NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.306 |
4.140 |
-0.166 |
-3.9% |
4.219 |
| High |
4.329 |
4.144 |
-0.185 |
-4.3% |
4.406 |
| Low |
4.129 |
3.995 |
-0.134 |
-3.2% |
3.995 |
| Close |
4.131 |
4.001 |
-0.130 |
-3.1% |
4.001 |
| Range |
0.200 |
0.149 |
-0.051 |
-25.5% |
0.411 |
| ATR |
0.138 |
0.139 |
0.001 |
0.6% |
0.000 |
| Volume |
25,543 |
24,271 |
-1,272 |
-5.0% |
135,903 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.494 |
4.396 |
4.083 |
|
| R3 |
4.345 |
4.247 |
4.042 |
|
| R2 |
4.196 |
4.196 |
4.028 |
|
| R1 |
4.098 |
4.098 |
4.015 |
4.073 |
| PP |
4.047 |
4.047 |
4.047 |
4.034 |
| S1 |
3.949 |
3.949 |
3.987 |
3.924 |
| S2 |
3.898 |
3.898 |
3.974 |
|
| S3 |
3.749 |
3.800 |
3.960 |
|
| S4 |
3.600 |
3.651 |
3.919 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.367 |
5.095 |
4.227 |
|
| R3 |
4.956 |
4.684 |
4.114 |
|
| R2 |
4.545 |
4.545 |
4.076 |
|
| R1 |
4.273 |
4.273 |
4.039 |
4.204 |
| PP |
4.134 |
4.134 |
4.134 |
4.099 |
| S1 |
3.862 |
3.862 |
3.963 |
3.793 |
| S2 |
3.723 |
3.723 |
3.926 |
|
| S3 |
3.312 |
3.451 |
3.888 |
|
| S4 |
2.901 |
3.040 |
3.775 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.406 |
3.995 |
0.411 |
10.3% |
0.163 |
4.1% |
1% |
False |
True |
27,180 |
| 10 |
4.407 |
3.995 |
0.412 |
10.3% |
0.159 |
4.0% |
1% |
False |
True |
25,810 |
| 20 |
4.407 |
3.894 |
0.513 |
12.8% |
0.141 |
3.5% |
21% |
False |
False |
18,089 |
| 40 |
4.600 |
3.894 |
0.706 |
17.6% |
0.119 |
3.0% |
15% |
False |
False |
14,575 |
| 60 |
4.777 |
3.894 |
0.883 |
22.1% |
0.113 |
2.8% |
12% |
False |
False |
11,299 |
| 80 |
5.434 |
3.894 |
1.540 |
38.5% |
0.112 |
2.8% |
7% |
False |
False |
9,138 |
| 100 |
5.687 |
3.894 |
1.793 |
44.8% |
0.112 |
2.8% |
6% |
False |
False |
7,678 |
| 120 |
5.861 |
3.894 |
1.967 |
49.2% |
0.114 |
2.9% |
5% |
False |
False |
6,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.777 |
|
2.618 |
4.534 |
|
1.618 |
4.385 |
|
1.000 |
4.293 |
|
0.618 |
4.236 |
|
HIGH |
4.144 |
|
0.618 |
4.087 |
|
0.500 |
4.070 |
|
0.382 |
4.052 |
|
LOW |
3.995 |
|
0.618 |
3.903 |
|
1.000 |
3.846 |
|
1.618 |
3.754 |
|
2.618 |
3.605 |
|
4.250 |
3.362 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.070 |
4.201 |
| PP |
4.047 |
4.134 |
| S1 |
4.024 |
4.068 |
|