NYMEX Natural Gas Future December 2010
| 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 |
3.939 |
3.780 |
-0.159 |
-4.0% |
3.954 |
| High |
3.940 |
3.869 |
-0.071 |
-1.8% |
4.249 |
| Low |
3.794 |
3.710 |
-0.084 |
-2.2% |
3.794 |
| Close |
3.799 |
3.868 |
0.069 |
1.8% |
3.799 |
| Range |
0.146 |
0.159 |
0.013 |
8.9% |
0.455 |
| ATR |
0.164 |
0.163 |
0.000 |
-0.2% |
0.000 |
| Volume |
109,298 |
126,076 |
16,778 |
15.4% |
644,789 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.293 |
4.239 |
3.955 |
|
| R3 |
4.134 |
4.080 |
3.912 |
|
| R2 |
3.975 |
3.975 |
3.897 |
|
| R1 |
3.921 |
3.921 |
3.883 |
3.948 |
| PP |
3.816 |
3.816 |
3.816 |
3.829 |
| S1 |
3.762 |
3.762 |
3.853 |
3.789 |
| S2 |
3.657 |
3.657 |
3.839 |
|
| S3 |
3.498 |
3.603 |
3.824 |
|
| S4 |
3.339 |
3.444 |
3.781 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.312 |
5.011 |
4.049 |
|
| R3 |
4.857 |
4.556 |
3.924 |
|
| R2 |
4.402 |
4.402 |
3.882 |
|
| R1 |
4.101 |
4.101 |
3.841 |
4.024 |
| PP |
3.947 |
3.947 |
3.947 |
3.909 |
| S1 |
3.646 |
3.646 |
3.757 |
3.569 |
| S2 |
3.492 |
3.492 |
3.716 |
|
| S3 |
3.037 |
3.191 |
3.674 |
|
| S4 |
2.582 |
2.736 |
3.549 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.249 |
3.710 |
0.539 |
13.9% |
0.183 |
4.7% |
29% |
False |
True |
128,263 |
| 10 |
4.249 |
3.710 |
0.539 |
13.9% |
0.166 |
4.3% |
29% |
False |
True |
120,143 |
| 20 |
4.249 |
3.500 |
0.749 |
19.4% |
0.173 |
4.5% |
49% |
False |
False |
106,283 |
| 40 |
4.450 |
3.500 |
0.950 |
24.6% |
0.143 |
3.7% |
39% |
False |
False |
75,853 |
| 60 |
4.593 |
3.500 |
1.093 |
28.3% |
0.136 |
3.5% |
34% |
False |
False |
57,674 |
| 80 |
5.336 |
3.500 |
1.836 |
47.5% |
0.132 |
3.4% |
20% |
False |
False |
47,736 |
| 100 |
5.570 |
3.500 |
2.070 |
53.5% |
0.132 |
3.4% |
18% |
False |
False |
39,999 |
| 120 |
5.762 |
3.500 |
2.262 |
58.5% |
0.134 |
3.5% |
16% |
False |
False |
34,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.545 |
|
2.618 |
4.285 |
|
1.618 |
4.126 |
|
1.000 |
4.028 |
|
0.618 |
3.967 |
|
HIGH |
3.869 |
|
0.618 |
3.808 |
|
0.500 |
3.790 |
|
0.382 |
3.771 |
|
LOW |
3.710 |
|
0.618 |
3.612 |
|
1.000 |
3.551 |
|
1.618 |
3.453 |
|
2.618 |
3.294 |
|
4.250 |
3.034 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.842 |
3.918 |
| PP |
3.816 |
3.901 |
| S1 |
3.790 |
3.885 |
|