NYMEX Natural Gas Future December 2010
| 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 |
3.869 |
3.834 |
-0.035 |
-0.9% |
3.954 |
| High |
3.919 |
4.037 |
0.118 |
3.0% |
4.249 |
| Low |
3.782 |
3.796 |
0.014 |
0.4% |
3.794 |
| Close |
3.818 |
4.030 |
0.212 |
5.6% |
3.799 |
| Range |
0.137 |
0.241 |
0.104 |
75.9% |
0.455 |
| ATR |
0.161 |
0.167 |
0.006 |
3.5% |
0.000 |
| Volume |
100,313 |
127,077 |
26,764 |
26.7% |
644,789 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.677 |
4.595 |
4.163 |
|
| R3 |
4.436 |
4.354 |
4.096 |
|
| R2 |
4.195 |
4.195 |
4.074 |
|
| R1 |
4.113 |
4.113 |
4.052 |
4.154 |
| PP |
3.954 |
3.954 |
3.954 |
3.975 |
| S1 |
3.872 |
3.872 |
4.008 |
3.913 |
| S2 |
3.713 |
3.713 |
3.986 |
|
| S3 |
3.472 |
3.631 |
3.964 |
|
| S4 |
3.231 |
3.390 |
3.897 |
|
|
| 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 |
4.125 |
3.710 |
0.415 |
10.3% |
0.178 |
4.4% |
77% |
False |
False |
117,402 |
| 10 |
4.249 |
3.710 |
0.539 |
13.4% |
0.175 |
4.3% |
59% |
False |
False |
122,469 |
| 20 |
4.249 |
3.500 |
0.749 |
18.6% |
0.185 |
4.6% |
71% |
False |
False |
111,874 |
| 40 |
4.450 |
3.500 |
0.950 |
23.6% |
0.146 |
3.6% |
56% |
False |
False |
80,362 |
| 60 |
4.522 |
3.500 |
1.022 |
25.4% |
0.140 |
3.5% |
52% |
False |
False |
61,104 |
| 80 |
5.336 |
3.500 |
1.836 |
45.6% |
0.134 |
3.3% |
29% |
False |
False |
50,391 |
| 100 |
5.447 |
3.500 |
1.947 |
48.3% |
0.134 |
3.3% |
27% |
False |
False |
42,198 |
| 120 |
5.762 |
3.500 |
2.262 |
56.1% |
0.136 |
3.4% |
23% |
False |
False |
36,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.061 |
|
2.618 |
4.668 |
|
1.618 |
4.427 |
|
1.000 |
4.278 |
|
0.618 |
4.186 |
|
HIGH |
4.037 |
|
0.618 |
3.945 |
|
0.500 |
3.917 |
|
0.382 |
3.888 |
|
LOW |
3.796 |
|
0.618 |
3.647 |
|
1.000 |
3.555 |
|
1.618 |
3.406 |
|
2.618 |
3.165 |
|
4.250 |
2.772 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.992 |
3.978 |
| PP |
3.954 |
3.926 |
| S1 |
3.917 |
3.874 |
|