NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 29-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.028 |
4.143 |
0.115 |
2.9% |
3.880 |
High |
4.142 |
4.234 |
0.092 |
2.2% |
4.234 |
Low |
3.920 |
4.065 |
0.145 |
3.7% |
3.854 |
Close |
4.116 |
4.219 |
0.103 |
2.5% |
4.219 |
Range |
0.222 |
0.169 |
-0.053 |
-23.9% |
0.380 |
ATR |
0.108 |
0.113 |
0.004 |
4.0% |
0.000 |
Volume |
10,830 |
15,854 |
5,024 |
46.4% |
60,639 |
|
Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.680 |
4.618 |
4.312 |
|
R3 |
4.511 |
4.449 |
4.265 |
|
R2 |
4.342 |
4.342 |
4.250 |
|
R1 |
4.280 |
4.280 |
4.234 |
4.311 |
PP |
4.173 |
4.173 |
4.173 |
4.188 |
S1 |
4.111 |
4.111 |
4.204 |
4.142 |
S2 |
4.004 |
4.004 |
4.188 |
|
S3 |
3.835 |
3.942 |
4.173 |
|
S4 |
3.666 |
3.773 |
4.126 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.242 |
5.111 |
4.428 |
|
R3 |
4.862 |
4.731 |
4.324 |
|
R2 |
4.482 |
4.482 |
4.289 |
|
R1 |
4.351 |
4.351 |
4.254 |
4.417 |
PP |
4.102 |
4.102 |
4.102 |
4.135 |
S1 |
3.971 |
3.971 |
4.184 |
4.037 |
S2 |
3.722 |
3.722 |
4.149 |
|
S3 |
3.342 |
3.591 |
4.115 |
|
S4 |
2.962 |
3.211 |
4.010 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.234 |
3.854 |
0.380 |
9.0% |
0.145 |
3.4% |
96% |
True |
False |
12,127 |
10 |
4.234 |
3.854 |
0.380 |
9.0% |
0.117 |
2.8% |
96% |
True |
False |
11,154 |
20 |
4.354 |
3.854 |
0.500 |
11.9% |
0.105 |
2.5% |
73% |
False |
False |
12,552 |
40 |
4.613 |
3.854 |
0.759 |
18.0% |
0.105 |
2.5% |
48% |
False |
False |
10,896 |
60 |
5.087 |
3.854 |
1.233 |
29.2% |
0.101 |
2.4% |
30% |
False |
False |
9,165 |
80 |
5.327 |
3.854 |
1.473 |
34.9% |
0.101 |
2.4% |
25% |
False |
False |
8,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.952 |
2.618 |
4.676 |
1.618 |
4.507 |
1.000 |
4.403 |
0.618 |
4.338 |
HIGH |
4.234 |
0.618 |
4.169 |
0.500 |
4.150 |
0.382 |
4.130 |
LOW |
4.065 |
0.618 |
3.961 |
1.000 |
3.896 |
1.618 |
3.792 |
2.618 |
3.623 |
4.250 |
3.347 |
|
|
Fisher Pivots for day following 29-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.196 |
4.172 |
PP |
4.173 |
4.124 |
S1 |
4.150 |
4.077 |
|