NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.940 |
4.035 |
0.095 |
2.4% |
4.184 |
| High |
4.020 |
4.077 |
0.057 |
1.4% |
4.219 |
| Low |
3.894 |
3.965 |
0.071 |
1.8% |
3.950 |
| Close |
3.963 |
4.060 |
0.097 |
2.4% |
3.982 |
| Range |
0.126 |
0.112 |
-0.014 |
-11.1% |
0.269 |
| ATR |
0.103 |
0.104 |
0.001 |
0.8% |
0.000 |
| Volume |
9,255 |
7,985 |
-1,270 |
-13.7% |
53,107 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.370 |
4.327 |
4.122 |
|
| R3 |
4.258 |
4.215 |
4.091 |
|
| R2 |
4.146 |
4.146 |
4.081 |
|
| R1 |
4.103 |
4.103 |
4.070 |
4.125 |
| PP |
4.034 |
4.034 |
4.034 |
4.045 |
| S1 |
3.991 |
3.991 |
4.050 |
4.013 |
| S2 |
3.922 |
3.922 |
4.039 |
|
| S3 |
3.810 |
3.879 |
4.029 |
|
| S4 |
3.698 |
3.767 |
3.998 |
|
|
| 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 |
8.0% |
0.119 |
2.9% |
51% |
False |
False |
9,817 |
| 10 |
4.347 |
3.894 |
0.453 |
11.2% |
0.101 |
2.5% |
37% |
False |
False |
12,106 |
| 20 |
4.415 |
3.894 |
0.521 |
12.8% |
0.096 |
2.4% |
32% |
False |
False |
12,926 |
| 40 |
4.678 |
3.894 |
0.784 |
19.3% |
0.101 |
2.5% |
21% |
False |
False |
9,044 |
| 60 |
5.327 |
3.894 |
1.433 |
35.3% |
0.101 |
2.5% |
12% |
False |
False |
7,084 |
| 80 |
5.560 |
3.894 |
1.666 |
41.0% |
0.102 |
2.5% |
10% |
False |
False |
5,796 |
| 100 |
5.861 |
3.894 |
1.967 |
48.4% |
0.106 |
2.6% |
8% |
False |
False |
5,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.553 |
|
2.618 |
4.370 |
|
1.618 |
4.258 |
|
1.000 |
4.189 |
|
0.618 |
4.146 |
|
HIGH |
4.077 |
|
0.618 |
4.034 |
|
0.500 |
4.021 |
|
0.382 |
4.008 |
|
LOW |
3.965 |
|
0.618 |
3.896 |
|
1.000 |
3.853 |
|
1.618 |
3.784 |
|
2.618 |
3.672 |
|
4.250 |
3.489 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.047 |
4.036 |
| PP |
4.034 |
4.011 |
| S1 |
4.021 |
3.987 |
|