NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 14-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.225 |
4.212 |
-0.013 |
-0.3% |
4.163 |
High |
4.252 |
4.228 |
-0.024 |
-0.6% |
4.315 |
Low |
4.178 |
4.124 |
-0.054 |
-1.3% |
4.147 |
Close |
4.227 |
4.184 |
-0.043 |
-1.0% |
4.235 |
Range |
0.074 |
0.104 |
0.030 |
40.5% |
0.168 |
ATR |
0.088 |
0.089 |
0.001 |
1.3% |
0.000 |
Volume |
11,830 |
11,916 |
86 |
0.7% |
46,866 |
|
Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.491 |
4.441 |
4.241 |
|
R3 |
4.387 |
4.337 |
4.213 |
|
R2 |
4.283 |
4.283 |
4.203 |
|
R1 |
4.233 |
4.233 |
4.194 |
4.206 |
PP |
4.179 |
4.179 |
4.179 |
4.165 |
S1 |
4.129 |
4.129 |
4.174 |
4.102 |
S2 |
4.075 |
4.075 |
4.165 |
|
S3 |
3.971 |
4.025 |
4.155 |
|
S4 |
3.867 |
3.921 |
4.127 |
|
|
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 |
4.254 |
4.124 |
0.130 |
3.1% |
0.074 |
1.8% |
46% |
False |
True |
10,457 |
10 |
4.315 |
4.124 |
0.191 |
4.6% |
0.078 |
1.9% |
31% |
False |
True |
9,871 |
20 |
4.473 |
4.124 |
0.349 |
8.3% |
0.086 |
2.1% |
17% |
False |
True |
8,752 |
40 |
4.750 |
4.124 |
0.626 |
15.0% |
0.089 |
2.1% |
10% |
False |
True |
7,478 |
60 |
5.116 |
4.124 |
0.992 |
23.7% |
0.089 |
2.1% |
6% |
False |
True |
6,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.670 |
2.618 |
4.500 |
1.618 |
4.396 |
1.000 |
4.332 |
0.618 |
4.292 |
HIGH |
4.228 |
0.618 |
4.188 |
0.500 |
4.176 |
0.382 |
4.164 |
LOW |
4.124 |
0.618 |
4.060 |
1.000 |
4.020 |
1.618 |
3.956 |
2.618 |
3.852 |
4.250 |
3.682 |
|
|
Fisher Pivots for day following 14-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.181 |
4.188 |
PP |
4.179 |
4.187 |
S1 |
4.176 |
4.185 |
|