NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.146 |
4.255 |
0.109 |
2.6% |
3.935 |
| High |
4.285 |
4.402 |
0.117 |
2.7% |
4.285 |
| Low |
4.080 |
4.079 |
-0.001 |
0.0% |
3.868 |
| Close |
4.265 |
4.086 |
-0.179 |
-4.2% |
4.265 |
| Range |
0.205 |
0.323 |
0.118 |
57.6% |
0.417 |
| ATR |
0.125 |
0.139 |
0.014 |
11.3% |
0.000 |
| Volume |
50,394 |
58,637 |
8,243 |
16.4% |
172,598 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.158 |
4.945 |
4.264 |
|
| R3 |
4.835 |
4.622 |
4.175 |
|
| R2 |
4.512 |
4.512 |
4.145 |
|
| R1 |
4.299 |
4.299 |
4.116 |
4.244 |
| PP |
4.189 |
4.189 |
4.189 |
4.162 |
| S1 |
3.976 |
3.976 |
4.056 |
3.921 |
| S2 |
3.866 |
3.866 |
4.027 |
|
| S3 |
3.543 |
3.653 |
3.997 |
|
| S4 |
3.220 |
3.330 |
3.908 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.390 |
5.245 |
4.494 |
|
| R3 |
4.973 |
4.828 |
4.380 |
|
| R2 |
4.556 |
4.556 |
4.341 |
|
| R1 |
4.411 |
4.411 |
4.303 |
4.484 |
| PP |
4.139 |
4.139 |
4.139 |
4.176 |
| S1 |
3.994 |
3.994 |
4.227 |
4.067 |
| S2 |
3.722 |
3.722 |
4.189 |
|
| S3 |
3.305 |
3.577 |
4.150 |
|
| S4 |
2.888 |
3.160 |
4.036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.402 |
3.916 |
0.486 |
11.9% |
0.202 |
4.9% |
35% |
True |
False |
41,469 |
| 10 |
4.402 |
3.868 |
0.534 |
13.1% |
0.156 |
3.8% |
41% |
True |
False |
36,455 |
| 20 |
4.402 |
3.868 |
0.534 |
13.1% |
0.128 |
3.1% |
41% |
True |
False |
45,713 |
| 40 |
4.681 |
3.868 |
0.813 |
19.9% |
0.122 |
3.0% |
27% |
False |
False |
34,062 |
| 60 |
5.182 |
3.868 |
1.314 |
32.2% |
0.117 |
2.9% |
17% |
False |
False |
28,479 |
| 80 |
5.468 |
3.868 |
1.600 |
39.2% |
0.117 |
2.9% |
14% |
False |
False |
25,263 |
| 100 |
5.949 |
3.868 |
2.081 |
50.9% |
0.121 |
3.0% |
10% |
False |
False |
22,792 |
| 120 |
5.949 |
3.868 |
2.081 |
50.9% |
0.124 |
3.0% |
10% |
False |
False |
20,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.775 |
|
2.618 |
5.248 |
|
1.618 |
4.925 |
|
1.000 |
4.725 |
|
0.618 |
4.602 |
|
HIGH |
4.402 |
|
0.618 |
4.279 |
|
0.500 |
4.241 |
|
0.382 |
4.202 |
|
LOW |
4.079 |
|
0.618 |
3.879 |
|
1.000 |
3.756 |
|
1.618 |
3.556 |
|
2.618 |
3.233 |
|
4.250 |
2.706 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.241 |
4.159 |
| PP |
4.189 |
4.135 |
| S1 |
4.138 |
4.110 |
|