NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 27-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
3.971 |
4.000 |
0.029 |
0.7% |
4.113 |
High |
4.012 |
4.059 |
0.047 |
1.2% |
4.141 |
Low |
3.910 |
3.965 |
0.055 |
1.4% |
3.890 |
Close |
4.003 |
4.006 |
0.003 |
0.1% |
3.921 |
Range |
0.102 |
0.094 |
-0.008 |
-7.8% |
0.251 |
ATR |
0.093 |
0.093 |
0.000 |
0.1% |
0.000 |
Volume |
8,726 |
13,727 |
5,001 |
57.3% |
46,618 |
|
Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.292 |
4.243 |
4.058 |
|
R3 |
4.198 |
4.149 |
4.032 |
|
R2 |
4.104 |
4.104 |
4.023 |
|
R1 |
4.055 |
4.055 |
4.015 |
4.080 |
PP |
4.010 |
4.010 |
4.010 |
4.022 |
S1 |
3.961 |
3.961 |
3.997 |
3.986 |
S2 |
3.916 |
3.916 |
3.989 |
|
S3 |
3.822 |
3.867 |
3.980 |
|
S4 |
3.728 |
3.773 |
3.954 |
|
|
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 |
4.105 |
3.848 |
0.257 |
6.4% |
0.115 |
2.9% |
61% |
False |
False |
10,151 |
10 |
4.228 |
3.848 |
0.380 |
9.5% |
0.094 |
2.3% |
42% |
False |
False |
10,319 |
20 |
4.315 |
3.848 |
0.467 |
11.7% |
0.087 |
2.2% |
34% |
False |
False |
9,898 |
40 |
4.530 |
3.848 |
0.682 |
17.0% |
0.090 |
2.3% |
23% |
False |
False |
8,495 |
60 |
5.034 |
3.848 |
1.186 |
29.6% |
0.089 |
2.2% |
13% |
False |
False |
7,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.459 |
2.618 |
4.305 |
1.618 |
4.211 |
1.000 |
4.153 |
0.618 |
4.117 |
HIGH |
4.059 |
0.618 |
4.023 |
0.500 |
4.012 |
0.382 |
4.001 |
LOW |
3.965 |
0.618 |
3.907 |
1.000 |
3.871 |
1.618 |
3.813 |
2.618 |
3.719 |
4.250 |
3.566 |
|
|
Fisher Pivots for day following 27-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.012 |
3.989 |
PP |
4.010 |
3.971 |
S1 |
4.008 |
3.954 |
|