NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.045 |
4.005 |
-0.040 |
-1.0% |
4.219 |
| High |
4.098 |
4.195 |
0.097 |
2.4% |
4.406 |
| Low |
3.977 |
3.983 |
0.006 |
0.2% |
3.995 |
| Close |
4.001 |
4.187 |
0.186 |
4.6% |
4.001 |
| Range |
0.121 |
0.212 |
0.091 |
75.2% |
0.411 |
| ATR |
0.138 |
0.143 |
0.005 |
3.8% |
0.000 |
| Volume |
15,981 |
12,859 |
-3,122 |
-19.5% |
135,903 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.758 |
4.684 |
4.304 |
|
| R3 |
4.546 |
4.472 |
4.245 |
|
| R2 |
4.334 |
4.334 |
4.226 |
|
| R1 |
4.260 |
4.260 |
4.206 |
4.297 |
| PP |
4.122 |
4.122 |
4.122 |
4.140 |
| S1 |
4.048 |
4.048 |
4.168 |
4.085 |
| S2 |
3.910 |
3.910 |
4.148 |
|
| S3 |
3.698 |
3.836 |
4.129 |
|
| S4 |
3.486 |
3.624 |
4.070 |
|
|
| 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 |
4.329 |
3.913 |
0.416 |
9.9% |
0.165 |
3.9% |
66% |
False |
False |
18,710 |
| 10 |
4.406 |
3.913 |
0.493 |
11.8% |
0.152 |
3.6% |
56% |
False |
False |
23,210 |
| 20 |
4.407 |
3.894 |
0.513 |
12.3% |
0.156 |
3.7% |
57% |
False |
False |
18,719 |
| 40 |
4.600 |
3.894 |
0.706 |
16.9% |
0.123 |
2.9% |
42% |
False |
False |
15,288 |
| 60 |
4.678 |
3.894 |
0.784 |
18.7% |
0.118 |
2.8% |
37% |
False |
False |
11,892 |
| 80 |
5.434 |
3.894 |
1.540 |
36.8% |
0.115 |
2.7% |
19% |
False |
False |
9,646 |
| 100 |
5.570 |
3.894 |
1.676 |
40.0% |
0.114 |
2.7% |
17% |
False |
False |
8,076 |
| 120 |
5.861 |
3.894 |
1.967 |
47.0% |
0.116 |
2.8% |
15% |
False |
False |
7,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.096 |
|
2.618 |
4.750 |
|
1.618 |
4.538 |
|
1.000 |
4.407 |
|
0.618 |
4.326 |
|
HIGH |
4.195 |
|
0.618 |
4.114 |
|
0.500 |
4.089 |
|
0.382 |
4.064 |
|
LOW |
3.983 |
|
0.618 |
3.852 |
|
1.000 |
3.771 |
|
1.618 |
3.640 |
|
2.618 |
3.428 |
|
4.250 |
3.082 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.154 |
4.143 |
| PP |
4.122 |
4.098 |
| S1 |
4.089 |
4.054 |
|