NYMEX Natural Gas Future December 2010
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 |
4.120 |
4.205 |
0.085 |
2.1% |
4.031 |
High |
4.228 |
4.249 |
0.021 |
0.5% |
4.187 |
Low |
4.058 |
4.018 |
-0.040 |
-1.0% |
3.743 |
Close |
4.210 |
4.046 |
-0.164 |
-3.9% |
3.937 |
Range |
0.170 |
0.231 |
0.061 |
35.9% |
0.444 |
ATR |
0.156 |
0.162 |
0.005 |
3.4% |
0.000 |
Volume |
143,470 |
138,226 |
-5,244 |
-3.7% |
559,702 |
|
Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.797 |
4.653 |
4.173 |
|
R3 |
4.566 |
4.422 |
4.110 |
|
R2 |
4.335 |
4.335 |
4.088 |
|
R1 |
4.191 |
4.191 |
4.067 |
4.148 |
PP |
4.104 |
4.104 |
4.104 |
4.083 |
S1 |
3.960 |
3.960 |
4.025 |
3.917 |
S2 |
3.873 |
3.873 |
4.004 |
|
S3 |
3.642 |
3.729 |
3.982 |
|
S4 |
3.411 |
3.498 |
3.919 |
|
|
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 |
4.249 |
3.743 |
0.506 |
12.5% |
0.171 |
4.2% |
60% |
True |
False |
127,536 |
10 |
4.249 |
3.656 |
0.593 |
14.7% |
0.202 |
5.0% |
66% |
True |
False |
126,226 |
20 |
4.249 |
3.500 |
0.749 |
18.5% |
0.164 |
4.0% |
73% |
True |
False |
99,397 |
40 |
4.500 |
3.500 |
1.000 |
24.7% |
0.142 |
3.5% |
55% |
False |
False |
68,627 |
60 |
4.840 |
3.500 |
1.340 |
33.1% |
0.133 |
3.3% |
41% |
False |
False |
52,407 |
80 |
5.336 |
3.500 |
1.836 |
45.4% |
0.129 |
3.2% |
30% |
False |
False |
43,617 |
100 |
5.570 |
3.500 |
2.070 |
51.2% |
0.131 |
3.2% |
26% |
False |
False |
36,627 |
120 |
5.762 |
3.500 |
2.262 |
55.9% |
0.133 |
3.3% |
24% |
False |
False |
31,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.231 |
2.618 |
4.854 |
1.618 |
4.623 |
1.000 |
4.480 |
0.618 |
4.392 |
HIGH |
4.249 |
0.618 |
4.161 |
0.500 |
4.134 |
0.382 |
4.106 |
LOW |
4.018 |
0.618 |
3.875 |
1.000 |
3.787 |
1.618 |
3.644 |
2.618 |
3.413 |
4.250 |
3.036 |
|
|
Fisher Pivots for day following 10-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.134 |
4.093 |
PP |
4.104 |
4.077 |
S1 |
4.075 |
4.062 |
|