NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.051 |
3.950 |
-0.101 |
-2.5% |
4.120 |
| High |
4.093 |
4.010 |
-0.083 |
-2.0% |
4.323 |
| Low |
3.962 |
3.879 |
-0.083 |
-2.1% |
3.962 |
| Close |
3.969 |
3.999 |
0.030 |
0.8% |
3.969 |
| Range |
0.131 |
0.131 |
0.000 |
0.0% |
0.361 |
| ATR |
0.124 |
0.125 |
0.000 |
0.4% |
0.000 |
| Volume |
20,168 |
13,390 |
-6,778 |
-33.6% |
100,597 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.356 |
4.308 |
4.071 |
|
| R3 |
4.225 |
4.177 |
4.035 |
|
| R2 |
4.094 |
4.094 |
4.023 |
|
| R1 |
4.046 |
4.046 |
4.011 |
4.070 |
| PP |
3.963 |
3.963 |
3.963 |
3.975 |
| S1 |
3.915 |
3.915 |
3.987 |
3.939 |
| S2 |
3.832 |
3.832 |
3.975 |
|
| S3 |
3.701 |
3.784 |
3.963 |
|
| S4 |
3.570 |
3.653 |
3.927 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.168 |
4.929 |
4.168 |
|
| R3 |
4.807 |
4.568 |
4.068 |
|
| R2 |
4.446 |
4.446 |
4.035 |
|
| R1 |
4.207 |
4.207 |
4.002 |
4.146 |
| PP |
4.085 |
4.085 |
4.085 |
4.054 |
| S1 |
3.846 |
3.846 |
3.936 |
3.785 |
| S2 |
3.724 |
3.724 |
3.903 |
|
| S3 |
3.363 |
3.485 |
3.870 |
|
| S4 |
3.002 |
3.124 |
3.770 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.323 |
3.879 |
0.444 |
11.1% |
0.145 |
3.6% |
27% |
False |
True |
18,969 |
| 10 |
4.323 |
3.879 |
0.444 |
11.1% |
0.130 |
3.3% |
27% |
False |
True |
17,623 |
| 20 |
4.323 |
3.848 |
0.475 |
11.9% |
0.131 |
3.3% |
32% |
False |
False |
14,861 |
| 40 |
4.435 |
3.848 |
0.587 |
14.7% |
0.106 |
2.6% |
26% |
False |
False |
11,878 |
| 60 |
4.551 |
3.848 |
0.703 |
17.6% |
0.102 |
2.5% |
21% |
False |
False |
10,197 |
| 80 |
5.116 |
3.848 |
1.268 |
31.7% |
0.099 |
2.5% |
12% |
False |
False |
8,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.567 |
|
2.618 |
4.353 |
|
1.618 |
4.222 |
|
1.000 |
4.141 |
|
0.618 |
4.091 |
|
HIGH |
4.010 |
|
0.618 |
3.960 |
|
0.500 |
3.945 |
|
0.382 |
3.929 |
|
LOW |
3.879 |
|
0.618 |
3.798 |
|
1.000 |
3.748 |
|
1.618 |
3.667 |
|
2.618 |
3.536 |
|
4.250 |
3.322 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.981 |
4.067 |
| PP |
3.963 |
4.044 |
| S1 |
3.945 |
4.022 |
|