NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.005 |
4.045 |
0.040 |
1.0% |
4.219 |
| High |
4.057 |
4.098 |
0.041 |
1.0% |
4.406 |
| Low |
3.913 |
3.977 |
0.064 |
1.6% |
3.995 |
| Close |
4.039 |
4.001 |
-0.038 |
-0.9% |
4.001 |
| Range |
0.144 |
0.121 |
-0.023 |
-16.0% |
0.411 |
| ATR |
0.139 |
0.138 |
-0.001 |
-0.9% |
0.000 |
| Volume |
14,897 |
15,981 |
1,084 |
7.3% |
135,903 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.388 |
4.316 |
4.068 |
|
| R3 |
4.267 |
4.195 |
4.034 |
|
| R2 |
4.146 |
4.146 |
4.023 |
|
| R1 |
4.074 |
4.074 |
4.012 |
4.050 |
| PP |
4.025 |
4.025 |
4.025 |
4.013 |
| S1 |
3.953 |
3.953 |
3.990 |
3.929 |
| S2 |
3.904 |
3.904 |
3.979 |
|
| S3 |
3.783 |
3.832 |
3.968 |
|
| S4 |
3.662 |
3.711 |
3.934 |
|
|
| 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 |
3.913 |
0.493 |
12.3% |
0.159 |
4.0% |
18% |
False |
False |
20,991 |
| 10 |
4.406 |
3.913 |
0.493 |
12.3% |
0.140 |
3.5% |
18% |
False |
False |
24,577 |
| 20 |
4.407 |
3.894 |
0.513 |
12.8% |
0.149 |
3.7% |
21% |
False |
False |
18,569 |
| 40 |
4.600 |
3.894 |
0.706 |
17.6% |
0.120 |
3.0% |
15% |
False |
False |
15,119 |
| 60 |
4.678 |
3.894 |
0.784 |
19.6% |
0.116 |
2.9% |
14% |
False |
False |
11,739 |
| 80 |
5.434 |
3.894 |
1.540 |
38.5% |
0.113 |
2.8% |
7% |
False |
False |
9,498 |
| 100 |
5.639 |
3.894 |
1.745 |
43.6% |
0.113 |
2.8% |
6% |
False |
False |
7,959 |
| 120 |
5.861 |
3.894 |
1.967 |
49.2% |
0.115 |
2.9% |
5% |
False |
False |
6,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.612 |
|
2.618 |
4.415 |
|
1.618 |
4.294 |
|
1.000 |
4.219 |
|
0.618 |
4.173 |
|
HIGH |
4.098 |
|
0.618 |
4.052 |
|
0.500 |
4.038 |
|
0.382 |
4.023 |
|
LOW |
3.977 |
|
0.618 |
3.902 |
|
1.000 |
3.856 |
|
1.618 |
3.781 |
|
2.618 |
3.660 |
|
4.250 |
3.463 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.038 |
4.029 |
| PP |
4.025 |
4.019 |
| S1 |
4.013 |
4.010 |
|