NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 08-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.315 |
4.180 |
-0.135 |
-3.1% |
4.163 |
High |
4.315 |
4.245 |
-0.070 |
-1.6% |
4.315 |
Low |
4.164 |
4.180 |
0.016 |
0.4% |
4.147 |
Close |
4.180 |
4.235 |
0.055 |
1.3% |
4.235 |
Range |
0.151 |
0.065 |
-0.086 |
-57.0% |
0.168 |
ATR |
0.095 |
0.093 |
-0.002 |
-2.3% |
0.000 |
Volume |
10,958 |
11,343 |
385 |
3.5% |
46,866 |
|
Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.415 |
4.390 |
4.271 |
|
R3 |
4.350 |
4.325 |
4.253 |
|
R2 |
4.285 |
4.285 |
4.247 |
|
R1 |
4.260 |
4.260 |
4.241 |
4.273 |
PP |
4.220 |
4.220 |
4.220 |
4.226 |
S1 |
4.195 |
4.195 |
4.229 |
4.208 |
S2 |
4.155 |
4.155 |
4.223 |
|
S3 |
4.090 |
4.130 |
4.217 |
|
S4 |
4.025 |
4.065 |
4.199 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.736 |
4.654 |
4.327 |
|
R3 |
4.568 |
4.486 |
4.281 |
|
R2 |
4.400 |
4.400 |
4.266 |
|
R1 |
4.318 |
4.318 |
4.250 |
4.359 |
PP |
4.232 |
4.232 |
4.232 |
4.253 |
S1 |
4.150 |
4.150 |
4.220 |
4.191 |
S2 |
4.064 |
4.064 |
4.204 |
|
S3 |
3.896 |
3.982 |
4.189 |
|
S4 |
3.728 |
3.814 |
4.143 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.315 |
4.147 |
0.168 |
4.0% |
0.086 |
2.0% |
52% |
False |
False |
9,373 |
10 |
4.315 |
4.147 |
0.168 |
4.0% |
0.083 |
1.9% |
52% |
False |
False |
8,645 |
20 |
4.530 |
4.147 |
0.383 |
9.0% |
0.094 |
2.2% |
23% |
False |
False |
8,133 |
40 |
4.791 |
4.147 |
0.644 |
15.2% |
0.089 |
2.1% |
14% |
False |
False |
6,892 |
60 |
5.116 |
4.147 |
0.969 |
22.9% |
0.089 |
2.1% |
9% |
False |
False |
6,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.521 |
2.618 |
4.415 |
1.618 |
4.350 |
1.000 |
4.310 |
0.618 |
4.285 |
HIGH |
4.245 |
0.618 |
4.220 |
0.500 |
4.213 |
0.382 |
4.205 |
LOW |
4.180 |
0.618 |
4.140 |
1.000 |
4.115 |
1.618 |
4.075 |
2.618 |
4.010 |
4.250 |
3.904 |
|
|
Fisher Pivots for day following 08-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.228 |
4.240 |
PP |
4.220 |
4.238 |
S1 |
4.213 |
4.237 |
|