NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 29-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.388 |
4.398 |
0.010 |
0.2% |
4.325 |
| High |
4.482 |
4.487 |
0.005 |
0.1% |
4.515 |
| Low |
4.352 |
4.166 |
-0.186 |
-4.3% |
4.285 |
| Close |
4.399 |
4.210 |
-0.189 |
-4.3% |
4.399 |
| Range |
0.130 |
0.321 |
0.191 |
146.9% |
0.230 |
| ATR |
0.159 |
0.171 |
0.012 |
7.2% |
0.000 |
| Volume |
117,367 |
126,149 |
8,782 |
7.5% |
397,919 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.251 |
5.051 |
4.387 |
|
| R3 |
4.930 |
4.730 |
4.298 |
|
| R2 |
4.609 |
4.609 |
4.269 |
|
| R1 |
4.409 |
4.409 |
4.239 |
4.349 |
| PP |
4.288 |
4.288 |
4.288 |
4.257 |
| S1 |
4.088 |
4.088 |
4.181 |
4.028 |
| S2 |
3.967 |
3.967 |
4.151 |
|
| S3 |
3.646 |
3.767 |
4.122 |
|
| S4 |
3.325 |
3.446 |
4.033 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.090 |
4.974 |
4.526 |
|
| R3 |
4.860 |
4.744 |
4.462 |
|
| R2 |
4.630 |
4.630 |
4.441 |
|
| R1 |
4.514 |
4.514 |
4.420 |
4.572 |
| PP |
4.400 |
4.400 |
4.400 |
4.429 |
| S1 |
4.284 |
4.284 |
4.378 |
4.342 |
| S2 |
4.170 |
4.170 |
4.357 |
|
| S3 |
3.940 |
4.054 |
4.336 |
|
| S4 |
3.710 |
3.824 |
4.273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.515 |
4.166 |
0.349 |
8.3% |
0.192 |
4.6% |
13% |
False |
True |
104,813 |
| 10 |
4.515 |
3.853 |
0.662 |
15.7% |
0.188 |
4.5% |
54% |
False |
False |
93,207 |
| 20 |
4.515 |
3.853 |
0.662 |
15.7% |
0.180 |
4.3% |
54% |
False |
False |
79,455 |
| 40 |
4.515 |
3.853 |
0.662 |
15.7% |
0.147 |
3.5% |
54% |
False |
False |
61,729 |
| 60 |
4.681 |
3.853 |
0.828 |
19.7% |
0.138 |
3.3% |
43% |
False |
False |
48,657 |
| 80 |
5.207 |
3.853 |
1.354 |
32.2% |
0.130 |
3.1% |
26% |
False |
False |
40,742 |
| 100 |
5.468 |
3.853 |
1.615 |
38.4% |
0.127 |
3.0% |
22% |
False |
False |
35,722 |
| 120 |
5.949 |
3.853 |
2.096 |
49.8% |
0.129 |
3.1% |
17% |
False |
False |
31,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.851 |
|
2.618 |
5.327 |
|
1.618 |
5.006 |
|
1.000 |
4.808 |
|
0.618 |
4.685 |
|
HIGH |
4.487 |
|
0.618 |
4.364 |
|
0.500 |
4.327 |
|
0.382 |
4.289 |
|
LOW |
4.166 |
|
0.618 |
3.968 |
|
1.000 |
3.845 |
|
1.618 |
3.647 |
|
2.618 |
3.326 |
|
4.250 |
2.802 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.327 |
4.341 |
| PP |
4.288 |
4.297 |
| S1 |
4.249 |
4.254 |
|