NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 13-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.235 |
4.225 |
-0.010 |
-0.2% |
4.163 |
High |
4.240 |
4.252 |
0.012 |
0.3% |
4.315 |
Low |
4.168 |
4.178 |
0.010 |
0.2% |
4.147 |
Close |
4.212 |
4.227 |
0.015 |
0.4% |
4.235 |
Range |
0.072 |
0.074 |
0.002 |
2.8% |
0.168 |
ATR |
0.089 |
0.088 |
-0.001 |
-1.2% |
0.000 |
Volume |
7,134 |
11,830 |
4,696 |
65.8% |
46,866 |
|
Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.441 |
4.408 |
4.268 |
|
R3 |
4.367 |
4.334 |
4.247 |
|
R2 |
4.293 |
4.293 |
4.241 |
|
R1 |
4.260 |
4.260 |
4.234 |
4.277 |
PP |
4.219 |
4.219 |
4.219 |
4.227 |
S1 |
4.186 |
4.186 |
4.220 |
4.203 |
S2 |
4.145 |
4.145 |
4.213 |
|
S3 |
4.071 |
4.112 |
4.207 |
|
S4 |
3.997 |
4.038 |
4.186 |
|
|
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% |
0.083 |
2.0% |
42% |
False |
False |
10,266 |
10 |
4.315 |
4.147 |
0.168 |
4.0% |
0.080 |
1.9% |
48% |
False |
False |
9,477 |
20 |
4.506 |
4.147 |
0.359 |
8.5% |
0.090 |
2.1% |
22% |
False |
False |
8,464 |
40 |
4.750 |
4.147 |
0.603 |
14.3% |
0.088 |
2.1% |
13% |
False |
False |
7,259 |
60 |
5.116 |
4.147 |
0.969 |
22.9% |
0.088 |
2.1% |
8% |
False |
False |
6,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.567 |
2.618 |
4.446 |
1.618 |
4.372 |
1.000 |
4.326 |
0.618 |
4.298 |
HIGH |
4.252 |
0.618 |
4.224 |
0.500 |
4.215 |
0.382 |
4.206 |
LOW |
4.178 |
0.618 |
4.132 |
1.000 |
4.104 |
1.618 |
4.058 |
2.618 |
3.984 |
4.250 |
3.864 |
|
|
Fisher Pivots for day following 13-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.223 |
4.222 |
PP |
4.219 |
4.216 |
S1 |
4.215 |
4.211 |
|