NYMEX Natural Gas Future December 2010
Trading Metrics calculated at close of trading on 19-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.027 |
4.023 |
-0.004 |
-0.1% |
3.780 |
High |
4.058 |
4.175 |
0.117 |
2.9% |
4.175 |
Low |
3.853 |
3.975 |
0.122 |
3.2% |
3.710 |
Close |
4.007 |
4.164 |
0.157 |
3.9% |
4.164 |
Range |
0.205 |
0.200 |
-0.005 |
-2.4% |
0.465 |
ATR |
0.170 |
0.172 |
0.002 |
1.3% |
0.000 |
Volume |
142,124 |
109,167 |
-32,957 |
-23.2% |
604,757 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.705 |
4.634 |
4.274 |
|
R3 |
4.505 |
4.434 |
4.219 |
|
R2 |
4.305 |
4.305 |
4.201 |
|
R1 |
4.234 |
4.234 |
4.182 |
4.270 |
PP |
4.105 |
4.105 |
4.105 |
4.122 |
S1 |
4.034 |
4.034 |
4.146 |
4.070 |
S2 |
3.905 |
3.905 |
4.127 |
|
S3 |
3.705 |
3.834 |
4.109 |
|
S4 |
3.505 |
3.634 |
4.054 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.411 |
5.253 |
4.420 |
|
R3 |
4.946 |
4.788 |
4.292 |
|
R2 |
4.481 |
4.481 |
4.249 |
|
R1 |
4.323 |
4.323 |
4.207 |
4.402 |
PP |
4.016 |
4.016 |
4.016 |
4.056 |
S1 |
3.858 |
3.858 |
4.121 |
3.937 |
S2 |
3.551 |
3.551 |
4.079 |
|
S3 |
3.086 |
3.393 |
4.036 |
|
S4 |
2.621 |
2.928 |
3.908 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.175 |
3.710 |
0.465 |
11.2% |
0.188 |
4.5% |
98% |
True |
False |
120,951 |
10 |
4.249 |
3.710 |
0.539 |
12.9% |
0.189 |
4.5% |
84% |
False |
False |
124,954 |
20 |
4.249 |
3.500 |
0.749 |
18.0% |
0.190 |
4.6% |
89% |
False |
False |
117,998 |
40 |
4.249 |
3.500 |
0.749 |
18.0% |
0.149 |
3.6% |
89% |
False |
False |
85,537 |
60 |
4.522 |
3.500 |
1.022 |
24.5% |
0.143 |
3.4% |
65% |
False |
False |
64,733 |
80 |
5.336 |
3.500 |
1.836 |
44.1% |
0.136 |
3.3% |
36% |
False |
False |
53,137 |
100 |
5.447 |
3.500 |
1.947 |
46.8% |
0.135 |
3.2% |
34% |
False |
False |
44,584 |
120 |
5.762 |
3.500 |
2.262 |
54.3% |
0.136 |
3.3% |
29% |
False |
False |
38,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.025 |
2.618 |
4.699 |
1.618 |
4.499 |
1.000 |
4.375 |
0.618 |
4.299 |
HIGH |
4.175 |
0.618 |
4.099 |
0.500 |
4.075 |
0.382 |
4.051 |
LOW |
3.975 |
0.618 |
3.851 |
1.000 |
3.775 |
1.618 |
3.651 |
2.618 |
3.451 |
4.250 |
3.125 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.134 |
4.105 |
PP |
4.105 |
4.045 |
S1 |
4.075 |
3.986 |
|