NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 21-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.113 |
4.100 |
-0.013 |
-0.3% |
4.200 |
High |
4.141 |
4.105 |
-0.036 |
-0.9% |
4.254 |
Low |
4.077 |
3.967 |
-0.110 |
-2.7% |
4.104 |
Close |
4.112 |
3.992 |
-0.120 |
-2.9% |
4.119 |
Range |
0.064 |
0.138 |
0.074 |
115.6% |
0.150 |
ATR |
0.083 |
0.087 |
0.004 |
5.4% |
0.000 |
Volume |
7,581 |
8,175 |
594 |
7.8% |
54,422 |
|
Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.435 |
4.352 |
4.068 |
|
R3 |
4.297 |
4.214 |
4.030 |
|
R2 |
4.159 |
4.159 |
4.017 |
|
R1 |
4.076 |
4.076 |
4.005 |
4.049 |
PP |
4.021 |
4.021 |
4.021 |
4.008 |
S1 |
3.938 |
3.938 |
3.979 |
3.911 |
S2 |
3.883 |
3.883 |
3.967 |
|
S3 |
3.745 |
3.800 |
3.954 |
|
S4 |
3.607 |
3.662 |
3.916 |
|
|
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 |
4.198 |
3.967 |
0.231 |
5.8% |
0.080 |
2.0% |
11% |
False |
True |
9,739 |
10 |
4.254 |
3.967 |
0.287 |
7.2% |
0.077 |
1.9% |
9% |
False |
True |
10,098 |
20 |
4.385 |
3.967 |
0.418 |
10.5% |
0.080 |
2.0% |
6% |
False |
True |
9,168 |
40 |
4.530 |
3.967 |
0.563 |
14.1% |
0.089 |
2.2% |
4% |
False |
True |
8,112 |
60 |
5.116 |
3.967 |
1.149 |
28.8% |
0.089 |
2.2% |
2% |
False |
True |
7,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.692 |
2.618 |
4.466 |
1.618 |
4.328 |
1.000 |
4.243 |
0.618 |
4.190 |
HIGH |
4.105 |
0.618 |
4.052 |
0.500 |
4.036 |
0.382 |
4.020 |
LOW |
3.967 |
0.618 |
3.882 |
1.000 |
3.829 |
1.618 |
3.744 |
2.618 |
3.606 |
4.250 |
3.381 |
|
|
Fisher Pivots for day following 21-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.036 |
4.054 |
PP |
4.021 |
4.033 |
S1 |
4.007 |
4.013 |
|