NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
3.954 |
4.120 |
0.166 |
4.2% |
4.031 |
| High |
4.132 |
4.228 |
0.096 |
2.3% |
4.187 |
| Low |
3.937 |
4.058 |
0.121 |
3.1% |
3.743 |
| Close |
4.088 |
4.210 |
0.122 |
3.0% |
3.937 |
| Range |
0.195 |
0.170 |
-0.025 |
-12.8% |
0.444 |
| ATR |
0.155 |
0.156 |
0.001 |
0.7% |
0.000 |
| Volume |
129,547 |
143,470 |
13,923 |
10.7% |
559,702 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.675 |
4.613 |
4.304 |
|
| R3 |
4.505 |
4.443 |
4.257 |
|
| R2 |
4.335 |
4.335 |
4.241 |
|
| R1 |
4.273 |
4.273 |
4.226 |
4.304 |
| PP |
4.165 |
4.165 |
4.165 |
4.181 |
| S1 |
4.103 |
4.103 |
4.194 |
4.134 |
| S2 |
3.995 |
3.995 |
4.179 |
|
| S3 |
3.825 |
3.933 |
4.163 |
|
| S4 |
3.655 |
3.763 |
4.117 |
|
|
| 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 |
4.228 |
3.743 |
0.485 |
11.5% |
0.147 |
3.5% |
96% |
True |
False |
114,698 |
| 10 |
4.228 |
3.656 |
0.572 |
13.6% |
0.191 |
4.5% |
97% |
True |
False |
120,686 |
| 20 |
4.228 |
3.500 |
0.728 |
17.3% |
0.158 |
3.7% |
98% |
True |
False |
97,067 |
| 40 |
4.500 |
3.500 |
1.000 |
23.8% |
0.138 |
3.3% |
71% |
False |
False |
65,792 |
| 60 |
4.840 |
3.500 |
1.340 |
31.8% |
0.130 |
3.1% |
53% |
False |
False |
50,381 |
| 80 |
5.336 |
3.500 |
1.836 |
43.6% |
0.128 |
3.0% |
39% |
False |
False |
41,989 |
| 100 |
5.732 |
3.500 |
2.232 |
53.0% |
0.131 |
3.1% |
32% |
False |
False |
35,302 |
| 120 |
5.762 |
3.500 |
2.262 |
53.7% |
0.132 |
3.1% |
31% |
False |
False |
30,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.951 |
|
2.618 |
4.673 |
|
1.618 |
4.503 |
|
1.000 |
4.398 |
|
0.618 |
4.333 |
|
HIGH |
4.228 |
|
0.618 |
4.163 |
|
0.500 |
4.143 |
|
0.382 |
4.123 |
|
LOW |
4.058 |
|
0.618 |
3.953 |
|
1.000 |
3.888 |
|
1.618 |
3.783 |
|
2.618 |
3.613 |
|
4.250 |
3.336 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.188 |
4.152 |
| PP |
4.165 |
4.095 |
| S1 |
4.143 |
4.037 |
|