NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 29-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.422 |
4.428 |
0.006 |
0.1% |
4.320 |
High |
4.466 |
4.500 |
0.034 |
0.8% |
4.512 |
Low |
4.368 |
4.192 |
-0.176 |
-4.0% |
4.292 |
Close |
4.412 |
4.234 |
-0.178 |
-4.0% |
4.412 |
Range |
0.098 |
0.308 |
0.210 |
214.3% |
0.220 |
ATR |
0.146 |
0.158 |
0.012 |
7.9% |
0.000 |
Volume |
26,259 |
9,659 |
-16,600 |
-63.2% |
101,570 |
|
Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.233 |
5.041 |
4.403 |
|
R3 |
4.925 |
4.733 |
4.319 |
|
R2 |
4.617 |
4.617 |
4.290 |
|
R1 |
4.425 |
4.425 |
4.262 |
4.367 |
PP |
4.309 |
4.309 |
4.309 |
4.280 |
S1 |
4.117 |
4.117 |
4.206 |
4.059 |
S2 |
4.001 |
4.001 |
4.178 |
|
S3 |
3.693 |
3.809 |
4.149 |
|
S4 |
3.385 |
3.501 |
4.065 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.065 |
4.959 |
4.533 |
|
R3 |
4.845 |
4.739 |
4.473 |
|
R2 |
4.625 |
4.625 |
4.452 |
|
R1 |
4.519 |
4.519 |
4.432 |
4.572 |
PP |
4.405 |
4.405 |
4.405 |
4.432 |
S1 |
4.299 |
4.299 |
4.392 |
4.352 |
S2 |
4.185 |
4.185 |
4.372 |
|
S3 |
3.965 |
4.079 |
4.352 |
|
S4 |
3.745 |
3.859 |
4.291 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.512 |
4.192 |
0.320 |
7.6% |
0.175 |
4.1% |
13% |
False |
True |
22,245 |
10 |
4.512 |
3.913 |
0.599 |
14.1% |
0.171 |
4.0% |
54% |
False |
False |
20,184 |
20 |
4.512 |
3.913 |
0.599 |
14.1% |
0.165 |
3.9% |
54% |
False |
False |
22,997 |
40 |
4.512 |
3.894 |
0.618 |
14.6% |
0.137 |
3.2% |
55% |
False |
False |
18,234 |
60 |
4.678 |
3.894 |
0.784 |
18.5% |
0.126 |
3.0% |
43% |
False |
False |
13,968 |
80 |
5.181 |
3.894 |
1.287 |
30.4% |
0.119 |
2.8% |
26% |
False |
False |
11,357 |
100 |
5.434 |
3.894 |
1.540 |
36.4% |
0.116 |
2.7% |
22% |
False |
False |
9,518 |
120 |
5.861 |
3.894 |
1.967 |
46.5% |
0.117 |
2.8% |
17% |
False |
False |
8,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.809 |
2.618 |
5.306 |
1.618 |
4.998 |
1.000 |
4.808 |
0.618 |
4.690 |
HIGH |
4.500 |
0.618 |
4.382 |
0.500 |
4.346 |
0.382 |
4.310 |
LOW |
4.192 |
0.618 |
4.002 |
1.000 |
3.884 |
1.618 |
3.694 |
2.618 |
3.386 |
4.250 |
2.883 |
|
|
Fisher Pivots for day following 29-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.346 |
4.352 |
PP |
4.309 |
4.313 |
S1 |
4.271 |
4.273 |
|