NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.165 |
4.284 |
0.119 |
2.9% |
3.940 |
| High |
4.293 |
4.407 |
0.114 |
2.7% |
4.293 |
| Low |
4.103 |
4.106 |
0.003 |
0.1% |
3.894 |
| Close |
4.275 |
4.113 |
-0.162 |
-3.8% |
4.275 |
| Range |
0.190 |
0.301 |
0.111 |
58.4% |
0.399 |
| ATR |
0.118 |
0.131 |
0.013 |
11.0% |
0.000 |
| Volume |
14,099 |
24,100 |
10,001 |
70.9% |
50,567 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.112 |
4.913 |
4.279 |
|
| R3 |
4.811 |
4.612 |
4.196 |
|
| R2 |
4.510 |
4.510 |
4.168 |
|
| R1 |
4.311 |
4.311 |
4.141 |
4.260 |
| PP |
4.209 |
4.209 |
4.209 |
4.183 |
| S1 |
4.010 |
4.010 |
4.085 |
3.959 |
| S2 |
3.908 |
3.908 |
4.058 |
|
| S3 |
3.607 |
3.709 |
4.030 |
|
| S4 |
3.306 |
3.408 |
3.947 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.351 |
5.212 |
4.494 |
|
| R3 |
4.952 |
4.813 |
4.385 |
|
| R2 |
4.553 |
4.553 |
4.348 |
|
| R1 |
4.414 |
4.414 |
4.312 |
4.484 |
| PP |
4.154 |
4.154 |
4.154 |
4.189 |
| S1 |
4.015 |
4.015 |
4.238 |
4.085 |
| S2 |
3.755 |
3.755 |
4.202 |
|
| S3 |
3.356 |
3.616 |
4.165 |
|
| S4 |
2.957 |
3.217 |
4.056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.407 |
3.953 |
0.454 |
11.0% |
0.188 |
4.6% |
35% |
True |
False |
13,082 |
| 10 |
4.407 |
3.894 |
0.513 |
12.5% |
0.149 |
3.6% |
43% |
True |
False |
11,628 |
| 20 |
4.415 |
3.894 |
0.521 |
12.7% |
0.121 |
2.9% |
42% |
False |
False |
14,014 |
| 40 |
4.678 |
3.894 |
0.784 |
19.1% |
0.112 |
2.7% |
28% |
False |
False |
9,897 |
| 60 |
5.147 |
3.894 |
1.253 |
30.5% |
0.107 |
2.6% |
17% |
False |
False |
7,838 |
| 80 |
5.434 |
3.894 |
1.540 |
37.4% |
0.107 |
2.6% |
14% |
False |
False |
6,427 |
| 100 |
5.861 |
3.894 |
1.967 |
47.8% |
0.110 |
2.7% |
11% |
False |
False |
5,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.686 |
|
2.618 |
5.195 |
|
1.618 |
4.894 |
|
1.000 |
4.708 |
|
0.618 |
4.593 |
|
HIGH |
4.407 |
|
0.618 |
4.292 |
|
0.500 |
4.257 |
|
0.382 |
4.221 |
|
LOW |
4.106 |
|
0.618 |
3.920 |
|
1.000 |
3.805 |
|
1.618 |
3.619 |
|
2.618 |
3.318 |
|
4.250 |
2.827 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.257 |
4.180 |
| PP |
4.209 |
4.158 |
| S1 |
4.161 |
4.135 |
|