NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
3.991 |
4.035 |
0.044 |
1.1% |
4.155 |
| High |
4.035 |
4.074 |
0.039 |
1.0% |
4.367 |
| Low |
3.890 |
3.957 |
0.067 |
1.7% |
3.976 |
| Close |
4.020 |
3.981 |
-0.039 |
-1.0% |
3.982 |
| Range |
0.145 |
0.117 |
-0.028 |
-19.3% |
0.391 |
| ATR |
0.133 |
0.132 |
-0.001 |
-0.9% |
0.000 |
| Volume |
14,807 |
19,706 |
4,899 |
33.1% |
132,134 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.355 |
4.285 |
4.045 |
|
| R3 |
4.238 |
4.168 |
4.013 |
|
| R2 |
4.121 |
4.121 |
4.002 |
|
| R1 |
4.051 |
4.051 |
3.992 |
4.028 |
| PP |
4.004 |
4.004 |
4.004 |
3.992 |
| S1 |
3.934 |
3.934 |
3.970 |
3.911 |
| S2 |
3.887 |
3.887 |
3.960 |
|
| S3 |
3.770 |
3.817 |
3.949 |
|
| S4 |
3.653 |
3.700 |
3.917 |
|
|
| 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 |
12.0% |
0.152 |
3.8% |
19% |
False |
False |
22,025 |
| 10 |
4.367 |
3.890 |
0.477 |
12.0% |
0.135 |
3.4% |
19% |
False |
False |
23,391 |
| 20 |
4.367 |
3.854 |
0.513 |
12.9% |
0.142 |
3.6% |
25% |
False |
False |
18,419 |
| 40 |
4.515 |
3.854 |
0.661 |
16.6% |
0.115 |
2.9% |
19% |
False |
False |
14,898 |
| 60 |
4.613 |
3.854 |
0.759 |
19.1% |
0.112 |
2.8% |
17% |
False |
False |
12,821 |
| 80 |
5.327 |
3.854 |
1.473 |
37.0% |
0.109 |
2.7% |
9% |
False |
False |
10,992 |
| 100 |
5.546 |
3.854 |
1.692 |
42.5% |
0.109 |
2.7% |
8% |
False |
False |
9,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.571 |
|
2.618 |
4.380 |
|
1.618 |
4.263 |
|
1.000 |
4.191 |
|
0.618 |
4.146 |
|
HIGH |
4.074 |
|
0.618 |
4.029 |
|
0.500 |
4.016 |
|
0.382 |
4.002 |
|
LOW |
3.957 |
|
0.618 |
3.885 |
|
1.000 |
3.840 |
|
1.618 |
3.768 |
|
2.618 |
3.651 |
|
4.250 |
3.460 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.016 |
4.000 |
| PP |
4.004 |
3.993 |
| S1 |
3.993 |
3.987 |
|