NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
3.999 |
3.985 |
-0.014 |
-0.4% |
4.120 |
| High |
4.036 |
4.082 |
0.046 |
1.1% |
4.175 |
| Low |
3.931 |
3.985 |
0.054 |
1.4% |
3.911 |
| Close |
4.023 |
4.024 |
0.001 |
0.0% |
3.943 |
| Range |
0.105 |
0.097 |
-0.008 |
-7.6% |
0.264 |
| ATR |
0.100 |
0.100 |
0.000 |
-0.2% |
0.000 |
| Volume |
9,674 |
14,370 |
4,696 |
48.5% |
50,909 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.321 |
4.270 |
4.077 |
|
| R3 |
4.224 |
4.173 |
4.051 |
|
| R2 |
4.127 |
4.127 |
4.042 |
|
| R1 |
4.076 |
4.076 |
4.033 |
4.102 |
| PP |
4.030 |
4.030 |
4.030 |
4.043 |
| S1 |
3.979 |
3.979 |
4.015 |
4.005 |
| S2 |
3.933 |
3.933 |
4.006 |
|
| S3 |
3.836 |
3.882 |
3.997 |
|
| S4 |
3.739 |
3.785 |
3.971 |
|
|
| 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 |
4.135 |
3.854 |
0.281 |
7.0% |
0.122 |
3.0% |
60% |
False |
False |
11,078 |
| 10 |
4.264 |
3.854 |
0.410 |
10.2% |
0.098 |
2.4% |
41% |
False |
False |
11,606 |
| 20 |
4.354 |
3.854 |
0.500 |
12.4% |
0.094 |
2.3% |
34% |
False |
False |
12,187 |
| 40 |
4.613 |
3.854 |
0.759 |
18.9% |
0.100 |
2.5% |
22% |
False |
False |
10,639 |
| 60 |
5.183 |
3.854 |
1.329 |
33.0% |
0.098 |
2.4% |
13% |
False |
False |
8,899 |
| 80 |
5.399 |
3.854 |
1.545 |
38.4% |
0.099 |
2.5% |
11% |
False |
False |
7,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.494 |
|
2.618 |
4.336 |
|
1.618 |
4.239 |
|
1.000 |
4.179 |
|
0.618 |
4.142 |
|
HIGH |
4.082 |
|
0.618 |
4.045 |
|
0.500 |
4.034 |
|
0.382 |
4.022 |
|
LOW |
3.985 |
|
0.618 |
3.925 |
|
1.000 |
3.888 |
|
1.618 |
3.828 |
|
2.618 |
3.731 |
|
4.250 |
3.573 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.034 |
4.005 |
| PP |
4.030 |
3.987 |
| S1 |
4.027 |
3.968 |
|