NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 27-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.035 |
4.048 |
0.013 |
0.3% |
4.184 |
High |
4.077 |
4.123 |
0.046 |
1.1% |
4.219 |
Low |
3.965 |
4.018 |
0.053 |
1.3% |
3.950 |
Close |
4.060 |
4.063 |
0.003 |
0.1% |
3.982 |
Range |
0.112 |
0.105 |
-0.007 |
-6.3% |
0.269 |
ATR |
0.104 |
0.104 |
0.000 |
0.1% |
0.000 |
Volume |
7,985 |
11,226 |
3,241 |
40.6% |
53,107 |
|
Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.383 |
4.328 |
4.121 |
|
R3 |
4.278 |
4.223 |
4.092 |
|
R2 |
4.173 |
4.173 |
4.082 |
|
R1 |
4.118 |
4.118 |
4.073 |
4.146 |
PP |
4.068 |
4.068 |
4.068 |
4.082 |
S1 |
4.013 |
4.013 |
4.053 |
4.041 |
S2 |
3.963 |
3.963 |
4.044 |
|
S3 |
3.858 |
3.908 |
4.034 |
|
S4 |
3.753 |
3.803 |
4.005 |
|
|
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 |
4.184 |
3.894 |
0.290 |
7.1% |
0.127 |
3.1% |
58% |
False |
False |
10,089 |
10 |
4.317 |
3.894 |
0.423 |
10.4% |
0.103 |
2.5% |
40% |
False |
False |
11,242 |
20 |
4.415 |
3.894 |
0.521 |
12.8% |
0.098 |
2.4% |
32% |
False |
False |
13,251 |
40 |
4.678 |
3.894 |
0.784 |
19.3% |
0.102 |
2.5% |
22% |
False |
False |
9,222 |
60 |
5.280 |
3.894 |
1.386 |
34.1% |
0.101 |
2.5% |
12% |
False |
False |
7,181 |
80 |
5.469 |
3.894 |
1.575 |
38.8% |
0.102 |
2.5% |
11% |
False |
False |
5,917 |
100 |
5.861 |
3.894 |
1.967 |
48.4% |
0.106 |
2.6% |
9% |
False |
False |
5,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.569 |
2.618 |
4.398 |
1.618 |
4.293 |
1.000 |
4.228 |
0.618 |
4.188 |
HIGH |
4.123 |
0.618 |
4.083 |
0.500 |
4.071 |
0.382 |
4.058 |
LOW |
4.018 |
0.618 |
3.953 |
1.000 |
3.913 |
1.618 |
3.848 |
2.618 |
3.743 |
4.250 |
3.572 |
|
|
Fisher Pivots for day following 27-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.071 |
4.045 |
PP |
4.068 |
4.027 |
S1 |
4.066 |
4.009 |
|