NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 28-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.048 |
4.077 |
0.029 |
0.7% |
4.184 |
High |
4.123 |
4.185 |
0.062 |
1.5% |
4.219 |
Low |
4.018 |
3.953 |
-0.065 |
-1.6% |
3.950 |
Close |
4.063 |
4.157 |
0.094 |
2.3% |
3.982 |
Range |
0.105 |
0.232 |
0.127 |
121.0% |
0.269 |
ATR |
0.104 |
0.113 |
0.009 |
8.8% |
0.000 |
Volume |
11,226 |
8,002 |
-3,224 |
-28.7% |
53,107 |
|
Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.794 |
4.708 |
4.285 |
|
R3 |
4.562 |
4.476 |
4.221 |
|
R2 |
4.330 |
4.330 |
4.200 |
|
R1 |
4.244 |
4.244 |
4.178 |
4.287 |
PP |
4.098 |
4.098 |
4.098 |
4.120 |
S1 |
4.012 |
4.012 |
4.136 |
4.055 |
S2 |
3.866 |
3.866 |
4.114 |
|
S3 |
3.634 |
3.780 |
4.093 |
|
S4 |
3.402 |
3.548 |
4.029 |
|
|
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 |
4.185 |
3.894 |
0.291 |
7.0% |
0.141 |
3.4% |
90% |
True |
False |
10,126 |
10 |
4.283 |
3.894 |
0.389 |
9.4% |
0.115 |
2.8% |
68% |
False |
False |
10,625 |
20 |
4.415 |
3.894 |
0.521 |
12.5% |
0.103 |
2.5% |
50% |
False |
False |
13,365 |
40 |
4.678 |
3.894 |
0.784 |
18.9% |
0.105 |
2.5% |
34% |
False |
False |
9,276 |
60 |
5.280 |
3.894 |
1.386 |
33.3% |
0.104 |
2.5% |
19% |
False |
False |
7,272 |
80 |
5.434 |
3.894 |
1.540 |
37.0% |
0.104 |
2.5% |
17% |
False |
False |
6,004 |
100 |
5.861 |
3.894 |
1.967 |
47.3% |
0.107 |
2.6% |
13% |
False |
False |
5,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.171 |
2.618 |
4.792 |
1.618 |
4.560 |
1.000 |
4.417 |
0.618 |
4.328 |
HIGH |
4.185 |
0.618 |
4.096 |
0.500 |
4.069 |
0.382 |
4.042 |
LOW |
3.953 |
0.618 |
3.810 |
1.000 |
3.721 |
1.618 |
3.578 |
2.618 |
3.346 |
4.250 |
2.967 |
|
|
Fisher Pivots for day following 28-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.128 |
4.128 |
PP |
4.098 |
4.098 |
S1 |
4.069 |
4.069 |
|