NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 22-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
4.119 |
4.030 |
-0.089 |
-2.2% |
4.120 |
| High |
4.135 |
4.039 |
-0.096 |
-2.3% |
4.175 |
| Low |
3.987 |
3.911 |
-0.076 |
-1.9% |
3.911 |
| Close |
4.016 |
3.943 |
-0.073 |
-1.8% |
3.943 |
| Range |
0.148 |
0.128 |
-0.020 |
-13.5% |
0.264 |
| ATR |
0.094 |
0.097 |
0.002 |
2.6% |
0.000 |
| Volume |
9,029 |
12,407 |
3,378 |
37.4% |
50,909 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.348 |
4.274 |
4.013 |
|
| R3 |
4.220 |
4.146 |
3.978 |
|
| R2 |
4.092 |
4.092 |
3.966 |
|
| R1 |
4.018 |
4.018 |
3.955 |
3.991 |
| PP |
3.964 |
3.964 |
3.964 |
3.951 |
| S1 |
3.890 |
3.890 |
3.931 |
3.863 |
| S2 |
3.836 |
3.836 |
3.920 |
|
| S3 |
3.708 |
3.762 |
3.908 |
|
| S4 |
3.580 |
3.634 |
3.873 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.802 |
4.636 |
4.088 |
|
| R3 |
4.538 |
4.372 |
4.016 |
|
| R2 |
4.274 |
4.274 |
3.991 |
|
| R1 |
4.108 |
4.108 |
3.967 |
4.059 |
| PP |
4.010 |
4.010 |
4.010 |
3.985 |
| S1 |
3.844 |
3.844 |
3.919 |
3.795 |
| S2 |
3.746 |
3.746 |
3.895 |
|
| S3 |
3.482 |
3.580 |
3.870 |
|
| S4 |
3.218 |
3.316 |
3.798 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.175 |
3.911 |
0.264 |
6.7% |
0.089 |
2.3% |
12% |
False |
True |
10,181 |
| 10 |
4.290 |
3.911 |
0.379 |
9.6% |
0.086 |
2.2% |
8% |
False |
True |
12,714 |
| 20 |
4.354 |
3.911 |
0.443 |
11.2% |
0.090 |
2.3% |
7% |
False |
True |
11,714 |
| 40 |
4.613 |
3.911 |
0.702 |
17.8% |
0.100 |
2.5% |
5% |
False |
True |
10,317 |
| 60 |
5.327 |
3.911 |
1.416 |
35.9% |
0.099 |
2.5% |
2% |
False |
True |
8,715 |
| 80 |
5.458 |
3.911 |
1.547 |
39.2% |
0.101 |
2.6% |
2% |
False |
True |
7,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.583 |
|
2.618 |
4.374 |
|
1.618 |
4.246 |
|
1.000 |
4.167 |
|
0.618 |
4.118 |
|
HIGH |
4.039 |
|
0.618 |
3.990 |
|
0.500 |
3.975 |
|
0.382 |
3.960 |
|
LOW |
3.911 |
|
0.618 |
3.832 |
|
1.000 |
3.783 |
|
1.618 |
3.704 |
|
2.618 |
3.576 |
|
4.250 |
3.367 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.975 |
4.043 |
| PP |
3.964 |
4.010 |
| S1 |
3.954 |
3.976 |
|