NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 05-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.103 |
4.114 |
0.011 |
0.3% |
4.255 |
High |
4.145 |
4.188 |
0.043 |
1.0% |
4.402 |
Low |
3.998 |
4.096 |
0.098 |
2.5% |
3.998 |
Close |
4.109 |
4.176 |
0.067 |
1.6% |
4.176 |
Range |
0.147 |
0.092 |
-0.055 |
-37.4% |
0.404 |
ATR |
0.139 |
0.136 |
-0.003 |
-2.4% |
0.000 |
Volume |
29,293 |
60,928 |
31,635 |
108.0% |
243,608 |
|
Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.429 |
4.395 |
4.227 |
|
R3 |
4.337 |
4.303 |
4.201 |
|
R2 |
4.245 |
4.245 |
4.193 |
|
R1 |
4.211 |
4.211 |
4.184 |
4.228 |
PP |
4.153 |
4.153 |
4.153 |
4.162 |
S1 |
4.119 |
4.119 |
4.168 |
4.136 |
S2 |
4.061 |
4.061 |
4.159 |
|
S3 |
3.969 |
4.027 |
4.151 |
|
S4 |
3.877 |
3.935 |
4.125 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.404 |
5.194 |
4.398 |
|
R3 |
5.000 |
4.790 |
4.287 |
|
R2 |
4.596 |
4.596 |
4.250 |
|
R1 |
4.386 |
4.386 |
4.213 |
4.289 |
PP |
4.192 |
4.192 |
4.192 |
4.144 |
S1 |
3.982 |
3.982 |
4.139 |
3.885 |
S2 |
3.788 |
3.788 |
4.102 |
|
S3 |
3.384 |
3.578 |
4.065 |
|
S4 |
2.980 |
3.174 |
3.954 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.402 |
3.998 |
0.404 |
9.7% |
0.167 |
4.0% |
44% |
False |
False |
48,721 |
10 |
4.402 |
3.868 |
0.534 |
12.8% |
0.164 |
3.9% |
58% |
False |
False |
41,620 |
20 |
4.402 |
3.868 |
0.534 |
12.8% |
0.130 |
3.1% |
58% |
False |
False |
46,227 |
40 |
4.681 |
3.868 |
0.813 |
19.5% |
0.124 |
3.0% |
38% |
False |
False |
36,335 |
60 |
5.010 |
3.868 |
1.142 |
27.3% |
0.118 |
2.8% |
27% |
False |
False |
30,128 |
80 |
5.468 |
3.868 |
1.600 |
38.3% |
0.117 |
2.8% |
19% |
False |
False |
26,850 |
100 |
5.949 |
3.868 |
2.081 |
49.8% |
0.122 |
2.9% |
15% |
False |
False |
24,102 |
120 |
5.949 |
3.868 |
2.081 |
49.8% |
0.124 |
3.0% |
15% |
False |
False |
22,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.579 |
2.618 |
4.429 |
1.618 |
4.337 |
1.000 |
4.280 |
0.618 |
4.245 |
HIGH |
4.188 |
0.618 |
4.153 |
0.500 |
4.142 |
0.382 |
4.131 |
LOW |
4.096 |
0.618 |
4.039 |
1.000 |
4.004 |
1.618 |
3.947 |
2.618 |
3.855 |
4.250 |
3.705 |
|
|
Fisher Pivots for day following 05-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.165 |
4.148 |
PP |
4.153 |
4.121 |
S1 |
4.142 |
4.093 |
|