NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 12-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.200 |
4.235 |
0.035 |
0.8% |
4.163 |
High |
4.254 |
4.240 |
-0.014 |
-0.3% |
4.315 |
Low |
4.200 |
4.168 |
-0.032 |
-0.8% |
4.147 |
Close |
4.236 |
4.212 |
-0.024 |
-0.6% |
4.235 |
Range |
0.054 |
0.072 |
0.018 |
33.3% |
0.168 |
ATR |
0.090 |
0.089 |
-0.001 |
-1.4% |
0.000 |
Volume |
10,065 |
7,134 |
-2,931 |
-29.1% |
46,866 |
|
Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.423 |
4.389 |
4.252 |
|
R3 |
4.351 |
4.317 |
4.232 |
|
R2 |
4.279 |
4.279 |
4.225 |
|
R1 |
4.245 |
4.245 |
4.219 |
4.226 |
PP |
4.207 |
4.207 |
4.207 |
4.197 |
S1 |
4.173 |
4.173 |
4.205 |
4.154 |
S2 |
4.135 |
4.135 |
4.199 |
|
S3 |
4.063 |
4.101 |
4.192 |
|
S4 |
3.991 |
4.029 |
4.172 |
|
|
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% |
0.086 |
2.0% |
32% |
False |
False |
9,152 |
10 |
4.315 |
4.147 |
0.168 |
4.0% |
0.079 |
1.9% |
39% |
False |
False |
8,924 |
20 |
4.506 |
4.147 |
0.359 |
8.5% |
0.089 |
2.1% |
18% |
False |
False |
8,232 |
40 |
4.750 |
4.147 |
0.603 |
14.3% |
0.087 |
2.1% |
11% |
False |
False |
7,129 |
60 |
5.116 |
4.147 |
0.969 |
23.0% |
0.089 |
2.1% |
7% |
False |
False |
6,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.546 |
2.618 |
4.428 |
1.618 |
4.356 |
1.000 |
4.312 |
0.618 |
4.284 |
HIGH |
4.240 |
0.618 |
4.212 |
0.500 |
4.204 |
0.382 |
4.196 |
LOW |
4.168 |
0.618 |
4.124 |
1.000 |
4.096 |
1.618 |
4.052 |
2.618 |
3.980 |
4.250 |
3.862 |
|
|
Fisher Pivots for day following 12-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.209 |
4.212 |
PP |
4.207 |
4.211 |
S1 |
4.204 |
4.211 |
|