NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.018 |
4.177 |
0.159 |
4.0% |
4.174 |
| High |
4.198 |
4.226 |
0.028 |
0.7% |
4.411 |
| Low |
3.976 |
4.035 |
0.059 |
1.5% |
3.974 |
| Close |
4.190 |
4.183 |
-0.007 |
-0.2% |
3.982 |
| Range |
0.222 |
0.191 |
-0.031 |
-14.0% |
0.437 |
| ATR |
0.155 |
0.158 |
0.003 |
1.6% |
0.000 |
| Volume |
52,544 |
73,914 |
21,370 |
40.7% |
413,434 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.721 |
4.643 |
4.288 |
|
| R3 |
4.530 |
4.452 |
4.236 |
|
| R2 |
4.339 |
4.339 |
4.218 |
|
| R1 |
4.261 |
4.261 |
4.201 |
4.300 |
| PP |
4.148 |
4.148 |
4.148 |
4.168 |
| S1 |
4.070 |
4.070 |
4.165 |
4.109 |
| S2 |
3.957 |
3.957 |
4.148 |
|
| S3 |
3.766 |
3.879 |
4.130 |
|
| S4 |
3.575 |
3.688 |
4.078 |
|
|
| 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 |
4.226 |
3.853 |
0.373 |
8.9% |
0.179 |
4.3% |
88% |
True |
False |
82,816 |
| 10 |
4.411 |
3.853 |
0.558 |
13.3% |
0.171 |
4.1% |
59% |
False |
False |
79,062 |
| 20 |
4.411 |
3.853 |
0.558 |
13.3% |
0.169 |
4.0% |
59% |
False |
False |
59,239 |
| 40 |
4.550 |
3.853 |
0.697 |
16.7% |
0.135 |
3.2% |
47% |
False |
False |
49,489 |
| 60 |
4.681 |
3.853 |
0.828 |
19.8% |
0.130 |
3.1% |
40% |
False |
False |
40,365 |
| 80 |
5.468 |
3.853 |
1.615 |
38.6% |
0.126 |
3.0% |
20% |
False |
False |
34,607 |
| 100 |
5.611 |
3.853 |
1.758 |
42.0% |
0.125 |
3.0% |
19% |
False |
False |
30,408 |
| 120 |
5.949 |
3.853 |
2.096 |
50.1% |
0.128 |
3.1% |
16% |
False |
False |
27,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.038 |
|
2.618 |
4.726 |
|
1.618 |
4.535 |
|
1.000 |
4.417 |
|
0.618 |
4.344 |
|
HIGH |
4.226 |
|
0.618 |
4.153 |
|
0.500 |
4.131 |
|
0.382 |
4.108 |
|
LOW |
4.035 |
|
0.618 |
3.917 |
|
1.000 |
3.844 |
|
1.618 |
3.726 |
|
2.618 |
3.535 |
|
4.250 |
3.223 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.166 |
4.154 |
| PP |
4.148 |
4.124 |
| S1 |
4.131 |
4.095 |
|