NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.415 |
4.388 |
-0.027 |
-0.6% |
3.960 |
| High |
4.454 |
4.515 |
0.061 |
1.4% |
4.332 |
| Low |
4.291 |
4.333 |
0.042 |
1.0% |
3.853 |
| Close |
4.415 |
4.388 |
-0.027 |
-0.6% |
4.324 |
| Range |
0.163 |
0.182 |
0.019 |
11.7% |
0.479 |
| ATR |
0.160 |
0.162 |
0.002 |
1.0% |
0.000 |
| Volume |
99,105 |
95,899 |
-3,206 |
-3.2% |
408,009 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.958 |
4.855 |
4.488 |
|
| R3 |
4.776 |
4.673 |
4.438 |
|
| R2 |
4.594 |
4.594 |
4.421 |
|
| R1 |
4.491 |
4.491 |
4.405 |
4.479 |
| PP |
4.412 |
4.412 |
4.412 |
4.406 |
| S1 |
4.309 |
4.309 |
4.371 |
4.297 |
| S2 |
4.230 |
4.230 |
4.355 |
|
| S3 |
4.048 |
4.127 |
4.338 |
|
| S4 |
3.866 |
3.945 |
4.288 |
|
|
| 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 |
4.515 |
4.035 |
0.480 |
10.9% |
0.177 |
4.0% |
74% |
True |
False |
89,243 |
| 10 |
4.515 |
3.853 |
0.662 |
15.1% |
0.180 |
4.1% |
81% |
True |
False |
88,517 |
| 20 |
4.515 |
3.853 |
0.662 |
15.1% |
0.180 |
4.1% |
81% |
True |
False |
71,233 |
| 40 |
4.515 |
3.853 |
0.662 |
15.1% |
0.142 |
3.2% |
81% |
True |
False |
56,635 |
| 60 |
4.681 |
3.853 |
0.828 |
18.9% |
0.134 |
3.1% |
65% |
False |
False |
45,342 |
| 80 |
5.350 |
3.853 |
1.497 |
34.1% |
0.127 |
2.9% |
36% |
False |
False |
38,078 |
| 100 |
5.519 |
3.853 |
1.666 |
38.0% |
0.126 |
2.9% |
32% |
False |
False |
33,556 |
| 120 |
5.949 |
3.853 |
2.096 |
47.8% |
0.128 |
2.9% |
26% |
False |
False |
30,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.289 |
|
2.618 |
4.991 |
|
1.618 |
4.809 |
|
1.000 |
4.697 |
|
0.618 |
4.627 |
|
HIGH |
4.515 |
|
0.618 |
4.445 |
|
0.500 |
4.424 |
|
0.382 |
4.403 |
|
LOW |
4.333 |
|
0.618 |
4.221 |
|
1.000 |
4.151 |
|
1.618 |
4.039 |
|
2.618 |
3.857 |
|
4.250 |
3.560 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.424 |
4.400 |
| PP |
4.412 |
4.396 |
| S1 |
4.400 |
4.392 |
|