NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 22-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.100 |
4.004 |
-0.096 |
-2.3% |
4.113 |
High |
4.105 |
4.016 |
-0.089 |
-2.2% |
4.141 |
Low |
3.967 |
3.890 |
-0.077 |
-1.9% |
3.890 |
Close |
3.992 |
3.921 |
-0.071 |
-1.8% |
3.921 |
Range |
0.138 |
0.126 |
-0.012 |
-8.7% |
0.251 |
ATR |
0.087 |
0.090 |
0.003 |
3.2% |
0.000 |
Volume |
8,175 |
11,398 |
3,223 |
39.4% |
46,618 |
|
Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.320 |
4.247 |
3.990 |
|
R3 |
4.194 |
4.121 |
3.956 |
|
R2 |
4.068 |
4.068 |
3.944 |
|
R1 |
3.995 |
3.995 |
3.933 |
3.969 |
PP |
3.942 |
3.942 |
3.942 |
3.929 |
S1 |
3.869 |
3.869 |
3.909 |
3.843 |
S2 |
3.816 |
3.816 |
3.898 |
|
S3 |
3.690 |
3.743 |
3.886 |
|
S4 |
3.564 |
3.617 |
3.852 |
|
|
Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.737 |
4.580 |
4.059 |
|
R3 |
4.486 |
4.329 |
3.990 |
|
R2 |
4.235 |
4.235 |
3.967 |
|
R1 |
4.078 |
4.078 |
3.944 |
4.031 |
PP |
3.984 |
3.984 |
3.984 |
3.961 |
S1 |
3.827 |
3.827 |
3.898 |
3.780 |
S2 |
3.733 |
3.733 |
3.875 |
|
S3 |
3.482 |
3.576 |
3.852 |
|
S4 |
3.231 |
3.325 |
3.783 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.141 |
3.890 |
0.251 |
6.4% |
0.086 |
2.2% |
12% |
False |
True |
9,323 |
10 |
4.254 |
3.890 |
0.364 |
9.3% |
0.083 |
2.1% |
9% |
False |
True |
10,104 |
20 |
4.315 |
3.890 |
0.425 |
10.8% |
0.083 |
2.1% |
7% |
False |
True |
9,374 |
40 |
4.530 |
3.890 |
0.640 |
16.3% |
0.091 |
2.3% |
5% |
False |
True |
8,190 |
60 |
5.116 |
3.890 |
1.226 |
31.3% |
0.090 |
2.3% |
3% |
False |
True |
7,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.552 |
2.618 |
4.346 |
1.618 |
4.220 |
1.000 |
4.142 |
0.618 |
4.094 |
HIGH |
4.016 |
0.618 |
3.968 |
0.500 |
3.953 |
0.382 |
3.938 |
LOW |
3.890 |
0.618 |
3.812 |
1.000 |
3.764 |
1.618 |
3.686 |
2.618 |
3.560 |
4.250 |
3.355 |
|
|
Fisher Pivots for day following 22-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
3.953 |
4.016 |
PP |
3.942 |
3.984 |
S1 |
3.932 |
3.953 |
|