NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 30-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.428 |
4.231 |
-0.197 |
-4.4% |
4.320 |
| High |
4.500 |
4.270 |
-0.230 |
-5.1% |
4.512 |
| Low |
4.192 |
4.150 |
-0.042 |
-1.0% |
4.292 |
| Close |
4.234 |
4.199 |
-0.035 |
-0.8% |
4.412 |
| Range |
0.308 |
0.120 |
-0.188 |
-61.0% |
0.220 |
| ATR |
0.158 |
0.155 |
-0.003 |
-1.7% |
0.000 |
| Volume |
9,659 |
31,529 |
21,870 |
226.4% |
101,570 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.566 |
4.503 |
4.265 |
|
| R3 |
4.446 |
4.383 |
4.232 |
|
| R2 |
4.326 |
4.326 |
4.221 |
|
| R1 |
4.263 |
4.263 |
4.210 |
4.235 |
| PP |
4.206 |
4.206 |
4.206 |
4.192 |
| S1 |
4.143 |
4.143 |
4.188 |
4.115 |
| S2 |
4.086 |
4.086 |
4.177 |
|
| S3 |
3.966 |
4.023 |
4.166 |
|
| S4 |
3.846 |
3.903 |
4.133 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.065 |
4.959 |
4.533 |
|
| R3 |
4.845 |
4.739 |
4.473 |
|
| R2 |
4.625 |
4.625 |
4.452 |
|
| R1 |
4.519 |
4.519 |
4.432 |
4.572 |
| PP |
4.405 |
4.405 |
4.405 |
4.432 |
| S1 |
4.299 |
4.299 |
4.392 |
4.352 |
| S2 |
4.185 |
4.185 |
4.372 |
|
| S3 |
3.965 |
4.079 |
4.352 |
|
| S4 |
3.745 |
3.859 |
4.291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.512 |
4.150 |
0.362 |
8.6% |
0.169 |
4.0% |
14% |
False |
True |
23,829 |
| 10 |
4.512 |
3.977 |
0.535 |
12.7% |
0.169 |
4.0% |
41% |
False |
False |
21,848 |
| 20 |
4.512 |
3.913 |
0.599 |
14.3% |
0.156 |
3.7% |
48% |
False |
False |
23,369 |
| 40 |
4.512 |
3.894 |
0.618 |
14.7% |
0.138 |
3.3% |
49% |
False |
False |
18,691 |
| 60 |
4.678 |
3.894 |
0.784 |
18.7% |
0.127 |
3.0% |
39% |
False |
False |
14,388 |
| 80 |
5.147 |
3.894 |
1.253 |
29.8% |
0.120 |
2.8% |
24% |
False |
False |
11,721 |
| 100 |
5.434 |
3.894 |
1.540 |
36.7% |
0.117 |
2.8% |
20% |
False |
False |
9,815 |
| 120 |
5.861 |
3.894 |
1.967 |
46.8% |
0.117 |
2.8% |
16% |
False |
False |
8,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.780 |
|
2.618 |
4.584 |
|
1.618 |
4.464 |
|
1.000 |
4.390 |
|
0.618 |
4.344 |
|
HIGH |
4.270 |
|
0.618 |
4.224 |
|
0.500 |
4.210 |
|
0.382 |
4.196 |
|
LOW |
4.150 |
|
0.618 |
4.076 |
|
1.000 |
4.030 |
|
1.618 |
3.956 |
|
2.618 |
3.836 |
|
4.250 |
3.640 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.210 |
4.325 |
| PP |
4.206 |
4.283 |
| S1 |
4.203 |
4.241 |
|