NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.250 |
4.100 |
-0.150 |
-3.5% |
4.155 |
| High |
4.293 |
4.109 |
-0.184 |
-4.3% |
4.367 |
| Low |
4.104 |
3.976 |
-0.128 |
-3.1% |
3.976 |
| Close |
4.107 |
3.982 |
-0.125 |
-3.0% |
3.982 |
| Range |
0.189 |
0.133 |
-0.056 |
-29.6% |
0.391 |
| ATR |
0.132 |
0.132 |
0.000 |
0.1% |
0.000 |
| Volume |
24,581 |
23,208 |
-1,373 |
-5.6% |
132,134 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.421 |
4.335 |
4.055 |
|
| R3 |
4.288 |
4.202 |
4.019 |
|
| R2 |
4.155 |
4.155 |
4.006 |
|
| R1 |
4.069 |
4.069 |
3.994 |
4.046 |
| PP |
4.022 |
4.022 |
4.022 |
4.011 |
| S1 |
3.936 |
3.936 |
3.970 |
3.913 |
| S2 |
3.889 |
3.889 |
3.958 |
|
| S3 |
3.756 |
3.803 |
3.945 |
|
| S4 |
3.623 |
3.670 |
3.909 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.281 |
5.023 |
4.197 |
|
| R3 |
4.890 |
4.632 |
4.090 |
|
| R2 |
4.499 |
4.499 |
4.054 |
|
| R1 |
4.241 |
4.241 |
4.018 |
4.175 |
| PP |
4.108 |
4.108 |
4.108 |
4.075 |
| S1 |
3.850 |
3.850 |
3.946 |
3.784 |
| S2 |
3.717 |
3.717 |
3.910 |
|
| S3 |
3.326 |
3.459 |
3.874 |
|
| S4 |
2.935 |
3.068 |
3.767 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.367 |
3.976 |
0.391 |
9.8% |
0.153 |
3.8% |
2% |
False |
True |
26,426 |
| 10 |
4.367 |
3.976 |
0.391 |
9.8% |
0.151 |
3.8% |
2% |
False |
True |
24,317 |
| 20 |
4.367 |
3.854 |
0.513 |
12.9% |
0.134 |
3.4% |
25% |
False |
False |
17,736 |
| 40 |
4.515 |
3.854 |
0.661 |
16.6% |
0.115 |
2.9% |
19% |
False |
False |
14,414 |
| 60 |
4.730 |
3.854 |
0.876 |
22.0% |
0.110 |
2.8% |
15% |
False |
False |
12,374 |
| 80 |
5.327 |
3.854 |
1.473 |
37.0% |
0.108 |
2.7% |
9% |
False |
False |
10,655 |
| 100 |
5.582 |
3.854 |
1.728 |
43.4% |
0.108 |
2.7% |
7% |
False |
False |
9,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.674 |
|
2.618 |
4.457 |
|
1.618 |
4.324 |
|
1.000 |
4.242 |
|
0.618 |
4.191 |
|
HIGH |
4.109 |
|
0.618 |
4.058 |
|
0.500 |
4.043 |
|
0.382 |
4.027 |
|
LOW |
3.976 |
|
0.618 |
3.894 |
|
1.000 |
3.843 |
|
1.618 |
3.761 |
|
2.618 |
3.628 |
|
4.250 |
3.411 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.043 |
4.172 |
| PP |
4.022 |
4.108 |
| S1 |
4.002 |
4.045 |
|