NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 03-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.081 |
4.105 |
0.024 |
0.6% |
3.880 |
High |
4.141 |
4.131 |
-0.010 |
-0.2% |
4.234 |
Low |
3.998 |
4.030 |
0.032 |
0.8% |
3.854 |
Close |
4.109 |
4.077 |
-0.032 |
-0.8% |
4.219 |
Range |
0.143 |
0.101 |
-0.042 |
-29.4% |
0.380 |
ATR |
0.126 |
0.124 |
-0.002 |
-1.4% |
0.000 |
Volume |
18,101 |
23,195 |
5,094 |
28.1% |
60,639 |
|
Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.382 |
4.331 |
4.133 |
|
R3 |
4.281 |
4.230 |
4.105 |
|
R2 |
4.180 |
4.180 |
4.096 |
|
R1 |
4.129 |
4.129 |
4.086 |
4.104 |
PP |
4.079 |
4.079 |
4.079 |
4.067 |
S1 |
4.028 |
4.028 |
4.068 |
4.003 |
S2 |
3.978 |
3.978 |
4.058 |
|
S3 |
3.877 |
3.927 |
4.049 |
|
S4 |
3.776 |
3.826 |
4.021 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.242 |
5.111 |
4.428 |
|
R3 |
4.862 |
4.731 |
4.324 |
|
R2 |
4.482 |
4.482 |
4.289 |
|
R1 |
4.351 |
4.351 |
4.254 |
4.417 |
PP |
4.102 |
4.102 |
4.102 |
4.135 |
S1 |
3.971 |
3.971 |
4.184 |
4.037 |
S2 |
3.722 |
3.722 |
4.149 |
|
S3 |
3.342 |
3.591 |
4.115 |
|
S4 |
2.962 |
3.211 |
4.010 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.340 |
3.920 |
0.420 |
10.3% |
0.182 |
4.5% |
37% |
False |
False |
18,731 |
10 |
4.340 |
3.854 |
0.486 |
11.9% |
0.152 |
3.7% |
46% |
False |
False |
14,905 |
20 |
4.354 |
3.854 |
0.500 |
12.3% |
0.118 |
2.9% |
45% |
False |
False |
14,328 |
40 |
4.613 |
3.854 |
0.759 |
18.6% |
0.109 |
2.7% |
29% |
False |
False |
12,082 |
60 |
4.914 |
3.854 |
1.060 |
26.0% |
0.104 |
2.5% |
21% |
False |
False |
9,954 |
80 |
5.327 |
3.854 |
1.473 |
36.1% |
0.104 |
2.6% |
15% |
False |
False |
8,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.560 |
2.618 |
4.395 |
1.618 |
4.294 |
1.000 |
4.232 |
0.618 |
4.193 |
HIGH |
4.131 |
0.618 |
4.092 |
0.500 |
4.081 |
0.382 |
4.069 |
LOW |
4.030 |
0.618 |
3.968 |
1.000 |
3.929 |
1.618 |
3.867 |
2.618 |
3.766 |
4.250 |
3.601 |
|
|
Fisher Pivots for day following 03-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.081 |
4.169 |
PP |
4.079 |
4.138 |
S1 |
4.078 |
4.108 |
|