NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.100 |
3.991 |
-0.109 |
-2.7% |
4.155 |
| High |
4.109 |
4.035 |
-0.074 |
-1.8% |
4.367 |
| Low |
3.976 |
3.890 |
-0.086 |
-2.2% |
3.976 |
| Close |
3.982 |
4.020 |
0.038 |
1.0% |
3.982 |
| Range |
0.133 |
0.145 |
0.012 |
9.0% |
0.391 |
| ATR |
0.132 |
0.133 |
0.001 |
0.7% |
0.000 |
| Volume |
23,208 |
14,807 |
-8,401 |
-36.2% |
132,134 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.417 |
4.363 |
4.100 |
|
| R3 |
4.272 |
4.218 |
4.060 |
|
| R2 |
4.127 |
4.127 |
4.047 |
|
| R1 |
4.073 |
4.073 |
4.033 |
4.100 |
| PP |
3.982 |
3.982 |
3.982 |
3.995 |
| S1 |
3.928 |
3.928 |
4.007 |
3.955 |
| S2 |
3.837 |
3.837 |
3.993 |
|
| S3 |
3.692 |
3.783 |
3.980 |
|
| S4 |
3.547 |
3.638 |
3.940 |
|
|
| 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 |
3.890 |
0.477 |
11.9% |
0.158 |
3.9% |
27% |
False |
True |
23,560 |
| 10 |
4.367 |
3.890 |
0.477 |
11.9% |
0.138 |
3.4% |
27% |
False |
True |
23,230 |
| 20 |
4.367 |
3.854 |
0.513 |
12.8% |
0.139 |
3.4% |
32% |
False |
False |
17,869 |
| 40 |
4.515 |
3.854 |
0.661 |
16.4% |
0.115 |
2.9% |
25% |
False |
False |
14,595 |
| 60 |
4.653 |
3.854 |
0.799 |
19.9% |
0.111 |
2.8% |
21% |
False |
False |
12,534 |
| 80 |
5.327 |
3.854 |
1.473 |
36.6% |
0.109 |
2.7% |
11% |
False |
False |
10,788 |
| 100 |
5.582 |
3.854 |
1.728 |
43.0% |
0.109 |
2.7% |
10% |
False |
False |
9,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.651 |
|
2.618 |
4.415 |
|
1.618 |
4.270 |
|
1.000 |
4.180 |
|
0.618 |
4.125 |
|
HIGH |
4.035 |
|
0.618 |
3.980 |
|
0.500 |
3.963 |
|
0.382 |
3.945 |
|
LOW |
3.890 |
|
0.618 |
3.800 |
|
1.000 |
3.745 |
|
1.618 |
3.655 |
|
2.618 |
3.510 |
|
4.250 |
3.274 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.001 |
4.092 |
| PP |
3.982 |
4.068 |
| S1 |
3.963 |
4.044 |
|