NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 22-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.023 |
4.162 |
0.139 |
3.5% |
3.780 |
| High |
4.175 |
4.293 |
0.118 |
2.8% |
4.175 |
| Low |
3.975 |
4.125 |
0.150 |
3.8% |
3.710 |
| Close |
4.164 |
4.271 |
0.107 |
2.6% |
4.164 |
| Range |
0.200 |
0.168 |
-0.032 |
-16.0% |
0.465 |
| ATR |
0.172 |
0.172 |
0.000 |
-0.2% |
0.000 |
| Volume |
109,167 |
95,536 |
-13,631 |
-12.5% |
604,757 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.734 |
4.670 |
4.363 |
|
| R3 |
4.566 |
4.502 |
4.317 |
|
| R2 |
4.398 |
4.398 |
4.302 |
|
| R1 |
4.334 |
4.334 |
4.286 |
4.366 |
| PP |
4.230 |
4.230 |
4.230 |
4.246 |
| S1 |
4.166 |
4.166 |
4.256 |
4.198 |
| S2 |
4.062 |
4.062 |
4.240 |
|
| S3 |
3.894 |
3.998 |
4.225 |
|
| S4 |
3.726 |
3.830 |
4.179 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.411 |
5.253 |
4.420 |
|
| R3 |
4.946 |
4.788 |
4.292 |
|
| R2 |
4.481 |
4.481 |
4.249 |
|
| R1 |
4.323 |
4.323 |
4.207 |
4.402 |
| PP |
4.016 |
4.016 |
4.016 |
4.056 |
| S1 |
3.858 |
3.858 |
4.121 |
3.937 |
| S2 |
3.551 |
3.551 |
4.079 |
|
| S3 |
3.086 |
3.393 |
4.036 |
|
| S4 |
2.621 |
2.928 |
3.908 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.293 |
3.782 |
0.511 |
12.0% |
0.190 |
4.5% |
96% |
True |
False |
114,843 |
| 10 |
4.293 |
3.710 |
0.583 |
13.7% |
0.187 |
4.4% |
96% |
True |
False |
121,553 |
| 20 |
4.293 |
3.656 |
0.637 |
14.9% |
0.187 |
4.4% |
97% |
True |
False |
119,939 |
| 40 |
4.293 |
3.500 |
0.793 |
18.6% |
0.151 |
3.5% |
97% |
True |
False |
86,828 |
| 60 |
4.522 |
3.500 |
1.022 |
23.9% |
0.144 |
3.4% |
75% |
False |
False |
66,060 |
| 80 |
5.336 |
3.500 |
1.836 |
43.0% |
0.137 |
3.2% |
42% |
False |
False |
54,077 |
| 100 |
5.447 |
3.500 |
1.947 |
45.6% |
0.134 |
3.1% |
40% |
False |
False |
45,436 |
| 120 |
5.762 |
3.500 |
2.262 |
53.0% |
0.136 |
3.2% |
34% |
False |
False |
39,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.007 |
|
2.618 |
4.733 |
|
1.618 |
4.565 |
|
1.000 |
4.461 |
|
0.618 |
4.397 |
|
HIGH |
4.293 |
|
0.618 |
4.229 |
|
0.500 |
4.209 |
|
0.382 |
4.189 |
|
LOW |
4.125 |
|
0.618 |
4.021 |
|
1.000 |
3.957 |
|
1.618 |
3.853 |
|
2.618 |
3.685 |
|
4.250 |
3.411 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.250 |
4.205 |
| PP |
4.230 |
4.139 |
| S1 |
4.209 |
4.073 |
|