NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 11-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.180 |
4.200 |
0.020 |
0.5% |
4.163 |
High |
4.245 |
4.254 |
0.009 |
0.2% |
4.315 |
Low |
4.180 |
4.200 |
0.020 |
0.5% |
4.147 |
Close |
4.235 |
4.236 |
0.001 |
0.0% |
4.235 |
Range |
0.065 |
0.054 |
-0.011 |
-16.9% |
0.168 |
ATR |
0.093 |
0.090 |
-0.003 |
-3.0% |
0.000 |
Volume |
11,343 |
10,065 |
-1,278 |
-11.3% |
46,866 |
|
Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.392 |
4.368 |
4.266 |
|
R3 |
4.338 |
4.314 |
4.251 |
|
R2 |
4.284 |
4.284 |
4.246 |
|
R1 |
4.260 |
4.260 |
4.241 |
4.272 |
PP |
4.230 |
4.230 |
4.230 |
4.236 |
S1 |
4.206 |
4.206 |
4.231 |
4.218 |
S2 |
4.176 |
4.176 |
4.226 |
|
S3 |
4.122 |
4.152 |
4.221 |
|
S4 |
4.068 |
4.098 |
4.206 |
|
|
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 |
4.164 |
0.151 |
3.6% |
0.085 |
2.0% |
48% |
False |
False |
9,388 |
10 |
4.315 |
4.147 |
0.168 |
4.0% |
0.079 |
1.9% |
53% |
False |
False |
9,181 |
20 |
4.530 |
4.147 |
0.383 |
9.0% |
0.093 |
2.2% |
23% |
False |
False |
8,343 |
40 |
4.791 |
4.147 |
0.644 |
15.2% |
0.089 |
2.1% |
14% |
False |
False |
7,011 |
60 |
5.116 |
4.147 |
0.969 |
22.9% |
0.088 |
2.1% |
9% |
False |
False |
6,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.484 |
2.618 |
4.395 |
1.618 |
4.341 |
1.000 |
4.308 |
0.618 |
4.287 |
HIGH |
4.254 |
0.618 |
4.233 |
0.500 |
4.227 |
0.382 |
4.221 |
LOW |
4.200 |
0.618 |
4.167 |
1.000 |
4.146 |
1.618 |
4.113 |
2.618 |
4.059 |
4.250 |
3.971 |
|
|
Fisher Pivots for day following 11-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.233 |
4.240 |
PP |
4.230 |
4.238 |
S1 |
4.227 |
4.237 |
|