NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 18-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.003 |
4.133 |
0.130 |
3.2% |
4.155 |
High |
4.166 |
4.190 |
0.024 |
0.6% |
4.367 |
Low |
3.963 |
4.022 |
0.059 |
1.5% |
3.976 |
Close |
4.160 |
4.161 |
0.001 |
0.0% |
3.982 |
Range |
0.203 |
0.168 |
-0.035 |
-17.2% |
0.391 |
ATR |
0.137 |
0.139 |
0.002 |
1.6% |
0.000 |
Volume |
12,372 |
23,138 |
10,766 |
87.0% |
132,134 |
|
Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.628 |
4.563 |
4.253 |
|
R3 |
4.460 |
4.395 |
4.207 |
|
R2 |
4.292 |
4.292 |
4.192 |
|
R1 |
4.227 |
4.227 |
4.176 |
4.260 |
PP |
4.124 |
4.124 |
4.124 |
4.141 |
S1 |
4.059 |
4.059 |
4.146 |
4.092 |
S2 |
3.956 |
3.956 |
4.130 |
|
S3 |
3.788 |
3.891 |
4.115 |
|
S4 |
3.620 |
3.723 |
4.069 |
|
|
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 |
4.190 |
3.890 |
0.300 |
7.2% |
0.153 |
3.7% |
90% |
True |
False |
18,646 |
10 |
4.367 |
3.890 |
0.477 |
11.5% |
0.148 |
3.6% |
57% |
False |
False |
23,129 |
20 |
4.367 |
3.854 |
0.513 |
12.3% |
0.150 |
3.6% |
60% |
False |
False |
19,312 |
40 |
4.470 |
3.854 |
0.616 |
14.8% |
0.119 |
2.9% |
50% |
False |
False |
15,388 |
60 |
4.613 |
3.854 |
0.759 |
18.2% |
0.116 |
2.8% |
40% |
False |
False |
13,207 |
80 |
5.327 |
3.854 |
1.473 |
35.4% |
0.111 |
2.7% |
21% |
False |
False |
11,375 |
100 |
5.458 |
3.854 |
1.604 |
38.5% |
0.110 |
2.7% |
19% |
False |
False |
9,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.904 |
2.618 |
4.630 |
1.618 |
4.462 |
1.000 |
4.358 |
0.618 |
4.294 |
HIGH |
4.190 |
0.618 |
4.126 |
0.500 |
4.106 |
0.382 |
4.086 |
LOW |
4.022 |
0.618 |
3.918 |
1.000 |
3.854 |
1.618 |
3.750 |
2.618 |
3.582 |
4.250 |
3.308 |
|
|
Fisher Pivots for day following 18-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.143 |
4.132 |
PP |
4.124 |
4.103 |
S1 |
4.106 |
4.074 |
|