NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 04-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.105 |
4.075 |
-0.030 |
-0.7% |
3.880 |
| High |
4.131 |
4.122 |
-0.009 |
-0.2% |
4.234 |
| Low |
4.030 |
3.979 |
-0.051 |
-1.3% |
3.854 |
| Close |
4.077 |
4.090 |
0.013 |
0.3% |
4.219 |
| Range |
0.101 |
0.143 |
0.042 |
41.6% |
0.380 |
| ATR |
0.124 |
0.125 |
0.001 |
1.1% |
0.000 |
| Volume |
23,195 |
14,931 |
-8,264 |
-35.6% |
60,639 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.493 |
4.434 |
4.169 |
|
| R3 |
4.350 |
4.291 |
4.129 |
|
| R2 |
4.207 |
4.207 |
4.116 |
|
| R1 |
4.148 |
4.148 |
4.103 |
4.178 |
| PP |
4.064 |
4.064 |
4.064 |
4.078 |
| S1 |
4.005 |
4.005 |
4.077 |
4.035 |
| S2 |
3.921 |
3.921 |
4.064 |
|
| S3 |
3.778 |
3.862 |
4.051 |
|
| S4 |
3.635 |
3.719 |
4.011 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.242 |
5.111 |
4.428 |
|
| R3 |
4.862 |
4.731 |
4.324 |
|
| R2 |
4.482 |
4.482 |
4.289 |
|
| R1 |
4.351 |
4.351 |
4.254 |
4.417 |
| PP |
4.102 |
4.102 |
4.102 |
4.135 |
| S1 |
3.971 |
3.971 |
4.184 |
4.037 |
| S2 |
3.722 |
3.722 |
4.149 |
|
| S3 |
3.342 |
3.591 |
4.115 |
|
| S4 |
2.962 |
3.211 |
4.010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.340 |
3.979 |
0.361 |
8.8% |
0.166 |
4.1% |
31% |
False |
True |
19,552 |
| 10 |
4.340 |
3.854 |
0.486 |
11.9% |
0.152 |
3.7% |
49% |
False |
False |
15,495 |
| 20 |
4.340 |
3.854 |
0.486 |
11.9% |
0.118 |
2.9% |
49% |
False |
False |
14,427 |
| 40 |
4.613 |
3.854 |
0.759 |
18.6% |
0.110 |
2.7% |
31% |
False |
False |
12,170 |
| 60 |
4.914 |
3.854 |
1.060 |
25.9% |
0.105 |
2.6% |
22% |
False |
False |
10,127 |
| 80 |
5.327 |
3.854 |
1.473 |
36.0% |
0.105 |
2.6% |
16% |
False |
False |
8,900 |
| 100 |
5.749 |
3.854 |
1.895 |
46.3% |
0.107 |
2.6% |
12% |
False |
False |
8,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.730 |
|
2.618 |
4.496 |
|
1.618 |
4.353 |
|
1.000 |
4.265 |
|
0.618 |
4.210 |
|
HIGH |
4.122 |
|
0.618 |
4.067 |
|
0.500 |
4.051 |
|
0.382 |
4.034 |
|
LOW |
3.979 |
|
0.618 |
3.891 |
|
1.000 |
3.836 |
|
1.618 |
3.748 |
|
2.618 |
3.605 |
|
4.250 |
3.371 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.077 |
4.080 |
| PP |
4.064 |
4.070 |
| S1 |
4.051 |
4.060 |
|