NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.255 |
4.120 |
-0.135 |
-3.2% |
4.174 |
| High |
4.321 |
4.133 |
-0.188 |
-4.4% |
4.411 |
| Low |
4.108 |
3.974 |
-0.134 |
-3.3% |
3.974 |
| Close |
4.111 |
3.982 |
-0.129 |
-3.1% |
3.982 |
| Range |
0.213 |
0.159 |
-0.054 |
-25.4% |
0.437 |
| ATR |
0.148 |
0.148 |
0.001 |
0.6% |
0.000 |
| Volume |
98,789 |
97,822 |
-967 |
-1.0% |
413,434 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.507 |
4.403 |
4.069 |
|
| R3 |
4.348 |
4.244 |
4.026 |
|
| R2 |
4.189 |
4.189 |
4.011 |
|
| R1 |
4.085 |
4.085 |
3.997 |
4.058 |
| PP |
4.030 |
4.030 |
4.030 |
4.016 |
| S1 |
3.926 |
3.926 |
3.967 |
3.899 |
| S2 |
3.871 |
3.871 |
3.953 |
|
| S3 |
3.712 |
3.767 |
3.938 |
|
| S4 |
3.553 |
3.608 |
3.895 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.433 |
5.145 |
4.222 |
|
| R3 |
4.996 |
4.708 |
4.102 |
|
| R2 |
4.559 |
4.559 |
4.062 |
|
| R1 |
4.271 |
4.271 |
4.022 |
4.197 |
| PP |
4.122 |
4.122 |
4.122 |
4.085 |
| S1 |
3.834 |
3.834 |
3.942 |
3.760 |
| S2 |
3.685 |
3.685 |
3.902 |
|
| S3 |
3.248 |
3.397 |
3.862 |
|
| S4 |
2.811 |
2.960 |
3.742 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.411 |
3.974 |
0.437 |
11.0% |
0.175 |
4.4% |
2% |
False |
True |
82,686 |
| 10 |
4.411 |
3.974 |
0.437 |
11.0% |
0.171 |
4.3% |
2% |
False |
True |
65,704 |
| 20 |
4.411 |
3.868 |
0.543 |
13.6% |
0.150 |
3.8% |
21% |
False |
False |
49,833 |
| 40 |
4.616 |
3.868 |
0.748 |
18.8% |
0.129 |
3.2% |
15% |
False |
False |
43,561 |
| 60 |
4.819 |
3.868 |
0.951 |
23.9% |
0.123 |
3.1% |
12% |
False |
False |
35,937 |
| 80 |
5.468 |
3.868 |
1.600 |
40.2% |
0.122 |
3.1% |
7% |
False |
False |
31,172 |
| 100 |
5.750 |
3.868 |
1.882 |
47.3% |
0.123 |
3.1% |
6% |
False |
False |
27,589 |
| 120 |
5.949 |
3.868 |
2.081 |
52.3% |
0.126 |
3.2% |
5% |
False |
False |
25,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.809 |
|
2.618 |
4.549 |
|
1.618 |
4.390 |
|
1.000 |
4.292 |
|
0.618 |
4.231 |
|
HIGH |
4.133 |
|
0.618 |
4.072 |
|
0.500 |
4.054 |
|
0.382 |
4.035 |
|
LOW |
3.974 |
|
0.618 |
3.876 |
|
1.000 |
3.815 |
|
1.618 |
3.717 |
|
2.618 |
3.558 |
|
4.250 |
3.298 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.054 |
4.193 |
| PP |
4.030 |
4.122 |
| S1 |
4.006 |
4.052 |
|