NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 01-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.093 |
4.224 |
0.131 |
3.2% |
3.850 |
High |
4.200 |
4.294 |
0.094 |
2.2% |
4.200 |
Low |
4.040 |
4.046 |
0.006 |
0.1% |
3.848 |
Close |
4.184 |
4.057 |
-0.127 |
-3.0% |
4.184 |
Range |
0.160 |
0.248 |
0.088 |
55.0% |
0.352 |
ATR |
0.105 |
0.116 |
0.010 |
9.6% |
0.000 |
Volume |
18,312 |
24,493 |
6,181 |
33.8% |
59,855 |
|
Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.876 |
4.715 |
4.193 |
|
R3 |
4.628 |
4.467 |
4.125 |
|
R2 |
4.380 |
4.380 |
4.102 |
|
R1 |
4.219 |
4.219 |
4.080 |
4.176 |
PP |
4.132 |
4.132 |
4.132 |
4.111 |
S1 |
3.971 |
3.971 |
4.034 |
3.928 |
S2 |
3.884 |
3.884 |
4.012 |
|
S3 |
3.636 |
3.723 |
3.989 |
|
S4 |
3.388 |
3.475 |
3.921 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.133 |
5.011 |
4.378 |
|
R3 |
4.781 |
4.659 |
4.281 |
|
R2 |
4.429 |
4.429 |
4.249 |
|
R1 |
4.307 |
4.307 |
4.216 |
4.368 |
PP |
4.077 |
4.077 |
4.077 |
4.108 |
S1 |
3.955 |
3.955 |
4.152 |
4.016 |
S2 |
3.725 |
3.725 |
4.119 |
|
S3 |
3.373 |
3.603 |
4.087 |
|
S4 |
3.021 |
3.251 |
3.990 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.294 |
3.905 |
0.389 |
9.6% |
0.163 |
4.0% |
39% |
True |
False |
15,123 |
10 |
4.294 |
3.848 |
0.446 |
11.0% |
0.131 |
3.2% |
47% |
True |
False |
12,098 |
20 |
4.315 |
3.848 |
0.467 |
11.5% |
0.106 |
2.6% |
45% |
False |
False |
11,113 |
40 |
4.530 |
3.848 |
0.682 |
16.8% |
0.099 |
2.4% |
31% |
False |
False |
9,289 |
60 |
4.920 |
3.848 |
1.072 |
26.4% |
0.094 |
2.3% |
19% |
False |
False |
8,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.348 |
2.618 |
4.943 |
1.618 |
4.695 |
1.000 |
4.542 |
0.618 |
4.447 |
HIGH |
4.294 |
0.618 |
4.199 |
0.500 |
4.170 |
0.382 |
4.141 |
LOW |
4.046 |
0.618 |
3.893 |
1.000 |
3.798 |
1.618 |
3.645 |
2.618 |
3.397 |
4.250 |
2.992 |
|
|
Fisher Pivots for day following 01-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.170 |
4.100 |
PP |
4.132 |
4.085 |
S1 |
4.095 |
4.071 |
|