NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.320 |
4.425 |
0.105 |
2.4% |
4.005 |
| High |
4.443 |
4.455 |
0.012 |
0.3% |
4.330 |
| Low |
4.292 |
4.303 |
0.011 |
0.3% |
3.913 |
| Close |
4.435 |
4.421 |
-0.014 |
-0.3% |
4.320 |
| Range |
0.151 |
0.152 |
0.001 |
0.7% |
0.417 |
| ATR |
0.148 |
0.149 |
0.000 |
0.2% |
0.000 |
| Volume |
23,613 |
27,630 |
4,017 |
17.0% |
90,620 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.849 |
4.787 |
4.505 |
|
| R3 |
4.697 |
4.635 |
4.463 |
|
| R2 |
4.545 |
4.545 |
4.449 |
|
| R1 |
4.483 |
4.483 |
4.435 |
4.438 |
| PP |
4.393 |
4.393 |
4.393 |
4.371 |
| S1 |
4.331 |
4.331 |
4.407 |
4.286 |
| S2 |
4.241 |
4.241 |
4.393 |
|
| S3 |
4.089 |
4.179 |
4.379 |
|
| S4 |
3.937 |
4.027 |
4.337 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.439 |
5.296 |
4.549 |
|
| R3 |
5.022 |
4.879 |
4.435 |
|
| R2 |
4.605 |
4.605 |
4.396 |
|
| R1 |
4.462 |
4.462 |
4.358 |
4.534 |
| PP |
4.188 |
4.188 |
4.188 |
4.223 |
| S1 |
4.045 |
4.045 |
4.282 |
4.117 |
| S2 |
3.771 |
3.771 |
4.244 |
|
| S3 |
3.354 |
3.628 |
4.205 |
|
| S4 |
2.937 |
3.211 |
4.091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.455 |
3.983 |
0.472 |
10.7% |
0.175 |
4.0% |
93% |
True |
False |
22,197 |
| 10 |
4.455 |
3.913 |
0.542 |
12.3% |
0.167 |
3.8% |
94% |
True |
False |
21,594 |
| 20 |
4.455 |
3.913 |
0.542 |
12.3% |
0.163 |
3.7% |
94% |
True |
False |
21,664 |
| 40 |
4.455 |
3.894 |
0.561 |
12.7% |
0.130 |
2.9% |
94% |
True |
False |
17,295 |
| 60 |
4.678 |
3.894 |
0.784 |
17.7% |
0.122 |
2.8% |
67% |
False |
False |
13,251 |
| 80 |
5.327 |
3.894 |
1.433 |
32.4% |
0.117 |
2.6% |
37% |
False |
False |
10,729 |
| 100 |
5.560 |
3.894 |
1.666 |
37.7% |
0.115 |
2.6% |
32% |
False |
False |
8,970 |
| 120 |
5.861 |
3.894 |
1.967 |
44.5% |
0.116 |
2.6% |
27% |
False |
False |
7,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.101 |
|
2.618 |
4.853 |
|
1.618 |
4.701 |
|
1.000 |
4.607 |
|
0.618 |
4.549 |
|
HIGH |
4.455 |
|
0.618 |
4.397 |
|
0.500 |
4.379 |
|
0.382 |
4.361 |
|
LOW |
4.303 |
|
0.618 |
4.209 |
|
1.000 |
4.151 |
|
1.618 |
4.057 |
|
2.618 |
3.905 |
|
4.250 |
3.657 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.407 |
4.382 |
| PP |
4.393 |
4.343 |
| S1 |
4.379 |
4.304 |
|