NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.425 |
4.410 |
-0.015 |
-0.3% |
4.005 |
| High |
4.455 |
4.512 |
0.057 |
1.3% |
4.330 |
| Low |
4.303 |
4.345 |
0.042 |
1.0% |
3.913 |
| Close |
4.421 |
4.394 |
-0.027 |
-0.6% |
4.320 |
| Range |
0.152 |
0.167 |
0.015 |
9.9% |
0.417 |
| ATR |
0.149 |
0.150 |
0.001 |
0.9% |
0.000 |
| Volume |
27,630 |
24,068 |
-3,562 |
-12.9% |
90,620 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.918 |
4.823 |
4.486 |
|
| R3 |
4.751 |
4.656 |
4.440 |
|
| R2 |
4.584 |
4.584 |
4.425 |
|
| R1 |
4.489 |
4.489 |
4.409 |
4.453 |
| PP |
4.417 |
4.417 |
4.417 |
4.399 |
| S1 |
4.322 |
4.322 |
4.379 |
4.286 |
| S2 |
4.250 |
4.250 |
4.363 |
|
| S3 |
4.083 |
4.155 |
4.348 |
|
| S4 |
3.916 |
3.988 |
4.302 |
|
|
| 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 |
4.512 |
4.046 |
0.466 |
10.6% |
0.166 |
3.8% |
75% |
True |
False |
24,438 |
| 10 |
4.512 |
3.913 |
0.599 |
13.6% |
0.166 |
3.8% |
80% |
True |
False |
21,574 |
| 20 |
4.512 |
3.913 |
0.599 |
13.6% |
0.166 |
3.8% |
80% |
True |
False |
22,306 |
| 40 |
4.512 |
3.894 |
0.618 |
14.1% |
0.132 |
3.0% |
81% |
True |
False |
17,779 |
| 60 |
4.678 |
3.894 |
0.784 |
17.8% |
0.123 |
2.8% |
64% |
False |
False |
13,584 |
| 80 |
5.280 |
3.894 |
1.386 |
31.5% |
0.117 |
2.7% |
36% |
False |
False |
10,962 |
| 100 |
5.469 |
3.894 |
1.575 |
35.8% |
0.115 |
2.6% |
32% |
False |
False |
9,195 |
| 120 |
5.861 |
3.894 |
1.967 |
44.8% |
0.116 |
2.6% |
25% |
False |
False |
8,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.222 |
|
2.618 |
4.949 |
|
1.618 |
4.782 |
|
1.000 |
4.679 |
|
0.618 |
4.615 |
|
HIGH |
4.512 |
|
0.618 |
4.448 |
|
0.500 |
4.429 |
|
0.382 |
4.409 |
|
LOW |
4.345 |
|
0.618 |
4.242 |
|
1.000 |
4.178 |
|
1.618 |
4.075 |
|
2.618 |
3.908 |
|
4.250 |
3.635 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.429 |
4.402 |
| PP |
4.417 |
4.399 |
| S1 |
4.406 |
4.397 |
|