 |
3.950 |
-0.071 |
-1.8% |
3.950 |
| Close |
4.056 |
3.982 |
-0.074 |
-1.8% |
3.982 |
| Range |
0.163 |
0.130 |
-0.033 |
-20.2% |
0.269 |
| ATR |
0.099 |
0.101 |
0.002 |
2.3% |
0.000 |
| Volume |
7,818 |
14,163 |
6,345 |
81.2% |
53,107 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.394 |
4.318 |
4.054 |
|
| R3 |
4.264 |
4.188 |
4.018 |
|
| R2 |
4.134 |
4.134 |
4.006 |
|
| R1 |
4.058 |
4.058 |
3.994 |
4.031 |
| PP |
4.004 |
4.004 |
4.004 |
3.991 |
| S1 |
3.928 |
3.928 |
3.970 |
3.901 |
| S2 |
3.874 |
3.874 |
3.958 |
|
| S3 |
3.744 |
3.798 |
3.946 |
|
| S4 |
3.614 |
3.668 |
3.911 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.857 |
4.689 |
4.130 |
|
| R3 |
4.588 |
4.420 |
4.056 |
|
| R2 |
4.319 |
4.319 |
4.031 |
|
| R1 |
4.151 |
4.151 |
4.007 |
4.101 |
| PP |
4.050 |
4.050 |
4.050 |
4.025 |
| S1 |
3.882 |
3.882 |
3.957 |
3.832 |
| S2 |
3.781 |
3.781 |
3.933 |
|
| S3 |
3.512 |
3.613 |
3.908 |
|
| S4 |
3.243 |
3.344 |
3.834 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.219 |
3.950 |
0.269 |
6.8% |
0.094 |
2.4% |
12% |
False |
True |
10,621 |
| 10 |
4.355 |
3.950 |
0.405 |
10.2% |
0.091 |
2.3% |
8% |
False |
True |
13,791 |
| 20 |
4.419 |
3.950 |
0.469 |
11.8% |
0.094 |
2.4% |
7% |
False |
True |
12,558 |
| 40 |
4.678 |
3.950 |
0.728 |
18.3% |
0.103 |
2.6% |
4% |
False |
True |
8,825 |
| 60 |
5.434 |
3.950 |
1.484 |
37.3% |
0.102 |
2.6% |
2% |
False |
True |
6,906 |
| 80 |
5.570 |
3.950 |
1.620 |
40.7% |
0.104 |
2.6% |
2% |
False |
True |
5,651 |
| 100 |
5.861 |
3.950 |
1.911 |
48.0% |
0.107 |
2.7% |
2% |
False |
True |
4,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.633 |
|
2.618 |
4.420 |
|
1.618 |
4.290 |
|
1.000 |
4.210 |
|
0.618 |
4.160 |
|
HIGH |
4.080 |
|
0.618 |
4.030 |
|
0.500 |
4.015 |
|
0.382 |
4.000 |
|
LOW |
3.950 |
|
0.618 |
3.870 |
|
1.000 |
3.820 |
|
1.618 |
3.740 |
|
2.618 |
3.610 |
|
4.250 |
3.398 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.015 |
4.085 |
| PP |
4.004 |
4.050 |
| S1 |
3.993 |
4.016 |
|