NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.049 |
4.018 |
-0.031 |
-0.8% |
4.174 |
| High |
4.092 |
4.198 |
0.106 |
2.6% |
4.411 |
| Low |
3.964 |
3.976 |
0.012 |
0.3% |
3.974 |
| Close |
3.994 |
4.190 |
0.196 |
4.9% |
3.982 |
| Range |
0.128 |
0.222 |
0.094 |
73.4% |
0.437 |
| ATR |
0.150 |
0.155 |
0.005 |
3.4% |
0.000 |
| Volume |
99,310 |
52,544 |
-46,766 |
-47.1% |
413,434 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.787 |
4.711 |
4.312 |
|
| R3 |
4.565 |
4.489 |
4.251 |
|
| R2 |
4.343 |
4.343 |
4.231 |
|
| R1 |
4.267 |
4.267 |
4.210 |
4.305 |
| PP |
4.121 |
4.121 |
4.121 |
4.141 |
| S1 |
4.045 |
4.045 |
4.170 |
4.083 |
| S2 |
3.899 |
3.899 |
4.149 |
|
| S3 |
3.677 |
3.823 |
4.129 |
|
| S4 |
3.455 |
3.601 |
4.068 |
|
|
| 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 |
4.321 |
3.853 |
0.468 |
11.2% |
0.184 |
4.4% |
72% |
False |
False |
87,791 |
| 10 |
4.411 |
3.853 |
0.558 |
13.3% |
0.166 |
4.0% |
60% |
False |
False |
74,599 |
| 20 |
4.411 |
3.853 |
0.558 |
13.3% |
0.168 |
4.0% |
60% |
False |
False |
56,904 |
| 40 |
4.616 |
3.853 |
0.763 |
18.2% |
0.134 |
3.2% |
44% |
False |
False |
48,184 |
| 60 |
4.681 |
3.853 |
0.828 |
19.8% |
0.129 |
3.1% |
41% |
False |
False |
39,326 |
| 80 |
5.468 |
3.853 |
1.615 |
38.5% |
0.125 |
3.0% |
21% |
False |
False |
33,808 |
| 100 |
5.624 |
3.853 |
1.771 |
42.3% |
0.125 |
3.0% |
19% |
False |
False |
29,759 |
| 120 |
5.949 |
3.853 |
2.096 |
50.0% |
0.128 |
3.1% |
16% |
False |
False |
26,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.142 |
|
2.618 |
4.779 |
|
1.618 |
4.557 |
|
1.000 |
4.420 |
|
0.618 |
4.335 |
|
HIGH |
4.198 |
|
0.618 |
4.113 |
|
0.500 |
4.087 |
|
0.382 |
4.061 |
|
LOW |
3.976 |
|
0.618 |
3.839 |
|
1.000 |
3.754 |
|
1.618 |
3.617 |
|
2.618 |
3.395 |
|
4.250 |
3.033 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.156 |
4.135 |
| PP |
4.121 |
4.080 |
| S1 |
4.087 |
4.026 |
|