NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 28-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
4.000 |
3.999 |
-0.001 |
0.0% |
4.113 |
High |
4.059 |
4.118 |
0.059 |
1.5% |
4.141 |
Low |
3.965 |
3.905 |
-0.060 |
-1.5% |
3.890 |
Close |
4.006 |
4.091 |
0.085 |
2.1% |
3.921 |
Range |
0.094 |
0.213 |
0.119 |
126.6% |
0.251 |
ATR |
0.093 |
0.101 |
0.009 |
9.3% |
0.000 |
Volume |
13,727 |
10,359 |
-3,368 |
-24.5% |
46,618 |
|
Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.677 |
4.597 |
4.208 |
|
R3 |
4.464 |
4.384 |
4.150 |
|
R2 |
4.251 |
4.251 |
4.130 |
|
R1 |
4.171 |
4.171 |
4.111 |
4.211 |
PP |
4.038 |
4.038 |
4.038 |
4.058 |
S1 |
3.958 |
3.958 |
4.071 |
3.998 |
S2 |
3.825 |
3.825 |
4.052 |
|
S3 |
3.612 |
3.745 |
4.032 |
|
S4 |
3.399 |
3.532 |
3.974 |
|
|
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 |
4.118 |
3.848 |
0.270 |
6.6% |
0.130 |
3.2% |
90% |
True |
False |
10,588 |
10 |
4.198 |
3.848 |
0.350 |
8.6% |
0.105 |
2.6% |
69% |
False |
False |
10,163 |
20 |
4.315 |
3.848 |
0.467 |
11.4% |
0.091 |
2.2% |
52% |
False |
False |
10,017 |
40 |
4.530 |
3.848 |
0.682 |
16.7% |
0.093 |
2.3% |
36% |
False |
False |
8,588 |
60 |
5.034 |
3.848 |
1.186 |
29.0% |
0.091 |
2.2% |
20% |
False |
False |
7,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.023 |
2.618 |
4.676 |
1.618 |
4.463 |
1.000 |
4.331 |
0.618 |
4.250 |
HIGH |
4.118 |
0.618 |
4.037 |
0.500 |
4.012 |
0.382 |
3.986 |
LOW |
3.905 |
0.618 |
3.773 |
1.000 |
3.692 |
1.618 |
3.560 |
2.618 |
3.347 |
4.250 |
3.000 |
|
|
Fisher Pivots for day following 28-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
4.065 |
4.065 |
PP |
4.038 |
4.038 |
S1 |
4.012 |
4.012 |
|