NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 19-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.161 |
4.199 |
0.038 |
0.9% |
4.005 |
High |
4.230 |
4.330 |
0.100 |
2.4% |
4.330 |
Low |
4.046 |
4.153 |
0.107 |
2.6% |
3.913 |
Close |
4.189 |
4.320 |
0.131 |
3.1% |
4.320 |
Range |
0.184 |
0.177 |
-0.007 |
-3.8% |
0.417 |
ATR |
0.146 |
0.148 |
0.002 |
1.5% |
0.000 |
Volume |
21,725 |
25,158 |
3,433 |
15.8% |
90,620 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.799 |
4.736 |
4.417 |
|
R3 |
4.622 |
4.559 |
4.369 |
|
R2 |
4.445 |
4.445 |
4.352 |
|
R1 |
4.382 |
4.382 |
4.336 |
4.414 |
PP |
4.268 |
4.268 |
4.268 |
4.283 |
S1 |
4.205 |
4.205 |
4.304 |
4.237 |
S2 |
4.091 |
4.091 |
4.288 |
|
S3 |
3.914 |
4.028 |
4.271 |
|
S4 |
3.737 |
3.851 |
4.223 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.439 |
5.296 |
4.549 |
|
R3 |
5.022 |
4.879 |
4.435 |
|
R2 |
4.605 |
4.605 |
4.396 |
|
R1 |
4.462 |
4.462 |
4.358 |
4.534 |
PP |
4.188 |
4.188 |
4.188 |
4.223 |
S1 |
4.045 |
4.045 |
4.282 |
4.117 |
S2 |
3.771 |
3.771 |
4.244 |
|
S3 |
3.354 |
3.628 |
4.205 |
|
S4 |
2.937 |
3.211 |
4.091 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.330 |
3.913 |
0.417 |
9.7% |
0.168 |
3.9% |
98% |
True |
False |
18,124 |
10 |
4.406 |
3.913 |
0.493 |
11.4% |
0.166 |
3.8% |
83% |
False |
False |
22,652 |
20 |
4.407 |
3.894 |
0.513 |
11.9% |
0.159 |
3.7% |
83% |
False |
False |
19,964 |
40 |
4.419 |
3.894 |
0.525 |
12.2% |
0.127 |
2.9% |
81% |
False |
False |
16,261 |
60 |
4.678 |
3.894 |
0.784 |
18.1% |
0.122 |
2.8% |
54% |
False |
False |
12,538 |
80 |
5.434 |
3.894 |
1.540 |
35.6% |
0.116 |
2.7% |
28% |
False |
False |
10,171 |
100 |
5.570 |
3.894 |
1.676 |
38.8% |
0.115 |
2.7% |
25% |
False |
False |
8,514 |
120 |
5.861 |
3.894 |
1.967 |
45.5% |
0.116 |
2.7% |
22% |
False |
False |
7,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.082 |
2.618 |
4.793 |
1.618 |
4.616 |
1.000 |
4.507 |
0.618 |
4.439 |
HIGH |
4.330 |
0.618 |
4.262 |
0.500 |
4.242 |
0.382 |
4.221 |
LOW |
4.153 |
0.618 |
4.044 |
1.000 |
3.976 |
1.618 |
3.867 |
2.618 |
3.690 |
4.250 |
3.401 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.294 |
4.266 |
PP |
4.268 |
4.211 |
S1 |
4.242 |
4.157 |
|