NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.155 |
4.290 |
0.135 |
3.2% |
4.233 |
| High |
4.264 |
4.357 |
0.093 |
2.2% |
4.340 |
| Low |
4.144 |
4.209 |
0.065 |
1.6% |
3.979 |
| Close |
4.252 |
4.333 |
0.081 |
1.9% |
4.147 |
| Range |
0.120 |
0.148 |
0.028 |
23.3% |
0.361 |
| ATR |
0.122 |
0.124 |
0.002 |
1.5% |
0.000 |
| Volume |
29,137 |
27,382 |
-1,755 |
-6.0% |
111,043 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.744 |
4.686 |
4.414 |
|
| R3 |
4.596 |
4.538 |
4.374 |
|
| R2 |
4.448 |
4.448 |
4.360 |
|
| R1 |
4.390 |
4.390 |
4.347 |
4.419 |
| PP |
4.300 |
4.300 |
4.300 |
4.314 |
| S1 |
4.242 |
4.242 |
4.319 |
4.271 |
| S2 |
4.152 |
4.152 |
4.306 |
|
| S3 |
4.004 |
4.094 |
4.292 |
|
| S4 |
3.856 |
3.946 |
4.252 |
|
|
| 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 |
4.357 |
3.979 |
0.378 |
8.7% |
0.118 |
2.7% |
94% |
True |
False |
24,756 |
| 10 |
4.357 |
3.920 |
0.437 |
10.1% |
0.150 |
3.5% |
95% |
True |
False |
20,861 |
| 20 |
4.357 |
3.854 |
0.503 |
11.6% |
0.123 |
2.8% |
95% |
True |
False |
16,463 |
| 40 |
4.580 |
3.854 |
0.726 |
16.8% |
0.110 |
2.5% |
66% |
False |
False |
13,430 |
| 60 |
4.850 |
3.854 |
0.996 |
23.0% |
0.107 |
2.5% |
48% |
False |
False |
11,289 |
| 80 |
5.327 |
3.854 |
1.473 |
34.0% |
0.105 |
2.4% |
33% |
False |
False |
9,801 |
| 100 |
5.709 |
3.854 |
1.855 |
42.8% |
0.107 |
2.5% |
26% |
False |
False |
8,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.986 |
|
2.618 |
4.744 |
|
1.618 |
4.596 |
|
1.000 |
4.505 |
|
0.618 |
4.448 |
|
HIGH |
4.357 |
|
0.618 |
4.300 |
|
0.500 |
4.283 |
|
0.382 |
4.266 |
|
LOW |
4.209 |
|
0.618 |
4.118 |
|
1.000 |
4.061 |
|
1.618 |
3.970 |
|
2.618 |
3.822 |
|
4.250 |
3.580 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.316 |
4.293 |
| PP |
4.300 |
4.254 |
| S1 |
4.283 |
4.214 |
|