NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 19-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.113 |
4.086 |
-0.027 |
-0.7% |
4.200 |
High |
4.120 |
4.124 |
0.004 |
0.1% |
4.254 |
Low |
4.072 |
4.070 |
-0.002 |
0.0% |
4.104 |
Close |
4.095 |
4.097 |
0.002 |
0.0% |
4.119 |
Range |
0.048 |
0.054 |
0.006 |
12.5% |
0.150 |
ATR |
0.086 |
0.084 |
-0.002 |
-2.7% |
0.000 |
Volume |
9,983 |
9,481 |
-502 |
-5.0% |
54,422 |
|
Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.259 |
4.232 |
4.127 |
|
R3 |
4.205 |
4.178 |
4.112 |
|
R2 |
4.151 |
4.151 |
4.107 |
|
R1 |
4.124 |
4.124 |
4.102 |
4.138 |
PP |
4.097 |
4.097 |
4.097 |
4.104 |
S1 |
4.070 |
4.070 |
4.092 |
4.084 |
S2 |
4.043 |
4.043 |
4.087 |
|
S3 |
3.989 |
4.016 |
4.082 |
|
S4 |
3.935 |
3.962 |
4.067 |
|
|
Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.609 |
4.514 |
4.202 |
|
R3 |
4.459 |
4.364 |
4.160 |
|
R2 |
4.309 |
4.309 |
4.147 |
|
R1 |
4.214 |
4.214 |
4.133 |
4.187 |
PP |
4.159 |
4.159 |
4.159 |
4.145 |
S1 |
4.064 |
4.064 |
4.105 |
4.037 |
S2 |
4.009 |
4.009 |
4.092 |
|
S3 |
3.859 |
3.914 |
4.078 |
|
S4 |
3.709 |
3.764 |
4.037 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.252 |
4.070 |
0.182 |
4.4% |
0.075 |
1.8% |
15% |
False |
True |
11,337 |
10 |
4.315 |
4.070 |
0.245 |
6.0% |
0.080 |
2.0% |
11% |
False |
True |
10,245 |
20 |
4.435 |
4.070 |
0.365 |
8.9% |
0.079 |
1.9% |
7% |
False |
True |
9,004 |
40 |
4.530 |
4.070 |
0.460 |
11.2% |
0.087 |
2.1% |
6% |
False |
True |
8,017 |
60 |
5.116 |
4.070 |
1.046 |
25.5% |
0.088 |
2.2% |
3% |
False |
True |
6,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.354 |
2.618 |
4.265 |
1.618 |
4.211 |
1.000 |
4.178 |
0.618 |
4.157 |
HIGH |
4.124 |
0.618 |
4.103 |
0.500 |
4.097 |
0.382 |
4.091 |
LOW |
4.070 |
0.618 |
4.037 |
1.000 |
4.016 |
1.618 |
3.983 |
2.618 |
3.929 |
4.250 |
3.841 |
|
|
Fisher Pivots for day following 19-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.097 |
4.134 |
PP |
4.097 |
4.122 |
S1 |
4.097 |
4.109 |
|