NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 07-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.270 |
4.338 |
0.068 |
1.6% |
4.354 |
High |
4.345 |
4.354 |
0.009 |
0.2% |
4.354 |
Low |
4.250 |
4.195 |
-0.055 |
-1.3% |
4.194 |
Close |
4.337 |
4.205 |
-0.132 |
-3.0% |
4.232 |
Range |
0.095 |
0.159 |
0.064 |
67.4% |
0.160 |
ATR |
0.099 |
0.103 |
0.004 |
4.3% |
0.000 |
Volume |
10,015 |
12,950 |
2,935 |
29.3% |
43,869 |
|
Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.728 |
4.626 |
4.292 |
|
R3 |
4.569 |
4.467 |
4.249 |
|
R2 |
4.410 |
4.410 |
4.234 |
|
R1 |
4.308 |
4.308 |
4.220 |
4.280 |
PP |
4.251 |
4.251 |
4.251 |
4.237 |
S1 |
4.149 |
4.149 |
4.190 |
4.121 |
S2 |
4.092 |
4.092 |
4.176 |
|
S3 |
3.933 |
3.990 |
4.161 |
|
S4 |
3.774 |
3.831 |
4.118 |
|
|
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 |
4.354 |
4.152 |
0.202 |
4.8% |
0.093 |
2.2% |
26% |
True |
False |
11,310 |
10 |
4.470 |
4.152 |
0.318 |
7.6% |
0.094 |
2.2% |
17% |
False |
False |
9,569 |
20 |
4.613 |
4.152 |
0.461 |
11.0% |
0.103 |
2.5% |
11% |
False |
False |
9,914 |
40 |
4.914 |
4.152 |
0.762 |
18.1% |
0.099 |
2.4% |
7% |
False |
False |
7,978 |
60 |
5.327 |
4.152 |
1.175 |
27.9% |
0.101 |
2.4% |
5% |
False |
False |
7,058 |
80 |
5.749 |
4.152 |
1.597 |
38.0% |
0.105 |
2.5% |
3% |
False |
False |
6,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.030 |
2.618 |
4.770 |
1.618 |
4.611 |
1.000 |
4.513 |
0.618 |
4.452 |
HIGH |
4.354 |
0.618 |
4.293 |
0.500 |
4.275 |
0.382 |
4.256 |
LOW |
4.195 |
0.618 |
4.097 |
1.000 |
4.036 |
1.618 |
3.938 |
2.618 |
3.779 |
4.250 |
3.519 |
|
|
Fisher Pivots for day following 07-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.275 |
4.275 |
PP |
4.251 |
4.251 |
S1 |
4.228 |
4.228 |
|