NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 06-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.242 |
4.270 |
0.028 |
0.7% |
4.354 |
High |
4.273 |
4.345 |
0.072 |
1.7% |
4.354 |
Low |
4.211 |
4.250 |
0.039 |
0.9% |
4.194 |
Close |
4.254 |
4.337 |
0.083 |
2.0% |
4.232 |
Range |
0.062 |
0.095 |
0.033 |
53.2% |
0.160 |
ATR |
0.099 |
0.099 |
0.000 |
-0.3% |
0.000 |
Volume |
10,401 |
10,015 |
-386 |
-3.7% |
43,869 |
|
Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.596 |
4.561 |
4.389 |
|
R3 |
4.501 |
4.466 |
4.363 |
|
R2 |
4.406 |
4.406 |
4.354 |
|
R1 |
4.371 |
4.371 |
4.346 |
4.389 |
PP |
4.311 |
4.311 |
4.311 |
4.319 |
S1 |
4.276 |
4.276 |
4.328 |
4.294 |
S2 |
4.216 |
4.216 |
4.320 |
|
S3 |
4.121 |
4.181 |
4.311 |
|
S4 |
4.026 |
4.086 |
4.285 |
|
|
Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.740 |
4.646 |
4.320 |
|
R3 |
4.580 |
4.486 |
4.276 |
|
R2 |
4.420 |
4.420 |
4.261 |
|
R1 |
4.326 |
4.326 |
4.247 |
4.293 |
PP |
4.260 |
4.260 |
4.260 |
4.244 |
S1 |
4.166 |
4.166 |
4.217 |
4.133 |
S2 |
4.100 |
4.100 |
4.203 |
|
S3 |
3.940 |
4.006 |
4.188 |
|
S4 |
3.780 |
3.846 |
4.144 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.345 |
4.152 |
0.193 |
4.5% |
0.086 |
2.0% |
96% |
True |
False |
10,168 |
10 |
4.515 |
4.152 |
0.363 |
8.4% |
0.089 |
2.1% |
51% |
False |
False |
8,863 |
20 |
4.613 |
4.152 |
0.461 |
10.6% |
0.099 |
2.3% |
40% |
False |
False |
9,836 |
40 |
4.914 |
4.152 |
0.762 |
17.6% |
0.096 |
2.2% |
24% |
False |
False |
7,768 |
60 |
5.327 |
4.152 |
1.175 |
27.1% |
0.100 |
2.3% |
16% |
False |
False |
6,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.749 |
2.618 |
4.594 |
1.618 |
4.499 |
1.000 |
4.440 |
0.618 |
4.404 |
HIGH |
4.345 |
0.618 |
4.309 |
0.500 |
4.298 |
0.382 |
4.286 |
LOW |
4.250 |
0.618 |
4.191 |
1.000 |
4.155 |
1.618 |
4.096 |
2.618 |
4.001 |
4.250 |
3.846 |
|
|
Fisher Pivots for day following 06-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.324 |
4.308 |
PP |
4.311 |
4.278 |
S1 |
4.298 |
4.249 |
|