NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.254 |
4.299 |
0.045 |
1.1% |
4.224 |
| High |
4.309 |
4.323 |
0.014 |
0.3% |
4.294 |
| Low |
4.179 |
4.158 |
-0.021 |
-0.5% |
3.964 |
| Close |
4.293 |
4.192 |
-0.101 |
-2.4% |
4.112 |
| Range |
0.130 |
0.165 |
0.035 |
26.9% |
0.330 |
| ATR |
0.117 |
0.120 |
0.003 |
3.0% |
0.000 |
| Volume |
20,072 |
21,026 |
954 |
4.8% |
86,745 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.719 |
4.621 |
4.283 |
|
| R3 |
4.554 |
4.456 |
4.237 |
|
| R2 |
4.389 |
4.389 |
4.222 |
|
| R1 |
4.291 |
4.291 |
4.207 |
4.258 |
| PP |
4.224 |
4.224 |
4.224 |
4.208 |
| S1 |
4.126 |
4.126 |
4.177 |
4.093 |
| S2 |
4.059 |
4.059 |
4.162 |
|
| S3 |
3.894 |
3.961 |
4.147 |
|
| S4 |
3.729 |
3.796 |
4.101 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.113 |
4.943 |
4.294 |
|
| R3 |
4.783 |
4.613 |
4.203 |
|
| R2 |
4.453 |
4.453 |
4.173 |
|
| R1 |
4.283 |
4.283 |
4.142 |
4.203 |
| PP |
4.123 |
4.123 |
4.123 |
4.084 |
| S1 |
3.953 |
3.953 |
4.082 |
3.873 |
| S2 |
3.793 |
3.793 |
4.052 |
|
| S3 |
3.463 |
3.623 |
4.021 |
|
| S4 |
3.133 |
3.293 |
3.931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.323 |
3.964 |
0.359 |
8.6% |
0.128 |
3.0% |
64% |
True |
False |
17,702 |
| 10 |
4.323 |
3.905 |
0.418 |
10.0% |
0.150 |
3.6% |
69% |
True |
False |
17,565 |
| 20 |
4.323 |
3.848 |
0.475 |
11.3% |
0.122 |
2.9% |
72% |
True |
False |
13,942 |
| 40 |
4.506 |
3.848 |
0.658 |
15.7% |
0.106 |
2.5% |
52% |
False |
False |
11,203 |
| 60 |
4.750 |
3.848 |
0.902 |
21.5% |
0.099 |
2.4% |
38% |
False |
False |
9,487 |
| 80 |
5.116 |
3.848 |
1.268 |
30.2% |
0.097 |
2.3% |
27% |
False |
False |
8,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.024 |
|
2.618 |
4.755 |
|
1.618 |
4.590 |
|
1.000 |
4.488 |
|
0.618 |
4.425 |
|
HIGH |
4.323 |
|
0.618 |
4.260 |
|
0.500 |
4.241 |
|
0.382 |
4.221 |
|
LOW |
4.158 |
|
0.618 |
4.056 |
|
1.000 |
3.993 |
|
1.618 |
3.891 |
|
2.618 |
3.726 |
|
4.250 |
3.457 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.241 |
4.218 |
| PP |
4.224 |
4.209 |
| S1 |
4.208 |
4.201 |
|