NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.114 |
4.174 |
0.060 |
1.5% |
4.255 |
| High |
4.188 |
4.320 |
0.132 |
3.2% |
4.402 |
| Low |
4.096 |
4.170 |
0.074 |
1.8% |
3.998 |
| Close |
4.176 |
4.279 |
0.103 |
2.5% |
4.176 |
| Range |
0.092 |
0.150 |
0.058 |
63.0% |
0.404 |
| ATR |
0.136 |
0.137 |
0.001 |
0.7% |
0.000 |
| Volume |
60,928 |
60,928 |
0 |
0.0% |
243,608 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.706 |
4.643 |
4.362 |
|
| R3 |
4.556 |
4.493 |
4.320 |
|
| R2 |
4.406 |
4.406 |
4.307 |
|
| R1 |
4.343 |
4.343 |
4.293 |
4.375 |
| PP |
4.256 |
4.256 |
4.256 |
4.272 |
| S1 |
4.193 |
4.193 |
4.265 |
4.225 |
| S2 |
4.106 |
4.106 |
4.252 |
|
| S3 |
3.956 |
4.043 |
4.238 |
|
| S4 |
3.806 |
3.893 |
4.197 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.404 |
5.194 |
4.398 |
|
| R3 |
5.000 |
4.790 |
4.287 |
|
| R2 |
4.596 |
4.596 |
4.250 |
|
| R1 |
4.386 |
4.386 |
4.213 |
4.289 |
| PP |
4.192 |
4.192 |
4.192 |
4.144 |
| S1 |
3.982 |
3.982 |
4.139 |
3.885 |
| S2 |
3.788 |
3.788 |
4.102 |
|
| S3 |
3.384 |
3.578 |
4.065 |
|
| S4 |
2.980 |
3.174 |
3.954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.320 |
3.998 |
0.322 |
7.5% |
0.132 |
3.1% |
87% |
True |
False |
49,179 |
| 10 |
4.402 |
3.916 |
0.486 |
11.4% |
0.167 |
3.9% |
75% |
False |
False |
45,324 |
| 20 |
4.402 |
3.868 |
0.534 |
12.5% |
0.134 |
3.1% |
77% |
False |
False |
45,568 |
| 40 |
4.681 |
3.868 |
0.813 |
19.0% |
0.124 |
2.9% |
51% |
False |
False |
37,363 |
| 60 |
5.008 |
3.868 |
1.140 |
26.6% |
0.119 |
2.8% |
36% |
False |
False |
30,836 |
| 80 |
5.468 |
3.868 |
1.600 |
37.4% |
0.118 |
2.7% |
26% |
False |
False |
27,313 |
| 100 |
5.949 |
3.868 |
2.081 |
48.6% |
0.122 |
2.9% |
20% |
False |
False |
24,553 |
| 120 |
5.949 |
3.868 |
2.081 |
48.6% |
0.124 |
2.9% |
20% |
False |
False |
22,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.958 |
|
2.618 |
4.713 |
|
1.618 |
4.563 |
|
1.000 |
4.470 |
|
0.618 |
4.413 |
|
HIGH |
4.320 |
|
0.618 |
4.263 |
|
0.500 |
4.245 |
|
0.382 |
4.227 |
|
LOW |
4.170 |
|
0.618 |
4.077 |
|
1.000 |
4.020 |
|
1.618 |
3.927 |
|
2.618 |
3.777 |
|
4.250 |
3.533 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.268 |
4.239 |
| PP |
4.256 |
4.199 |
| S1 |
4.245 |
4.159 |
|