NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
4.060 |
3.940 |
-0.120 |
-3.0% |
4.184 |
| High |
4.080 |
4.020 |
-0.060 |
-1.5% |
4.219 |
| Low |
3.950 |
3.894 |
-0.056 |
-1.4% |
3.950 |
| Close |
3.982 |
3.963 |
-0.019 |
-0.5% |
3.982 |
| Range |
0.130 |
0.126 |
-0.004 |
-3.1% |
0.269 |
| ATR |
0.101 |
0.103 |
0.002 |
1.8% |
0.000 |
| Volume |
14,163 |
9,255 |
-4,908 |
-34.7% |
53,107 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.337 |
4.276 |
4.032 |
|
| R3 |
4.211 |
4.150 |
3.998 |
|
| R2 |
4.085 |
4.085 |
3.986 |
|
| R1 |
4.024 |
4.024 |
3.975 |
4.055 |
| PP |
3.959 |
3.959 |
3.959 |
3.974 |
| S1 |
3.898 |
3.898 |
3.951 |
3.929 |
| S2 |
3.833 |
3.833 |
3.940 |
|
| S3 |
3.707 |
3.772 |
3.928 |
|
| S4 |
3.581 |
3.646 |
3.894 |
|
|
| 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 |
3.894 |
0.325 |
8.2% |
0.110 |
2.8% |
21% |
False |
True |
10,174 |
| 10 |
4.347 |
3.894 |
0.453 |
11.4% |
0.097 |
2.4% |
15% |
False |
True |
12,948 |
| 20 |
4.415 |
3.894 |
0.521 |
13.1% |
0.095 |
2.4% |
13% |
False |
True |
12,815 |
| 40 |
4.678 |
3.894 |
0.784 |
19.8% |
0.103 |
2.6% |
9% |
False |
True |
8,965 |
| 60 |
5.434 |
3.894 |
1.540 |
38.9% |
0.102 |
2.6% |
4% |
False |
True |
7,006 |
| 80 |
5.560 |
3.894 |
1.666 |
42.0% |
0.103 |
2.6% |
4% |
False |
True |
5,729 |
| 100 |
5.861 |
3.894 |
1.967 |
49.6% |
0.107 |
2.7% |
4% |
False |
True |
5,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.556 |
|
2.618 |
4.350 |
|
1.618 |
4.224 |
|
1.000 |
4.146 |
|
0.618 |
4.098 |
|
HIGH |
4.020 |
|
0.618 |
3.972 |
|
0.500 |
3.957 |
|
0.382 |
3.942 |
|
LOW |
3.894 |
|
0.618 |
3.816 |
|
1.000 |
3.768 |
|
1.618 |
3.690 |
|
2.618 |
3.564 |
|
4.250 |
3.359 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.961 |
4.039 |
| PP |
3.959 |
4.014 |
| S1 |
3.957 |
3.988 |
|