NYMEX Natural Gas Future January 2011
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 |
4.177 |
4.190 |
0.013 |
0.3% |
3.960 |
High |
4.226 |
4.332 |
0.106 |
2.5% |
4.332 |
Low |
4.035 |
4.148 |
0.113 |
2.8% |
3.853 |
Close |
4.183 |
4.324 |
0.141 |
3.4% |
4.324 |
Range |
0.191 |
0.184 |
-0.007 |
-3.7% |
0.479 |
ATR |
0.158 |
0.160 |
0.002 |
1.2% |
0.000 |
Volume |
73,914 |
91,751 |
17,837 |
24.1% |
408,009 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.820 |
4.756 |
4.425 |
|
R3 |
4.636 |
4.572 |
4.375 |
|
R2 |
4.452 |
4.452 |
4.358 |
|
R1 |
4.388 |
4.388 |
4.341 |
4.420 |
PP |
4.268 |
4.268 |
4.268 |
4.284 |
S1 |
4.204 |
4.204 |
4.307 |
4.236 |
S2 |
4.084 |
4.084 |
4.290 |
|
S3 |
3.900 |
4.020 |
4.273 |
|
S4 |
3.716 |
3.836 |
4.223 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.607 |
5.444 |
4.587 |
|
R3 |
5.128 |
4.965 |
4.456 |
|
R2 |
4.649 |
4.649 |
4.412 |
|
R1 |
4.486 |
4.486 |
4.368 |
4.568 |
PP |
4.170 |
4.170 |
4.170 |
4.210 |
S1 |
4.007 |
4.007 |
4.280 |
4.089 |
S2 |
3.691 |
3.691 |
4.236 |
|
S3 |
3.212 |
3.528 |
4.192 |
|
S4 |
2.733 |
3.049 |
4.061 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.332 |
3.853 |
0.479 |
11.1% |
0.184 |
4.3% |
98% |
True |
False |
81,601 |
10 |
4.411 |
3.853 |
0.558 |
12.9% |
0.180 |
4.2% |
84% |
False |
False |
82,144 |
20 |
4.411 |
3.853 |
0.558 |
12.9% |
0.172 |
4.0% |
84% |
False |
False |
61,882 |
40 |
4.443 |
3.853 |
0.590 |
13.6% |
0.137 |
3.2% |
80% |
False |
False |
51,223 |
60 |
4.681 |
3.853 |
0.828 |
19.1% |
0.132 |
3.1% |
57% |
False |
False |
41,558 |
80 |
5.468 |
3.853 |
1.615 |
37.3% |
0.127 |
2.9% |
29% |
False |
False |
35,334 |
100 |
5.611 |
3.853 |
1.758 |
40.7% |
0.126 |
2.9% |
27% |
False |
False |
31,200 |
120 |
5.949 |
3.853 |
2.096 |
48.5% |
0.128 |
3.0% |
22% |
False |
False |
28,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.114 |
2.618 |
4.814 |
1.618 |
4.630 |
1.000 |
4.516 |
0.618 |
4.446 |
HIGH |
4.332 |
0.618 |
4.262 |
0.500 |
4.240 |
0.382 |
4.218 |
LOW |
4.148 |
0.618 |
4.034 |
1.000 |
3.964 |
1.618 |
3.850 |
2.618 |
3.666 |
4.250 |
3.366 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.296 |
4.267 |
PP |
4.268 |
4.211 |
S1 |
4.240 |
4.154 |
|