NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 22-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.199 |
4.320 |
0.121 |
2.9% |
4.005 |
High |
4.330 |
4.443 |
0.113 |
2.6% |
4.330 |
Low |
4.153 |
4.292 |
0.139 |
3.3% |
3.913 |
Close |
4.320 |
4.435 |
0.115 |
2.7% |
4.320 |
Range |
0.177 |
0.151 |
-0.026 |
-14.7% |
0.417 |
ATR |
0.148 |
0.148 |
0.000 |
0.1% |
0.000 |
Volume |
25,158 |
23,613 |
-1,545 |
-6.1% |
90,620 |
|
Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.843 |
4.790 |
4.518 |
|
R3 |
4.692 |
4.639 |
4.477 |
|
R2 |
4.541 |
4.541 |
4.463 |
|
R1 |
4.488 |
4.488 |
4.449 |
4.515 |
PP |
4.390 |
4.390 |
4.390 |
4.403 |
S1 |
4.337 |
4.337 |
4.421 |
4.364 |
S2 |
4.239 |
4.239 |
4.407 |
|
S3 |
4.088 |
4.186 |
4.393 |
|
S4 |
3.937 |
4.035 |
4.352 |
|
|
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 |
4.443 |
3.977 |
0.466 |
10.5% |
0.169 |
3.8% |
98% |
True |
False |
19,867 |
10 |
4.443 |
3.913 |
0.530 |
12.0% |
0.167 |
3.8% |
98% |
True |
False |
21,458 |
20 |
4.443 |
3.913 |
0.530 |
12.0% |
0.161 |
3.6% |
98% |
True |
False |
20,682 |
40 |
4.443 |
3.894 |
0.549 |
12.4% |
0.128 |
2.9% |
99% |
True |
False |
16,748 |
60 |
4.678 |
3.894 |
0.784 |
17.7% |
0.122 |
2.8% |
69% |
False |
False |
12,870 |
80 |
5.434 |
3.894 |
1.540 |
34.7% |
0.117 |
2.6% |
35% |
False |
False |
10,425 |
100 |
5.560 |
3.894 |
1.666 |
37.6% |
0.114 |
2.6% |
32% |
False |
False |
8,720 |
120 |
5.861 |
3.894 |
1.967 |
44.4% |
0.116 |
2.6% |
28% |
False |
False |
7,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.085 |
2.618 |
4.838 |
1.618 |
4.687 |
1.000 |
4.594 |
0.618 |
4.536 |
HIGH |
4.443 |
0.618 |
4.385 |
0.500 |
4.368 |
0.382 |
4.350 |
LOW |
4.292 |
0.618 |
4.199 |
1.000 |
4.141 |
1.618 |
4.048 |
2.618 |
3.897 |
4.250 |
3.650 |
|
|
Fisher Pivots for day following 22-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.413 |
4.372 |
PP |
4.390 |
4.308 |
S1 |
4.368 |
4.245 |
|