NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 04-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
3.892 |
3.838 |
-0.054 |
-1.4% |
3.660 |
| High |
3.900 |
3.899 |
-0.001 |
0.0% |
4.075 |
| Low |
3.790 |
3.743 |
-0.047 |
-1.2% |
3.500 |
| Close |
3.845 |
3.856 |
0.011 |
0.3% |
4.065 |
| Range |
0.110 |
0.156 |
0.046 |
41.8% |
0.575 |
| ATR |
0.156 |
0.156 |
0.000 |
0.0% |
0.000 |
| Volume |
74,037 |
125,053 |
51,016 |
68.9% |
550,715 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.301 |
4.234 |
3.942 |
|
| R3 |
4.145 |
4.078 |
3.899 |
|
| R2 |
3.989 |
3.989 |
3.885 |
|
| R1 |
3.922 |
3.922 |
3.870 |
3.956 |
| PP |
3.833 |
3.833 |
3.833 |
3.849 |
| S1 |
3.766 |
3.766 |
3.842 |
3.800 |
| S2 |
3.677 |
3.677 |
3.827 |
|
| S3 |
3.521 |
3.610 |
3.813 |
|
| S4 |
3.365 |
3.454 |
3.770 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.605 |
5.410 |
4.381 |
|
| R3 |
5.030 |
4.835 |
4.223 |
|
| R2 |
4.455 |
4.455 |
4.170 |
|
| R1 |
4.260 |
4.260 |
4.118 |
4.358 |
| PP |
3.880 |
3.880 |
3.880 |
3.929 |
| S1 |
3.685 |
3.685 |
4.012 |
3.783 |
| S2 |
3.305 |
3.305 |
3.960 |
|
| S3 |
2.730 |
3.110 |
3.907 |
|
| S4 |
2.155 |
2.535 |
3.749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.187 |
3.743 |
0.444 |
11.5% |
0.210 |
5.5% |
25% |
False |
True |
121,459 |
| 10 |
4.187 |
3.500 |
0.687 |
17.8% |
0.193 |
5.0% |
52% |
False |
False |
105,869 |
| 20 |
4.187 |
3.500 |
0.687 |
17.8% |
0.147 |
3.8% |
52% |
False |
False |
87,054 |
| 40 |
4.500 |
3.500 |
1.000 |
25.9% |
0.137 |
3.6% |
36% |
False |
False |
58,076 |
| 60 |
4.896 |
3.500 |
1.396 |
36.2% |
0.128 |
3.3% |
26% |
False |
False |
45,111 |
| 80 |
5.336 |
3.500 |
1.836 |
47.6% |
0.127 |
3.3% |
19% |
False |
False |
37,693 |
| 100 |
5.762 |
3.500 |
2.262 |
58.7% |
0.131 |
3.4% |
16% |
False |
False |
31,768 |
| 120 |
5.762 |
3.500 |
2.262 |
58.7% |
0.132 |
3.4% |
16% |
False |
False |
27,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.562 |
|
2.618 |
4.307 |
|
1.618 |
4.151 |
|
1.000 |
4.055 |
|
0.618 |
3.995 |
|
HIGH |
3.899 |
|
0.618 |
3.839 |
|
0.500 |
3.821 |
|
0.382 |
3.803 |
|
LOW |
3.743 |
|
0.618 |
3.647 |
|
1.000 |
3.587 |
|
1.618 |
3.491 |
|
2.618 |
3.335 |
|
4.250 |
3.080 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.844 |
3.849 |
| PP |
3.833 |
3.842 |
| S1 |
3.821 |
3.836 |
|