NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 26-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
3.850 |
3.971 |
0.121 |
3.1% |
4.113 |
High |
3.962 |
4.012 |
0.050 |
1.3% |
4.141 |
Low |
3.848 |
3.910 |
0.062 |
1.6% |
3.890 |
Close |
3.905 |
4.003 |
0.098 |
2.5% |
3.921 |
Range |
0.114 |
0.102 |
-0.012 |
-10.5% |
0.251 |
ATR |
0.092 |
0.093 |
0.001 |
1.2% |
0.000 |
Volume |
8,731 |
8,726 |
-5 |
-0.1% |
46,618 |
|
Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.281 |
4.244 |
4.059 |
|
R3 |
4.179 |
4.142 |
4.031 |
|
R2 |
4.077 |
4.077 |
4.022 |
|
R1 |
4.040 |
4.040 |
4.012 |
4.059 |
PP |
3.975 |
3.975 |
3.975 |
3.984 |
S1 |
3.938 |
3.938 |
3.994 |
3.957 |
S2 |
3.873 |
3.873 |
3.984 |
|
S3 |
3.771 |
3.836 |
3.975 |
|
S4 |
3.669 |
3.734 |
3.947 |
|
|
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 |
3.848 |
0.293 |
7.3% |
0.109 |
2.7% |
53% |
False |
False |
8,922 |
10 |
4.252 |
3.848 |
0.404 |
10.1% |
0.092 |
2.3% |
38% |
False |
False |
10,129 |
20 |
4.315 |
3.848 |
0.467 |
11.7% |
0.085 |
2.1% |
33% |
False |
False |
9,527 |
40 |
4.530 |
3.848 |
0.682 |
17.0% |
0.090 |
2.3% |
23% |
False |
False |
8,342 |
60 |
5.037 |
3.848 |
1.189 |
29.7% |
0.089 |
2.2% |
13% |
False |
False |
7,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.446 |
2.618 |
4.279 |
1.618 |
4.177 |
1.000 |
4.114 |
0.618 |
4.075 |
HIGH |
4.012 |
0.618 |
3.973 |
0.500 |
3.961 |
0.382 |
3.949 |
LOW |
3.910 |
0.618 |
3.847 |
1.000 |
3.808 |
1.618 |
3.745 |
2.618 |
3.643 |
4.250 |
3.477 |
|
|
Fisher Pivots for day following 26-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
3.989 |
3.979 |
PP |
3.975 |
3.956 |
S1 |
3.961 |
3.932 |
|