NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 18-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.005 |
4.161 |
0.156 |
3.9% |
4.219 |
High |
4.195 |
4.230 |
0.035 |
0.8% |
4.406 |
Low |
3.983 |
4.046 |
0.063 |
1.6% |
3.995 |
Close |
4.187 |
4.189 |
0.002 |
0.0% |
4.001 |
Range |
0.212 |
0.184 |
-0.028 |
-13.2% |
0.411 |
ATR |
0.143 |
0.146 |
0.003 |
2.0% |
0.000 |
Volume |
12,859 |
21,725 |
8,866 |
68.9% |
135,903 |
|
Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.707 |
4.632 |
4.290 |
|
R3 |
4.523 |
4.448 |
4.240 |
|
R2 |
4.339 |
4.339 |
4.223 |
|
R1 |
4.264 |
4.264 |
4.206 |
4.302 |
PP |
4.155 |
4.155 |
4.155 |
4.174 |
S1 |
4.080 |
4.080 |
4.172 |
4.118 |
S2 |
3.971 |
3.971 |
4.155 |
|
S3 |
3.787 |
3.896 |
4.138 |
|
S4 |
3.603 |
3.712 |
4.088 |
|
|
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 |
4.230 |
3.913 |
0.317 |
7.6% |
0.162 |
3.9% |
87% |
True |
False |
17,946 |
10 |
4.406 |
3.913 |
0.493 |
11.8% |
0.156 |
3.7% |
56% |
False |
False |
23,691 |
20 |
4.407 |
3.894 |
0.513 |
12.2% |
0.157 |
3.8% |
58% |
False |
False |
19,414 |
40 |
4.543 |
3.894 |
0.649 |
15.5% |
0.125 |
3.0% |
45% |
False |
False |
15,728 |
60 |
4.678 |
3.894 |
0.784 |
18.7% |
0.120 |
2.9% |
38% |
False |
False |
12,218 |
80 |
5.434 |
3.894 |
1.540 |
36.8% |
0.115 |
2.8% |
19% |
False |
False |
9,906 |
100 |
5.570 |
3.894 |
1.676 |
40.0% |
0.114 |
2.7% |
18% |
False |
False |
8,280 |
120 |
5.861 |
3.894 |
1.967 |
47.0% |
0.116 |
2.8% |
15% |
False |
False |
7,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.012 |
2.618 |
4.712 |
1.618 |
4.528 |
1.000 |
4.414 |
0.618 |
4.344 |
HIGH |
4.230 |
0.618 |
4.160 |
0.500 |
4.138 |
0.382 |
4.116 |
LOW |
4.046 |
0.618 |
3.932 |
1.000 |
3.862 |
1.618 |
3.748 |
2.618 |
3.564 |
4.250 |
3.264 |
|
|
Fisher Pivots for day following 18-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.172 |
4.161 |
PP |
4.155 |
4.132 |
S1 |
4.138 |
4.104 |
|