NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 23-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.300 |
4.394 |
0.094 |
2.2% |
3.991 |
High |
4.397 |
4.404 |
0.007 |
0.2% |
4.291 |
Low |
4.255 |
4.266 |
0.011 |
0.3% |
3.890 |
Close |
4.389 |
4.376 |
-0.013 |
-0.3% |
4.278 |
Range |
0.142 |
0.138 |
-0.004 |
-2.8% |
0.401 |
ATR |
0.141 |
0.141 |
0.000 |
-0.2% |
0.000 |
Volume |
21,804 |
25,244 |
3,440 |
15.8% |
90,471 |
|
Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.763 |
4.707 |
4.452 |
|
R3 |
4.625 |
4.569 |
4.414 |
|
R2 |
4.487 |
4.487 |
4.401 |
|
R1 |
4.431 |
4.431 |
4.389 |
4.390 |
PP |
4.349 |
4.349 |
4.349 |
4.328 |
S1 |
4.293 |
4.293 |
4.363 |
4.252 |
S2 |
4.211 |
4.211 |
4.351 |
|
S3 |
4.073 |
4.155 |
4.338 |
|
S4 |
3.935 |
4.017 |
4.300 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.356 |
5.218 |
4.499 |
|
R3 |
4.955 |
4.817 |
4.388 |
|
R2 |
4.554 |
4.554 |
4.352 |
|
R1 |
4.416 |
4.416 |
4.315 |
4.485 |
PP |
4.153 |
4.153 |
4.153 |
4.188 |
S1 |
4.015 |
4.015 |
4.241 |
4.084 |
S2 |
3.752 |
3.752 |
4.204 |
|
S3 |
3.351 |
3.614 |
4.168 |
|
S4 |
2.950 |
3.213 |
4.057 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.404 |
3.963 |
0.441 |
10.1% |
0.164 |
3.7% |
94% |
True |
False |
20,601 |
10 |
4.404 |
3.890 |
0.514 |
11.7% |
0.158 |
3.6% |
95% |
True |
False |
21,313 |
20 |
4.404 |
3.890 |
0.514 |
11.7% |
0.154 |
3.5% |
95% |
True |
False |
21,087 |
40 |
4.404 |
3.854 |
0.550 |
12.6% |
0.123 |
2.8% |
95% |
True |
False |
16,486 |
60 |
4.613 |
3.854 |
0.759 |
17.3% |
0.118 |
2.7% |
69% |
False |
False |
13,991 |
80 |
5.229 |
3.854 |
1.375 |
31.4% |
0.112 |
2.6% |
38% |
False |
False |
11,859 |
100 |
5.458 |
3.854 |
1.604 |
36.7% |
0.111 |
2.5% |
33% |
False |
False |
10,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.991 |
2.618 |
4.765 |
1.618 |
4.627 |
1.000 |
4.542 |
0.618 |
4.489 |
HIGH |
4.404 |
0.618 |
4.351 |
0.500 |
4.335 |
0.382 |
4.319 |
LOW |
4.266 |
0.618 |
4.181 |
1.000 |
4.128 |
1.618 |
4.043 |
2.618 |
3.905 |
4.250 |
3.680 |
|
|
Fisher Pivots for day following 23-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.362 |
4.339 |
PP |
4.349 |
4.301 |
S1 |
4.335 |
4.264 |
|