NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 22-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.190 |
4.325 |
0.135 |
3.2% |
3.960 |
| High |
4.332 |
4.448 |
0.116 |
2.7% |
4.332 |
| Low |
4.148 |
4.285 |
0.137 |
3.3% |
3.853 |
| Close |
4.324 |
4.432 |
0.108 |
2.5% |
4.324 |
| Range |
0.184 |
0.163 |
-0.021 |
-11.4% |
0.479 |
| ATR |
0.160 |
0.160 |
0.000 |
0.2% |
0.000 |
| Volume |
91,751 |
85,548 |
-6,203 |
-6.8% |
408,009 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.877 |
4.818 |
4.522 |
|
| R3 |
4.714 |
4.655 |
4.477 |
|
| R2 |
4.551 |
4.551 |
4.462 |
|
| R1 |
4.492 |
4.492 |
4.447 |
4.522 |
| PP |
4.388 |
4.388 |
4.388 |
4.403 |
| S1 |
4.329 |
4.329 |
4.417 |
4.359 |
| S2 |
4.225 |
4.225 |
4.402 |
|
| S3 |
4.062 |
4.166 |
4.387 |
|
| S4 |
3.899 |
4.003 |
4.342 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.607 |
5.444 |
4.587 |
|
| R3 |
5.128 |
4.965 |
4.456 |
|
| R2 |
4.649 |
4.649 |
4.412 |
|
| R1 |
4.486 |
4.486 |
4.368 |
4.568 |
| PP |
4.170 |
4.170 |
4.170 |
4.210 |
| S1 |
4.007 |
4.007 |
4.280 |
4.089 |
| S2 |
3.691 |
3.691 |
4.236 |
|
| S3 |
3.212 |
3.528 |
4.192 |
|
| S4 |
2.733 |
3.049 |
4.061 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.448 |
3.964 |
0.484 |
10.9% |
0.178 |
4.0% |
97% |
True |
False |
80,613 |
| 10 |
4.448 |
3.853 |
0.595 |
13.4% |
0.181 |
4.1% |
97% |
True |
False |
84,606 |
| 20 |
4.448 |
3.853 |
0.595 |
13.4% |
0.174 |
3.9% |
97% |
True |
False |
64,965 |
| 40 |
4.448 |
3.853 |
0.595 |
13.4% |
0.137 |
3.1% |
97% |
True |
False |
53,001 |
| 60 |
4.681 |
3.853 |
0.828 |
18.7% |
0.133 |
3.0% |
70% |
False |
False |
42,637 |
| 80 |
5.468 |
3.853 |
1.615 |
36.4% |
0.127 |
2.9% |
36% |
False |
False |
36,060 |
| 100 |
5.593 |
3.853 |
1.740 |
39.3% |
0.125 |
2.8% |
33% |
False |
False |
31,899 |
| 120 |
5.949 |
3.853 |
2.096 |
47.3% |
0.128 |
2.9% |
28% |
False |
False |
28,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.141 |
|
2.618 |
4.875 |
|
1.618 |
4.712 |
|
1.000 |
4.611 |
|
0.618 |
4.549 |
|
HIGH |
4.448 |
|
0.618 |
4.386 |
|
0.500 |
4.367 |
|
0.382 |
4.347 |
|
LOW |
4.285 |
|
0.618 |
4.184 |
|
1.000 |
4.122 |
|
1.618 |
4.021 |
|
2.618 |
3.858 |
|
4.250 |
3.592 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.410 |
4.369 |
| PP |
4.388 |
4.305 |
| S1 |
4.367 |
4.242 |
|