NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.205 |
4.062 |
-0.143 |
-3.4% |
4.031 |
| High |
4.249 |
4.125 |
-0.124 |
-2.9% |
4.187 |
| Low |
4.018 |
3.917 |
-0.101 |
-2.5% |
3.743 |
| Close |
4.046 |
3.927 |
-0.119 |
-2.9% |
3.937 |
| Range |
0.231 |
0.208 |
-0.023 |
-10.0% |
0.444 |
| ATR |
0.162 |
0.165 |
0.003 |
2.0% |
0.000 |
| Volume |
138,226 |
124,248 |
-13,978 |
-10.1% |
559,702 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.614 |
4.478 |
4.041 |
|
| R3 |
4.406 |
4.270 |
3.984 |
|
| R2 |
4.198 |
4.198 |
3.965 |
|
| R1 |
4.062 |
4.062 |
3.946 |
4.026 |
| PP |
3.990 |
3.990 |
3.990 |
3.972 |
| S1 |
3.854 |
3.854 |
3.908 |
3.818 |
| S2 |
3.782 |
3.782 |
3.889 |
|
| S3 |
3.574 |
3.646 |
3.870 |
|
| S4 |
3.366 |
3.438 |
3.813 |
|
|
| 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 |
4.249 |
3.846 |
0.403 |
10.3% |
0.181 |
4.6% |
20% |
False |
False |
127,375 |
| 10 |
4.249 |
3.743 |
0.506 |
12.9% |
0.196 |
5.0% |
36% |
False |
False |
124,417 |
| 20 |
4.249 |
3.500 |
0.749 |
19.1% |
0.167 |
4.3% |
57% |
False |
False |
101,617 |
| 40 |
4.481 |
3.500 |
0.981 |
25.0% |
0.142 |
3.6% |
44% |
False |
False |
70,911 |
| 60 |
4.840 |
3.500 |
1.340 |
34.1% |
0.135 |
3.4% |
32% |
False |
False |
54,218 |
| 80 |
5.336 |
3.500 |
1.836 |
46.8% |
0.131 |
3.3% |
23% |
False |
False |
45,086 |
| 100 |
5.570 |
3.500 |
2.070 |
52.7% |
0.131 |
3.3% |
21% |
False |
False |
37,802 |
| 120 |
5.762 |
3.500 |
2.262 |
57.6% |
0.134 |
3.4% |
19% |
False |
False |
32,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.009 |
|
2.618 |
4.670 |
|
1.618 |
4.462 |
|
1.000 |
4.333 |
|
0.618 |
4.254 |
|
HIGH |
4.125 |
|
0.618 |
4.046 |
|
0.500 |
4.021 |
|
0.382 |
3.996 |
|
LOW |
3.917 |
|
0.618 |
3.788 |
|
1.000 |
3.709 |
|
1.618 |
3.580 |
|
2.618 |
3.372 |
|
4.250 |
3.033 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.021 |
4.083 |
| PP |
3.990 |
4.031 |
| S1 |
3.958 |
3.979 |
|