NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 09-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.219 |
4.300 |
0.081 |
1.9% |
4.284 |
High |
4.313 |
4.389 |
0.076 |
1.8% |
4.407 |
Low |
4.174 |
4.242 |
0.068 |
1.6% |
4.019 |
Close |
4.285 |
4.370 |
0.085 |
2.0% |
4.180 |
Range |
0.139 |
0.147 |
0.008 |
5.8% |
0.388 |
ATR |
0.128 |
0.130 |
0.001 |
1.0% |
0.000 |
Volume |
35,552 |
26,270 |
-9,282 |
-26.1% |
122,204 |
|
Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.775 |
4.719 |
4.451 |
|
R3 |
4.628 |
4.572 |
4.410 |
|
R2 |
4.481 |
4.481 |
4.397 |
|
R1 |
4.425 |
4.425 |
4.383 |
4.453 |
PP |
4.334 |
4.334 |
4.334 |
4.348 |
S1 |
4.278 |
4.278 |
4.357 |
4.306 |
S2 |
4.187 |
4.187 |
4.343 |
|
S3 |
4.040 |
4.131 |
4.330 |
|
S4 |
3.893 |
3.984 |
4.289 |
|
|
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 |
4.389 |
4.019 |
0.370 |
8.5% |
0.121 |
2.8% |
95% |
True |
False |
28,162 |
10 |
4.407 |
3.953 |
0.454 |
10.4% |
0.158 |
3.6% |
92% |
False |
False |
21,735 |
20 |
4.407 |
3.894 |
0.513 |
11.7% |
0.130 |
3.0% |
93% |
False |
False |
16,920 |
40 |
4.641 |
3.894 |
0.747 |
17.1% |
0.114 |
2.6% |
64% |
False |
False |
13,111 |
60 |
4.955 |
3.894 |
1.061 |
24.3% |
0.110 |
2.5% |
45% |
False |
False |
10,161 |
80 |
5.434 |
3.894 |
1.540 |
35.2% |
0.108 |
2.5% |
31% |
False |
False |
8,253 |
100 |
5.835 |
3.894 |
1.941 |
44.4% |
0.111 |
2.5% |
25% |
False |
False |
7,017 |
120 |
5.861 |
3.894 |
1.967 |
45.0% |
0.112 |
2.6% |
24% |
False |
False |
6,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.014 |
2.618 |
4.774 |
1.618 |
4.627 |
1.000 |
4.536 |
0.618 |
4.480 |
HIGH |
4.389 |
0.618 |
4.333 |
0.500 |
4.316 |
0.382 |
4.298 |
LOW |
4.242 |
0.618 |
4.151 |
1.000 |
4.095 |
1.618 |
4.004 |
2.618 |
3.857 |
4.250 |
3.617 |
|
|
Fisher Pivots for day following 09-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.352 |
4.329 |
PP |
4.334 |
4.287 |
S1 |
4.316 |
4.246 |
|