NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 29-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.077 |
4.165 |
0.088 |
2.2% |
3.940 |
High |
4.185 |
4.293 |
0.108 |
2.6% |
4.293 |
Low |
3.953 |
4.103 |
0.150 |
3.8% |
3.894 |
Close |
4.157 |
4.275 |
0.118 |
2.8% |
4.275 |
Range |
0.232 |
0.190 |
-0.042 |
-18.1% |
0.399 |
ATR |
0.113 |
0.118 |
0.006 |
4.9% |
0.000 |
Volume |
8,002 |
14,099 |
6,097 |
76.2% |
50,567 |
|
Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.794 |
4.724 |
4.380 |
|
R3 |
4.604 |
4.534 |
4.327 |
|
R2 |
4.414 |
4.414 |
4.310 |
|
R1 |
4.344 |
4.344 |
4.292 |
4.379 |
PP |
4.224 |
4.224 |
4.224 |
4.241 |
S1 |
4.154 |
4.154 |
4.258 |
4.189 |
S2 |
4.034 |
4.034 |
4.240 |
|
S3 |
3.844 |
3.964 |
4.223 |
|
S4 |
3.654 |
3.774 |
4.171 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.351 |
5.212 |
4.494 |
|
R3 |
4.952 |
4.813 |
4.385 |
|
R2 |
4.553 |
4.553 |
4.348 |
|
R1 |
4.414 |
4.414 |
4.312 |
4.484 |
PP |
4.154 |
4.154 |
4.154 |
4.189 |
S1 |
4.015 |
4.015 |
4.238 |
4.085 |
S2 |
3.755 |
3.755 |
4.202 |
|
S3 |
3.356 |
3.616 |
4.165 |
|
S4 |
2.957 |
3.217 |
4.056 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.293 |
3.894 |
0.399 |
9.3% |
0.153 |
3.6% |
95% |
True |
False |
10,113 |
10 |
4.293 |
3.894 |
0.399 |
9.3% |
0.124 |
2.9% |
95% |
True |
False |
10,367 |
20 |
4.415 |
3.894 |
0.521 |
12.2% |
0.109 |
2.6% |
73% |
False |
False |
13,472 |
40 |
4.678 |
3.894 |
0.784 |
18.3% |
0.107 |
2.5% |
49% |
False |
False |
9,453 |
60 |
5.181 |
3.894 |
1.287 |
30.1% |
0.104 |
2.4% |
30% |
False |
False |
7,477 |
80 |
5.434 |
3.894 |
1.540 |
36.0% |
0.104 |
2.4% |
25% |
False |
False |
6,149 |
100 |
5.861 |
3.894 |
1.967 |
46.0% |
0.108 |
2.5% |
19% |
False |
False |
5,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.101 |
2.618 |
4.790 |
1.618 |
4.600 |
1.000 |
4.483 |
0.618 |
4.410 |
HIGH |
4.293 |
0.618 |
4.220 |
0.500 |
4.198 |
0.382 |
4.176 |
LOW |
4.103 |
0.618 |
3.986 |
1.000 |
3.913 |
1.618 |
3.796 |
2.618 |
3.606 |
4.250 |
3.296 |
|
|
Fisher Pivots for day following 29-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.249 |
4.224 |
PP |
4.224 |
4.174 |
S1 |
4.198 |
4.123 |
|