NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 17-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.005 |
3.981 |
-0.024 |
-0.6% |
4.179 |
High |
4.070 |
4.176 |
0.106 |
2.6% |
4.347 |
Low |
3.978 |
3.981 |
0.003 |
0.1% |
4.005 |
Close |
4.002 |
4.168 |
0.166 |
4.1% |
4.008 |
Range |
0.092 |
0.195 |
0.103 |
112.0% |
0.342 |
ATR |
0.115 |
0.121 |
0.006 |
4.9% |
0.000 |
Volume |
4,881 |
4,456 |
-425 |
-8.7% |
36,417 |
|
Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.693 |
4.626 |
4.275 |
|
R3 |
4.498 |
4.431 |
4.222 |
|
R2 |
4.303 |
4.303 |
4.204 |
|
R1 |
4.236 |
4.236 |
4.186 |
4.270 |
PP |
4.108 |
4.108 |
4.108 |
4.125 |
S1 |
4.041 |
4.041 |
4.150 |
4.075 |
S2 |
3.913 |
3.913 |
4.132 |
|
S3 |
3.718 |
3.846 |
4.114 |
|
S4 |
3.523 |
3.651 |
4.061 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.146 |
4.919 |
4.196 |
|
R3 |
4.804 |
4.577 |
4.102 |
|
R2 |
4.462 |
4.462 |
4.071 |
|
R1 |
4.235 |
4.235 |
4.039 |
4.178 |
PP |
4.120 |
4.120 |
4.120 |
4.091 |
S1 |
3.893 |
3.893 |
3.977 |
3.836 |
S2 |
3.778 |
3.778 |
3.945 |
|
S3 |
3.436 |
3.551 |
3.914 |
|
S4 |
3.094 |
3.209 |
3.820 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.291 |
3.919 |
0.372 |
8.9% |
0.142 |
3.4% |
67% |
False |
False |
5,684 |
10 |
4.347 |
3.919 |
0.428 |
10.3% |
0.130 |
3.1% |
58% |
False |
False |
5,736 |
20 |
4.347 |
3.882 |
0.465 |
11.2% |
0.131 |
3.2% |
62% |
False |
False |
4,436 |
40 |
4.432 |
3.882 |
0.550 |
13.2% |
0.099 |
2.4% |
52% |
False |
False |
3,531 |
60 |
4.541 |
3.882 |
0.659 |
15.8% |
0.096 |
2.3% |
43% |
False |
False |
3,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.005 |
2.618 |
4.687 |
1.618 |
4.492 |
1.000 |
4.371 |
0.618 |
4.297 |
HIGH |
4.176 |
0.618 |
4.102 |
0.500 |
4.079 |
0.382 |
4.055 |
LOW |
3.981 |
0.618 |
3.860 |
1.000 |
3.786 |
1.618 |
3.665 |
2.618 |
3.470 |
4.250 |
3.152 |
|
|
Fisher Pivots for day following 17-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.138 |
4.128 |
PP |
4.108 |
4.088 |
S1 |
4.079 |
4.048 |
|