NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 03-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.087 |
4.146 |
0.059 |
1.4% |
3.935 |
High |
4.172 |
4.149 |
-0.023 |
-0.6% |
4.285 |
Low |
4.003 |
4.046 |
0.043 |
1.1% |
3.868 |
Close |
4.122 |
4.091 |
-0.031 |
-0.8% |
4.265 |
Range |
0.169 |
0.103 |
-0.066 |
-39.1% |
0.417 |
ATR |
0.141 |
0.139 |
-0.003 |
-1.9% |
0.000 |
Volume |
50,027 |
44,723 |
-5,304 |
-10.6% |
172,598 |
|
Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.404 |
4.351 |
4.148 |
|
R3 |
4.301 |
4.248 |
4.119 |
|
R2 |
4.198 |
4.198 |
4.110 |
|
R1 |
4.145 |
4.145 |
4.100 |
4.120 |
PP |
4.095 |
4.095 |
4.095 |
4.083 |
S1 |
4.042 |
4.042 |
4.082 |
4.017 |
S2 |
3.992 |
3.992 |
4.072 |
|
S3 |
3.889 |
3.939 |
4.063 |
|
S4 |
3.786 |
3.836 |
4.034 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.390 |
5.245 |
4.494 |
|
R3 |
4.973 |
4.828 |
4.380 |
|
R2 |
4.556 |
4.556 |
4.341 |
|
R1 |
4.411 |
4.411 |
4.303 |
4.484 |
PP |
4.139 |
4.139 |
4.139 |
4.176 |
S1 |
3.994 |
3.994 |
4.227 |
4.067 |
S2 |
3.722 |
3.722 |
4.189 |
|
S3 |
3.305 |
3.577 |
4.150 |
|
S4 |
2.888 |
3.160 |
4.036 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.402 |
3.916 |
0.486 |
11.9% |
0.210 |
5.1% |
36% |
False |
False |
46,488 |
10 |
4.402 |
3.868 |
0.534 |
13.1% |
0.170 |
4.1% |
42% |
False |
False |
39,208 |
20 |
4.402 |
3.868 |
0.534 |
13.1% |
0.132 |
3.2% |
42% |
False |
False |
47,855 |
40 |
4.681 |
3.868 |
0.813 |
19.9% |
0.122 |
3.0% |
27% |
False |
False |
35,314 |
60 |
5.010 |
3.868 |
1.142 |
27.9% |
0.116 |
2.8% |
20% |
False |
False |
29,399 |
80 |
5.468 |
3.868 |
1.600 |
39.1% |
0.118 |
2.9% |
14% |
False |
False |
26,144 |
100 |
5.949 |
3.868 |
2.081 |
50.9% |
0.122 |
3.0% |
11% |
False |
False |
23,516 |
120 |
5.949 |
3.868 |
2.081 |
50.9% |
0.124 |
3.0% |
11% |
False |
False |
21,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.587 |
2.618 |
4.419 |
1.618 |
4.316 |
1.000 |
4.252 |
0.618 |
4.213 |
HIGH |
4.149 |
0.618 |
4.110 |
0.500 |
4.098 |
0.382 |
4.085 |
LOW |
4.046 |
0.618 |
3.982 |
1.000 |
3.943 |
1.618 |
3.879 |
2.618 |
3.776 |
4.250 |
3.608 |
|
|
Fisher Pivots for day following 03-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.098 |
4.203 |
PP |
4.095 |
4.165 |
S1 |
4.093 |
4.128 |
|