NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.062 |
3.939 |
-0.123 |
-3.0% |
3.954 |
| High |
4.125 |
3.940 |
-0.185 |
-4.5% |
4.249 |
| Low |
3.917 |
3.794 |
-0.123 |
-3.1% |
3.794 |
| Close |
3.927 |
3.799 |
-0.128 |
-3.3% |
3.799 |
| Range |
0.208 |
0.146 |
-0.062 |
-29.8% |
0.455 |
| ATR |
0.165 |
0.164 |
-0.001 |
-0.8% |
0.000 |
| Volume |
124,248 |
109,298 |
-14,950 |
-12.0% |
644,789 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.282 |
4.187 |
3.879 |
|
| R3 |
4.136 |
4.041 |
3.839 |
|
| R2 |
3.990 |
3.990 |
3.826 |
|
| R1 |
3.895 |
3.895 |
3.812 |
3.870 |
| PP |
3.844 |
3.844 |
3.844 |
3.832 |
| S1 |
3.749 |
3.749 |
3.786 |
3.724 |
| S2 |
3.698 |
3.698 |
3.772 |
|
| S3 |
3.552 |
3.603 |
3.759 |
|
| S4 |
3.406 |
3.457 |
3.719 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.312 |
5.011 |
4.049 |
|
| R3 |
4.857 |
4.556 |
3.924 |
|
| R2 |
4.402 |
4.402 |
3.882 |
|
| R1 |
4.101 |
4.101 |
3.841 |
4.024 |
| PP |
3.947 |
3.947 |
3.947 |
3.909 |
| S1 |
3.646 |
3.646 |
3.757 |
3.569 |
| S2 |
3.492 |
3.492 |
3.716 |
|
| S3 |
3.037 |
3.191 |
3.674 |
|
| S4 |
2.582 |
2.736 |
3.549 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.249 |
3.794 |
0.455 |
12.0% |
0.190 |
5.0% |
1% |
False |
True |
128,957 |
| 10 |
4.249 |
3.743 |
0.506 |
13.3% |
0.186 |
4.9% |
11% |
False |
False |
120,449 |
| 20 |
4.249 |
3.500 |
0.749 |
19.7% |
0.168 |
4.4% |
40% |
False |
False |
103,656 |
| 40 |
4.450 |
3.500 |
0.950 |
25.0% |
0.142 |
3.8% |
31% |
False |
False |
73,161 |
| 60 |
4.673 |
3.500 |
1.173 |
30.9% |
0.134 |
3.5% |
25% |
False |
False |
55,778 |
| 80 |
5.336 |
3.500 |
1.836 |
48.3% |
0.131 |
3.4% |
16% |
False |
False |
46,293 |
| 100 |
5.570 |
3.500 |
2.070 |
54.5% |
0.131 |
3.5% |
14% |
False |
False |
38,814 |
| 120 |
5.762 |
3.500 |
2.262 |
59.5% |
0.134 |
3.5% |
13% |
False |
False |
33,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.561 |
|
2.618 |
4.322 |
|
1.618 |
4.176 |
|
1.000 |
4.086 |
|
0.618 |
4.030 |
|
HIGH |
3.940 |
|
0.618 |
3.884 |
|
0.500 |
3.867 |
|
0.382 |
3.850 |
|
LOW |
3.794 |
|
0.618 |
3.704 |
|
1.000 |
3.648 |
|
1.618 |
3.558 |
|
2.618 |
3.412 |
|
4.250 |
3.174 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.867 |
4.022 |
| PP |
3.844 |
3.947 |
| S1 |
3.822 |
3.873 |
|