NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
3.854 |
3.954 |
0.100 |
2.6% |
4.031 |
| High |
3.948 |
4.132 |
0.184 |
4.7% |
4.187 |
| Low |
3.846 |
3.937 |
0.091 |
2.4% |
3.743 |
| Close |
3.937 |
4.088 |
0.151 |
3.8% |
3.937 |
| Range |
0.102 |
0.195 |
0.093 |
91.2% |
0.444 |
| ATR |
0.152 |
0.155 |
0.003 |
2.0% |
0.000 |
| Volume |
101,386 |
129,547 |
28,161 |
27.8% |
559,702 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.637 |
4.558 |
4.195 |
|
| R3 |
4.442 |
4.363 |
4.142 |
|
| R2 |
4.247 |
4.247 |
4.124 |
|
| R1 |
4.168 |
4.168 |
4.106 |
4.208 |
| PP |
4.052 |
4.052 |
4.052 |
4.072 |
| S1 |
3.973 |
3.973 |
4.070 |
4.013 |
| S2 |
3.857 |
3.857 |
4.052 |
|
| S3 |
3.662 |
3.778 |
4.034 |
|
| S4 |
3.467 |
3.583 |
3.981 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.288 |
5.056 |
4.181 |
|
| R3 |
4.844 |
4.612 |
4.059 |
|
| R2 |
4.400 |
4.400 |
4.018 |
|
| R1 |
4.168 |
4.168 |
3.978 |
4.062 |
| PP |
3.956 |
3.956 |
3.956 |
3.903 |
| S1 |
3.724 |
3.724 |
3.896 |
3.618 |
| S2 |
3.512 |
3.512 |
3.856 |
|
| S3 |
3.068 |
3.280 |
3.815 |
|
| S4 |
2.624 |
2.836 |
3.693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.132 |
3.743 |
0.389 |
9.5% |
0.148 |
3.6% |
89% |
True |
False |
112,024 |
| 10 |
4.187 |
3.656 |
0.531 |
13.0% |
0.188 |
4.6% |
81% |
False |
False |
118,324 |
| 20 |
4.187 |
3.500 |
0.687 |
16.8% |
0.154 |
3.8% |
86% |
False |
False |
93,586 |
| 40 |
4.500 |
3.500 |
1.000 |
24.5% |
0.138 |
3.4% |
59% |
False |
False |
62,745 |
| 60 |
4.896 |
3.500 |
1.396 |
34.1% |
0.131 |
3.2% |
42% |
False |
False |
48,193 |
| 80 |
5.336 |
3.500 |
1.836 |
44.9% |
0.126 |
3.1% |
32% |
False |
False |
40,295 |
| 100 |
5.747 |
3.500 |
2.247 |
55.0% |
0.131 |
3.2% |
26% |
False |
False |
33,926 |
| 120 |
5.762 |
3.500 |
2.262 |
55.3% |
0.132 |
3.2% |
26% |
False |
False |
29,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.961 |
|
2.618 |
4.643 |
|
1.618 |
4.448 |
|
1.000 |
4.327 |
|
0.618 |
4.253 |
|
HIGH |
4.132 |
|
0.618 |
4.058 |
|
0.500 |
4.035 |
|
0.382 |
4.011 |
|
LOW |
3.937 |
|
0.618 |
3.816 |
|
1.000 |
3.742 |
|
1.618 |
3.621 |
|
2.618 |
3.426 |
|
4.250 |
3.108 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.070 |
4.038 |
| PP |
4.052 |
3.988 |
| S1 |
4.035 |
3.938 |
|