NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.092 |
4.155 |
0.063 |
1.5% |
4.233 |
| High |
4.150 |
4.264 |
0.114 |
2.7% |
4.340 |
| Low |
4.071 |
4.144 |
0.073 |
1.8% |
3.979 |
| Close |
4.147 |
4.252 |
0.105 |
2.5% |
4.147 |
| Range |
0.079 |
0.120 |
0.041 |
51.9% |
0.361 |
| ATR |
0.122 |
0.122 |
0.000 |
-0.1% |
0.000 |
| Volume |
29,137 |
29,137 |
0 |
0.0% |
111,043 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.580 |
4.536 |
4.318 |
|
| R3 |
4.460 |
4.416 |
4.285 |
|
| R2 |
4.340 |
4.340 |
4.274 |
|
| R1 |
4.296 |
4.296 |
4.263 |
4.318 |
| PP |
4.220 |
4.220 |
4.220 |
4.231 |
| S1 |
4.176 |
4.176 |
4.241 |
4.198 |
| S2 |
4.100 |
4.100 |
4.230 |
|
| S3 |
3.980 |
4.056 |
4.219 |
|
| S4 |
3.860 |
3.936 |
4.186 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.238 |
5.054 |
4.346 |
|
| R3 |
4.877 |
4.693 |
4.246 |
|
| R2 |
4.516 |
4.516 |
4.213 |
|
| R1 |
4.332 |
4.332 |
4.180 |
4.244 |
| PP |
4.155 |
4.155 |
4.155 |
4.111 |
| S1 |
3.971 |
3.971 |
4.114 |
3.883 |
| S2 |
3.794 |
3.794 |
4.081 |
|
| S3 |
3.433 |
3.610 |
4.048 |
|
| S4 |
3.072 |
3.249 |
3.948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.264 |
3.979 |
0.285 |
6.7% |
0.117 |
2.8% |
96% |
True |
False |
22,900 |
| 10 |
4.340 |
3.920 |
0.420 |
9.9% |
0.145 |
3.4% |
79% |
False |
False |
19,090 |
| 20 |
4.340 |
3.854 |
0.486 |
11.4% |
0.119 |
2.8% |
82% |
False |
False |
15,634 |
| 40 |
4.613 |
3.854 |
0.759 |
17.9% |
0.111 |
2.6% |
52% |
False |
False |
13,027 |
| 60 |
4.911 |
3.854 |
1.057 |
24.9% |
0.107 |
2.5% |
38% |
False |
False |
10,877 |
| 80 |
5.327 |
3.854 |
1.473 |
34.6% |
0.104 |
2.4% |
27% |
False |
False |
9,507 |
| 100 |
5.709 |
3.854 |
1.855 |
43.6% |
0.107 |
2.5% |
21% |
False |
False |
8,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.774 |
|
2.618 |
4.578 |
|
1.618 |
4.458 |
|
1.000 |
4.384 |
|
0.618 |
4.338 |
|
HIGH |
4.264 |
|
0.618 |
4.218 |
|
0.500 |
4.204 |
|
0.382 |
4.190 |
|
LOW |
4.144 |
|
0.618 |
4.070 |
|
1.000 |
4.024 |
|
1.618 |
3.950 |
|
2.618 |
3.830 |
|
4.250 |
3.634 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.236 |
4.209 |
| PP |
4.220 |
4.165 |
| S1 |
4.204 |
4.122 |
|