NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.385 |
4.255 |
-0.130 |
-3.0% |
4.255 |
| High |
4.411 |
4.321 |
-0.090 |
-2.0% |
4.402 |
| Low |
4.212 |
4.108 |
-0.104 |
-2.5% |
3.998 |
| Close |
4.239 |
4.111 |
-0.128 |
-3.0% |
4.176 |
| Range |
0.199 |
0.213 |
0.014 |
7.0% |
0.404 |
| ATR |
0.143 |
0.148 |
0.005 |
3.5% |
0.000 |
| Volume |
82,706 |
98,789 |
16,083 |
19.4% |
243,608 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.819 |
4.678 |
4.228 |
|
| R3 |
4.606 |
4.465 |
4.170 |
|
| R2 |
4.393 |
4.393 |
4.150 |
|
| R1 |
4.252 |
4.252 |
4.131 |
4.216 |
| PP |
4.180 |
4.180 |
4.180 |
4.162 |
| S1 |
4.039 |
4.039 |
4.091 |
4.003 |
| S2 |
3.967 |
3.967 |
4.072 |
|
| S3 |
3.754 |
3.826 |
4.052 |
|
| S4 |
3.541 |
3.613 |
3.994 |
|
|
| 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 |
4.411 |
4.096 |
0.315 |
7.7% |
0.162 |
3.9% |
5% |
False |
False |
75,308 |
| 10 |
4.411 |
3.998 |
0.413 |
10.0% |
0.176 |
4.3% |
27% |
False |
False |
60,961 |
| 20 |
4.411 |
3.868 |
0.543 |
13.2% |
0.147 |
3.6% |
45% |
False |
False |
47,184 |
| 40 |
4.631 |
3.868 |
0.763 |
18.6% |
0.128 |
3.1% |
32% |
False |
False |
41,804 |
| 60 |
4.975 |
3.868 |
1.107 |
26.9% |
0.124 |
3.0% |
22% |
False |
False |
34,485 |
| 80 |
5.468 |
3.868 |
1.600 |
38.9% |
0.121 |
3.0% |
15% |
False |
False |
30,107 |
| 100 |
5.750 |
3.868 |
1.882 |
45.8% |
0.122 |
3.0% |
13% |
False |
False |
26,710 |
| 120 |
5.949 |
3.868 |
2.081 |
50.6% |
0.126 |
3.1% |
12% |
False |
False |
24,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.226 |
|
2.618 |
4.879 |
|
1.618 |
4.666 |
|
1.000 |
4.534 |
|
0.618 |
4.453 |
|
HIGH |
4.321 |
|
0.618 |
4.240 |
|
0.500 |
4.215 |
|
0.382 |
4.189 |
|
LOW |
4.108 |
|
0.618 |
3.976 |
|
1.000 |
3.895 |
|
1.618 |
3.763 |
|
2.618 |
3.550 |
|
4.250 |
3.203 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.215 |
4.260 |
| PP |
4.180 |
4.210 |
| S1 |
4.146 |
4.161 |
|