NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.140 |
4.005 |
-0.135 |
-3.3% |
4.219 |
| High |
4.144 |
4.057 |
-0.087 |
-2.1% |
4.406 |
| Low |
3.995 |
3.913 |
-0.082 |
-2.1% |
3.995 |
| Close |
4.001 |
4.039 |
0.038 |
0.9% |
4.001 |
| Range |
0.149 |
0.144 |
-0.005 |
-3.4% |
0.411 |
| ATR |
0.139 |
0.139 |
0.000 |
0.3% |
0.000 |
| Volume |
24,271 |
14,897 |
-9,374 |
-38.6% |
135,903 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.435 |
4.381 |
4.118 |
|
| R3 |
4.291 |
4.237 |
4.079 |
|
| R2 |
4.147 |
4.147 |
4.065 |
|
| R1 |
4.093 |
4.093 |
4.052 |
4.120 |
| PP |
4.003 |
4.003 |
4.003 |
4.017 |
| S1 |
3.949 |
3.949 |
4.026 |
3.976 |
| S2 |
3.859 |
3.859 |
4.013 |
|
| S3 |
3.715 |
3.805 |
3.999 |
|
| S4 |
3.571 |
3.661 |
3.960 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.367 |
5.095 |
4.227 |
|
| R3 |
4.956 |
4.684 |
4.114 |
|
| R2 |
4.545 |
4.545 |
4.076 |
|
| R1 |
4.273 |
4.273 |
4.039 |
4.204 |
| PP |
4.134 |
4.134 |
4.134 |
4.099 |
| S1 |
3.862 |
3.862 |
3.963 |
3.793 |
| S2 |
3.723 |
3.723 |
3.926 |
|
| S3 |
3.312 |
3.451 |
3.888 |
|
| S4 |
2.901 |
3.040 |
3.775 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.406 |
3.913 |
0.493 |
12.2% |
0.164 |
4.1% |
26% |
False |
True |
23,049 |
| 10 |
4.406 |
3.913 |
0.493 |
12.2% |
0.143 |
3.5% |
26% |
False |
True |
24,890 |
| 20 |
4.407 |
3.894 |
0.513 |
12.7% |
0.146 |
3.6% |
28% |
False |
False |
18,259 |
| 40 |
4.600 |
3.894 |
0.706 |
17.5% |
0.119 |
2.9% |
21% |
False |
False |
14,828 |
| 60 |
4.722 |
3.894 |
0.828 |
20.5% |
0.115 |
2.8% |
18% |
False |
False |
11,501 |
| 80 |
5.434 |
3.894 |
1.540 |
38.1% |
0.112 |
2.8% |
9% |
False |
False |
9,310 |
| 100 |
5.687 |
3.894 |
1.793 |
44.4% |
0.112 |
2.8% |
8% |
False |
False |
7,814 |
| 120 |
5.861 |
3.894 |
1.967 |
48.7% |
0.114 |
2.8% |
7% |
False |
False |
6,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.669 |
|
2.618 |
4.434 |
|
1.618 |
4.290 |
|
1.000 |
4.201 |
|
0.618 |
4.146 |
|
HIGH |
4.057 |
|
0.618 |
4.002 |
|
0.500 |
3.985 |
|
0.382 |
3.968 |
|
LOW |
3.913 |
|
0.618 |
3.824 |
|
1.000 |
3.769 |
|
1.618 |
3.680 |
|
2.618 |
3.536 |
|
4.250 |
3.301 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.021 |
4.121 |
| PP |
4.003 |
4.094 |
| S1 |
3.985 |
4.066 |
|