NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 02-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.284 |
4.122 |
-0.162 |
-3.8% |
3.940 |
High |
4.407 |
4.184 |
-0.223 |
-5.1% |
4.293 |
Low |
4.106 |
4.037 |
-0.069 |
-1.7% |
3.894 |
Close |
4.113 |
4.142 |
0.029 |
0.7% |
4.275 |
Range |
0.301 |
0.147 |
-0.154 |
-51.2% |
0.399 |
ATR |
0.131 |
0.133 |
0.001 |
0.8% |
0.000 |
Volume |
24,100 |
19,113 |
-4,987 |
-20.7% |
50,567 |
|
Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.562 |
4.499 |
4.223 |
|
R3 |
4.415 |
4.352 |
4.182 |
|
R2 |
4.268 |
4.268 |
4.169 |
|
R1 |
4.205 |
4.205 |
4.155 |
4.237 |
PP |
4.121 |
4.121 |
4.121 |
4.137 |
S1 |
4.058 |
4.058 |
4.129 |
4.090 |
S2 |
3.974 |
3.974 |
4.115 |
|
S3 |
3.827 |
3.911 |
4.102 |
|
S4 |
3.680 |
3.764 |
4.061 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.351 |
5.212 |
4.494 |
|
R3 |
4.952 |
4.813 |
4.385 |
|
R2 |
4.553 |
4.553 |
4.348 |
|
R1 |
4.414 |
4.414 |
4.312 |
4.484 |
PP |
4.154 |
4.154 |
4.154 |
4.189 |
S1 |
4.015 |
4.015 |
4.238 |
4.085 |
S2 |
3.755 |
3.755 |
4.202 |
|
S3 |
3.356 |
3.616 |
4.165 |
|
S4 |
2.957 |
3.217 |
4.056 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.407 |
3.953 |
0.454 |
11.0% |
0.195 |
4.7% |
42% |
False |
False |
15,308 |
10 |
4.407 |
3.894 |
0.513 |
12.4% |
0.157 |
3.8% |
48% |
False |
False |
12,562 |
20 |
4.415 |
3.894 |
0.521 |
12.6% |
0.125 |
3.0% |
48% |
False |
False |
14,155 |
40 |
4.678 |
3.894 |
0.784 |
18.9% |
0.112 |
2.7% |
32% |
False |
False |
10,311 |
60 |
5.010 |
3.894 |
1.116 |
26.9% |
0.107 |
2.6% |
22% |
False |
False |
8,108 |
80 |
5.434 |
3.894 |
1.540 |
37.2% |
0.108 |
2.6% |
16% |
False |
False |
6,640 |
100 |
5.861 |
3.894 |
1.967 |
47.5% |
0.110 |
2.7% |
13% |
False |
False |
5,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.809 |
2.618 |
4.569 |
1.618 |
4.422 |
1.000 |
4.331 |
0.618 |
4.275 |
HIGH |
4.184 |
0.618 |
4.128 |
0.500 |
4.111 |
0.382 |
4.093 |
LOW |
4.037 |
0.618 |
3.946 |
1.000 |
3.890 |
1.618 |
3.799 |
2.618 |
3.652 |
4.250 |
3.412 |
|
|
Fisher Pivots for day following 02-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.132 |
4.222 |
PP |
4.121 |
4.195 |
S1 |
4.111 |
4.169 |
|