NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 14-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.263 |
4.245 |
-0.018 |
-0.4% |
4.192 |
High |
4.290 |
4.264 |
-0.026 |
-0.6% |
4.354 |
Low |
4.210 |
4.156 |
-0.054 |
-1.3% |
4.152 |
Close |
4.263 |
4.220 |
-0.043 |
-1.0% |
4.270 |
Range |
0.080 |
0.108 |
0.028 |
35.0% |
0.202 |
ATR |
0.097 |
0.098 |
0.001 |
0.8% |
0.000 |
Volume |
18,959 |
17,947 |
-1,012 |
-5.3% |
63,267 |
|
Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.537 |
4.487 |
4.279 |
|
R3 |
4.429 |
4.379 |
4.250 |
|
R2 |
4.321 |
4.321 |
4.240 |
|
R1 |
4.271 |
4.271 |
4.230 |
4.242 |
PP |
4.213 |
4.213 |
4.213 |
4.199 |
S1 |
4.163 |
4.163 |
4.210 |
4.134 |
S2 |
4.105 |
4.105 |
4.200 |
|
S3 |
3.997 |
4.055 |
4.190 |
|
S4 |
3.889 |
3.947 |
4.161 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.865 |
4.769 |
4.381 |
|
R3 |
4.663 |
4.567 |
4.326 |
|
R2 |
4.461 |
4.461 |
4.307 |
|
R1 |
4.365 |
4.365 |
4.289 |
4.413 |
PP |
4.259 |
4.259 |
4.259 |
4.283 |
S1 |
4.163 |
4.163 |
4.251 |
4.211 |
S2 |
4.057 |
4.057 |
4.233 |
|
S3 |
3.855 |
3.961 |
4.214 |
|
S4 |
3.653 |
3.759 |
4.159 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.290 |
4.156 |
0.134 |
3.2% |
0.086 |
2.0% |
48% |
False |
True |
16,367 |
10 |
4.354 |
4.152 |
0.202 |
4.8% |
0.089 |
2.1% |
34% |
False |
False |
13,838 |
20 |
4.555 |
4.152 |
0.403 |
9.5% |
0.096 |
2.3% |
17% |
False |
False |
11,219 |
40 |
4.850 |
4.152 |
0.698 |
16.5% |
0.100 |
2.4% |
10% |
False |
False |
9,429 |
60 |
5.327 |
4.152 |
1.175 |
27.8% |
0.099 |
2.3% |
6% |
False |
False |
8,120 |
80 |
5.582 |
4.152 |
1.430 |
33.9% |
0.101 |
2.4% |
5% |
False |
False |
7,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.723 |
2.618 |
4.547 |
1.618 |
4.439 |
1.000 |
4.372 |
0.618 |
4.331 |
HIGH |
4.264 |
0.618 |
4.223 |
0.500 |
4.210 |
0.382 |
4.197 |
LOW |
4.156 |
0.618 |
4.089 |
1.000 |
4.048 |
1.618 |
3.981 |
2.618 |
3.873 |
4.250 |
3.697 |
|
|
Fisher Pivots for day following 14-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.217 |
4.223 |
PP |
4.213 |
4.222 |
S1 |
4.210 |
4.221 |
|