NYMEX Natural Gas Future December 2010
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
3.780 |
3.869 |
0.089 |
2.4% |
3.954 |
| High |
3.869 |
3.919 |
0.050 |
1.3% |
4.249 |
| Low |
3.710 |
3.782 |
0.072 |
1.9% |
3.794 |
| Close |
3.868 |
3.818 |
-0.050 |
-1.3% |
3.799 |
| Range |
0.159 |
0.137 |
-0.022 |
-13.8% |
0.455 |
| ATR |
0.163 |
0.161 |
-0.002 |
-1.1% |
0.000 |
| Volume |
126,076 |
100,313 |
-25,763 |
-20.4% |
644,789 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.251 |
4.171 |
3.893 |
|
| R3 |
4.114 |
4.034 |
3.856 |
|
| R2 |
3.977 |
3.977 |
3.843 |
|
| R1 |
3.897 |
3.897 |
3.831 |
3.869 |
| PP |
3.840 |
3.840 |
3.840 |
3.825 |
| S1 |
3.760 |
3.760 |
3.805 |
3.732 |
| S2 |
3.703 |
3.703 |
3.793 |
|
| S3 |
3.566 |
3.623 |
3.780 |
|
| S4 |
3.429 |
3.486 |
3.743 |
|
|
| 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 |
14.1% |
0.176 |
4.6% |
20% |
False |
False |
119,632 |
| 10 |
4.249 |
3.710 |
0.539 |
14.1% |
0.161 |
4.2% |
20% |
False |
False |
117,165 |
| 20 |
4.249 |
3.500 |
0.749 |
19.6% |
0.177 |
4.6% |
42% |
False |
False |
108,318 |
| 40 |
4.450 |
3.500 |
0.950 |
24.9% |
0.143 |
3.7% |
33% |
False |
False |
77,725 |
| 60 |
4.535 |
3.500 |
1.035 |
27.1% |
0.137 |
3.6% |
31% |
False |
False |
59,154 |
| 80 |
5.336 |
3.500 |
1.836 |
48.1% |
0.132 |
3.5% |
17% |
False |
False |
48,910 |
| 100 |
5.535 |
3.500 |
2.035 |
53.3% |
0.132 |
3.5% |
16% |
False |
False |
40,957 |
| 120 |
5.762 |
3.500 |
2.262 |
59.2% |
0.135 |
3.5% |
14% |
False |
False |
35,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.501 |
|
2.618 |
4.278 |
|
1.618 |
4.141 |
|
1.000 |
4.056 |
|
0.618 |
4.004 |
|
HIGH |
3.919 |
|
0.618 |
3.867 |
|
0.500 |
3.851 |
|
0.382 |
3.834 |
|
LOW |
3.782 |
|
0.618 |
3.697 |
|
1.000 |
3.645 |
|
1.618 |
3.560 |
|
2.618 |
3.423 |
|
4.250 |
3.200 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.851 |
3.825 |
| PP |
3.840 |
3.823 |
| S1 |
3.829 |
3.820 |
|