NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 10-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.300 |
4.373 |
0.073 |
1.7% |
4.284 |
High |
4.389 |
4.406 |
0.017 |
0.4% |
4.407 |
Low |
4.242 |
4.224 |
-0.018 |
-0.4% |
4.019 |
Close |
4.370 |
4.251 |
-0.119 |
-2.7% |
4.180 |
Range |
0.147 |
0.182 |
0.035 |
23.8% |
0.388 |
ATR |
0.130 |
0.133 |
0.004 |
2.9% |
0.000 |
Volume |
26,270 |
24,267 |
-2,003 |
-7.6% |
122,204 |
|
Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.840 |
4.727 |
4.351 |
|
R3 |
4.658 |
4.545 |
4.301 |
|
R2 |
4.476 |
4.476 |
4.284 |
|
R1 |
4.363 |
4.363 |
4.268 |
4.329 |
PP |
4.294 |
4.294 |
4.294 |
4.276 |
S1 |
4.181 |
4.181 |
4.234 |
4.147 |
S2 |
4.112 |
4.112 |
4.218 |
|
S3 |
3.930 |
3.999 |
4.201 |
|
S4 |
3.748 |
3.817 |
4.151 |
|
|
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 |
4.406 |
4.019 |
0.387 |
9.1% |
0.138 |
3.3% |
60% |
True |
False |
27,711 |
10 |
4.407 |
3.953 |
0.454 |
10.7% |
0.166 |
3.9% |
66% |
False |
False |
23,039 |
20 |
4.407 |
3.894 |
0.513 |
12.1% |
0.135 |
3.2% |
70% |
False |
False |
17,140 |
40 |
4.641 |
3.894 |
0.747 |
17.6% |
0.117 |
2.8% |
48% |
False |
False |
13,590 |
60 |
4.955 |
3.894 |
1.061 |
25.0% |
0.112 |
2.6% |
34% |
False |
False |
10,522 |
80 |
5.434 |
3.894 |
1.540 |
36.2% |
0.109 |
2.6% |
23% |
False |
False |
8,544 |
100 |
5.687 |
3.894 |
1.793 |
42.2% |
0.110 |
2.6% |
20% |
False |
False |
7,245 |
120 |
5.861 |
3.894 |
1.967 |
46.3% |
0.113 |
2.7% |
18% |
False |
False |
6,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.180 |
2.618 |
4.882 |
1.618 |
4.700 |
1.000 |
4.588 |
0.618 |
4.518 |
HIGH |
4.406 |
0.618 |
4.336 |
0.500 |
4.315 |
0.382 |
4.294 |
LOW |
4.224 |
0.618 |
4.112 |
1.000 |
4.042 |
1.618 |
3.930 |
2.618 |
3.748 |
4.250 |
3.451 |
|
|
Fisher Pivots for day following 10-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.315 |
4.290 |
PP |
4.294 |
4.277 |
S1 |
4.272 |
4.264 |
|