NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
3.834 |
4.027 |
0.193 |
5.0% |
3.954 |
| High |
4.037 |
4.058 |
0.021 |
0.5% |
4.249 |
| Low |
3.796 |
3.853 |
0.057 |
1.5% |
3.794 |
| Close |
4.030 |
4.007 |
-0.023 |
-0.6% |
3.799 |
| Range |
0.241 |
0.205 |
-0.036 |
-14.9% |
0.455 |
| ATR |
0.167 |
0.170 |
0.003 |
1.6% |
0.000 |
| Volume |
127,077 |
142,124 |
15,047 |
11.8% |
644,789 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.588 |
4.502 |
4.120 |
|
| R3 |
4.383 |
4.297 |
4.063 |
|
| R2 |
4.178 |
4.178 |
4.045 |
|
| R1 |
4.092 |
4.092 |
4.026 |
4.033 |
| PP |
3.973 |
3.973 |
3.973 |
3.943 |
| S1 |
3.887 |
3.887 |
3.988 |
3.828 |
| S2 |
3.768 |
3.768 |
3.969 |
|
| S3 |
3.563 |
3.682 |
3.951 |
|
| S4 |
3.358 |
3.477 |
3.894 |
|
|
| 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 |
4.058 |
3.710 |
0.348 |
8.7% |
0.178 |
4.4% |
85% |
True |
False |
120,977 |
| 10 |
4.249 |
3.710 |
0.539 |
13.5% |
0.179 |
4.5% |
55% |
False |
False |
124,176 |
| 20 |
4.249 |
3.500 |
0.749 |
18.7% |
0.186 |
4.6% |
68% |
False |
False |
115,023 |
| 40 |
4.393 |
3.500 |
0.893 |
22.3% |
0.148 |
3.7% |
57% |
False |
False |
83,340 |
| 60 |
4.522 |
3.500 |
1.022 |
25.5% |
0.141 |
3.5% |
50% |
False |
False |
63,264 |
| 80 |
5.336 |
3.500 |
1.836 |
45.8% |
0.135 |
3.4% |
28% |
False |
False |
52,052 |
| 100 |
5.447 |
3.500 |
1.947 |
48.6% |
0.134 |
3.3% |
26% |
False |
False |
43,572 |
| 120 |
5.762 |
3.500 |
2.262 |
56.5% |
0.136 |
3.4% |
22% |
False |
False |
37,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.929 |
|
2.618 |
4.595 |
|
1.618 |
4.390 |
|
1.000 |
4.263 |
|
0.618 |
4.185 |
|
HIGH |
4.058 |
|
0.618 |
3.980 |
|
0.500 |
3.956 |
|
0.382 |
3.931 |
|
LOW |
3.853 |
|
0.618 |
3.726 |
|
1.000 |
3.648 |
|
1.618 |
3.521 |
|
2.618 |
3.316 |
|
4.250 |
2.982 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.990 |
3.978 |
| PP |
3.973 |
3.949 |
| S1 |
3.956 |
3.920 |
|