NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 08-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.113 |
4.219 |
0.106 |
2.6% |
4.284 |
High |
4.186 |
4.313 |
0.127 |
3.0% |
4.407 |
Low |
4.103 |
4.174 |
0.071 |
1.7% |
4.019 |
Close |
4.180 |
4.285 |
0.105 |
2.5% |
4.180 |
Range |
0.083 |
0.139 |
0.056 |
67.5% |
0.388 |
ATR |
0.127 |
0.128 |
0.001 |
0.7% |
0.000 |
Volume |
35,552 |
35,552 |
0 |
0.0% |
122,204 |
|
Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.674 |
4.619 |
4.361 |
|
R3 |
4.535 |
4.480 |
4.323 |
|
R2 |
4.396 |
4.396 |
4.310 |
|
R1 |
4.341 |
4.341 |
4.298 |
4.369 |
PP |
4.257 |
4.257 |
4.257 |
4.271 |
S1 |
4.202 |
4.202 |
4.272 |
4.230 |
S2 |
4.118 |
4.118 |
4.260 |
|
S3 |
3.979 |
4.063 |
4.247 |
|
S4 |
3.840 |
3.924 |
4.209 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.366 |
5.161 |
4.393 |
|
R3 |
4.978 |
4.773 |
4.287 |
|
R2 |
4.590 |
4.590 |
4.251 |
|
R1 |
4.385 |
4.385 |
4.216 |
4.294 |
PP |
4.202 |
4.202 |
4.202 |
4.156 |
S1 |
3.997 |
3.997 |
4.144 |
3.906 |
S2 |
3.814 |
3.814 |
4.109 |
|
S3 |
3.426 |
3.609 |
4.073 |
|
S4 |
3.038 |
3.221 |
3.967 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.313 |
4.019 |
0.294 |
6.9% |
0.121 |
2.8% |
90% |
True |
False |
26,731 |
10 |
4.407 |
3.953 |
0.454 |
10.6% |
0.155 |
3.6% |
73% |
False |
False |
19,906 |
20 |
4.407 |
3.894 |
0.513 |
12.0% |
0.126 |
2.9% |
76% |
False |
False |
16,427 |
40 |
4.678 |
3.894 |
0.784 |
18.3% |
0.115 |
2.7% |
50% |
False |
False |
12,569 |
60 |
5.003 |
3.894 |
1.109 |
25.9% |
0.110 |
2.6% |
35% |
False |
False |
9,743 |
80 |
5.434 |
3.894 |
1.540 |
35.9% |
0.107 |
2.5% |
25% |
False |
False |
7,947 |
100 |
5.850 |
3.894 |
1.956 |
45.6% |
0.111 |
2.6% |
20% |
False |
False |
6,782 |
120 |
5.861 |
3.894 |
1.967 |
45.9% |
0.112 |
2.6% |
20% |
False |
False |
5,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.904 |
2.618 |
4.677 |
1.618 |
4.538 |
1.000 |
4.452 |
0.618 |
4.399 |
HIGH |
4.313 |
0.618 |
4.260 |
0.500 |
4.244 |
0.382 |
4.227 |
LOW |
4.174 |
0.618 |
4.088 |
1.000 |
4.035 |
1.618 |
3.949 |
2.618 |
3.810 |
4.250 |
3.583 |
|
|
Fisher Pivots for day following 08-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.271 |
4.245 |
PP |
4.257 |
4.206 |
S1 |
4.244 |
4.166 |
|