NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 18-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.211 |
4.120 |
-0.091 |
-2.2% |
4.250 |
High |
4.226 |
4.150 |
-0.076 |
-1.8% |
4.290 |
Low |
4.135 |
4.100 |
-0.035 |
-0.8% |
4.135 |
Close |
4.153 |
4.122 |
-0.031 |
-0.7% |
4.153 |
Range |
0.091 |
0.050 |
-0.041 |
-45.1% |
0.155 |
ATR |
0.098 |
0.094 |
-0.003 |
-3.3% |
0.000 |
Volume |
13,254 |
12,141 |
-1,113 |
-8.4% |
76,235 |
|
Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.274 |
4.248 |
4.150 |
|
R3 |
4.224 |
4.198 |
4.136 |
|
R2 |
4.174 |
4.174 |
4.131 |
|
R1 |
4.148 |
4.148 |
4.127 |
4.161 |
PP |
4.124 |
4.124 |
4.124 |
4.131 |
S1 |
4.098 |
4.098 |
4.117 |
4.111 |
S2 |
4.074 |
4.074 |
4.113 |
|
S3 |
4.024 |
4.048 |
4.108 |
|
S4 |
3.974 |
3.998 |
4.095 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.658 |
4.560 |
4.238 |
|
R3 |
4.503 |
4.405 |
4.196 |
|
R2 |
4.348 |
4.348 |
4.181 |
|
R1 |
4.250 |
4.250 |
4.167 |
4.222 |
PP |
4.193 |
4.193 |
4.193 |
4.178 |
S1 |
4.095 |
4.095 |
4.139 |
4.067 |
S2 |
4.038 |
4.038 |
4.125 |
|
S3 |
3.883 |
3.940 |
4.110 |
|
S4 |
3.728 |
3.785 |
4.068 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.290 |
4.100 |
0.190 |
4.6% |
0.081 |
2.0% |
12% |
False |
True |
14,620 |
10 |
4.354 |
4.100 |
0.254 |
6.2% |
0.089 |
2.1% |
9% |
False |
True |
14,059 |
20 |
4.515 |
4.100 |
0.415 |
10.1% |
0.091 |
2.2% |
5% |
False |
True |
11,322 |
40 |
4.653 |
4.100 |
0.553 |
13.4% |
0.098 |
2.4% |
4% |
False |
True |
9,866 |
60 |
5.327 |
4.100 |
1.227 |
29.8% |
0.099 |
2.4% |
2% |
False |
True |
8,428 |
80 |
5.582 |
4.100 |
1.482 |
36.0% |
0.101 |
2.5% |
1% |
False |
True |
7,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.363 |
2.618 |
4.281 |
1.618 |
4.231 |
1.000 |
4.200 |
0.618 |
4.181 |
HIGH |
4.150 |
0.618 |
4.131 |
0.500 |
4.125 |
0.382 |
4.119 |
LOW |
4.100 |
0.618 |
4.069 |
1.000 |
4.050 |
1.618 |
4.019 |
2.618 |
3.969 |
4.250 |
3.888 |
|
|
Fisher Pivots for day following 18-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.125 |
4.182 |
PP |
4.124 |
4.162 |
S1 |
4.123 |
4.142 |
|