NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 05-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
3.838 |
3.854 |
0.016 |
0.4% |
4.031 |
| High |
3.899 |
3.948 |
0.049 |
1.3% |
4.187 |
| Low |
3.743 |
3.846 |
0.103 |
2.8% |
3.743 |
| Close |
3.856 |
3.937 |
0.081 |
2.1% |
3.937 |
| Range |
0.156 |
0.102 |
-0.054 |
-34.6% |
0.444 |
| ATR |
0.156 |
0.152 |
-0.004 |
-2.5% |
0.000 |
| Volume |
125,053 |
101,386 |
-23,667 |
-18.9% |
559,702 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.216 |
4.179 |
3.993 |
|
| R3 |
4.114 |
4.077 |
3.965 |
|
| R2 |
4.012 |
4.012 |
3.956 |
|
| R1 |
3.975 |
3.975 |
3.946 |
3.994 |
| PP |
3.910 |
3.910 |
3.910 |
3.920 |
| S1 |
3.873 |
3.873 |
3.928 |
3.892 |
| S2 |
3.808 |
3.808 |
3.918 |
|
| S3 |
3.706 |
3.771 |
3.909 |
|
| S4 |
3.604 |
3.669 |
3.881 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.288 |
5.056 |
4.181 |
|
| R3 |
4.844 |
4.612 |
4.059 |
|
| R2 |
4.400 |
4.400 |
4.018 |
|
| R1 |
4.168 |
4.168 |
3.978 |
4.062 |
| PP |
3.956 |
3.956 |
3.956 |
3.903 |
| S1 |
3.724 |
3.724 |
3.896 |
3.618 |
| S2 |
3.512 |
3.512 |
3.856 |
|
| S3 |
3.068 |
3.280 |
3.815 |
|
| S4 |
2.624 |
2.836 |
3.693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.187 |
3.743 |
0.444 |
11.3% |
0.182 |
4.6% |
44% |
False |
False |
111,940 |
| 10 |
4.187 |
3.500 |
0.687 |
17.4% |
0.191 |
4.9% |
64% |
False |
False |
111,041 |
| 20 |
4.187 |
3.500 |
0.687 |
17.4% |
0.148 |
3.7% |
64% |
False |
False |
89,589 |
| 40 |
4.500 |
3.500 |
1.000 |
25.4% |
0.137 |
3.5% |
44% |
False |
False |
60,089 |
| 60 |
4.896 |
3.500 |
1.396 |
35.5% |
0.128 |
3.3% |
31% |
False |
False |
46,447 |
| 80 |
5.336 |
3.500 |
1.836 |
46.6% |
0.126 |
3.2% |
24% |
False |
False |
38,861 |
| 100 |
5.747 |
3.500 |
2.247 |
57.1% |
0.130 |
3.3% |
19% |
False |
False |
32,691 |
| 120 |
5.762 |
3.500 |
2.262 |
57.5% |
0.131 |
3.3% |
19% |
False |
False |
28,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.382 |
|
2.618 |
4.215 |
|
1.618 |
4.113 |
|
1.000 |
4.050 |
|
0.618 |
4.011 |
|
HIGH |
3.948 |
|
0.618 |
3.909 |
|
0.500 |
3.897 |
|
0.382 |
3.885 |
|
LOW |
3.846 |
|
0.618 |
3.783 |
|
1.000 |
3.744 |
|
1.618 |
3.681 |
|
2.618 |
3.579 |
|
4.250 |
3.413 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.924 |
3.907 |
| PP |
3.910 |
3.876 |
| S1 |
3.897 |
3.846 |
|