NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 02-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.224 |
4.060 |
-0.164 |
-3.9% |
3.850 |
High |
4.294 |
4.120 |
-0.174 |
-4.1% |
4.200 |
Low |
4.046 |
3.985 |
-0.061 |
-1.5% |
3.848 |
Close |
4.057 |
4.089 |
0.032 |
0.8% |
4.184 |
Range |
0.248 |
0.135 |
-0.113 |
-45.6% |
0.352 |
ATR |
0.116 |
0.117 |
0.001 |
1.2% |
0.000 |
Volume |
24,493 |
18,659 |
-5,834 |
-23.8% |
59,855 |
|
Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.470 |
4.414 |
4.163 |
|
R3 |
4.335 |
4.279 |
4.126 |
|
R2 |
4.200 |
4.200 |
4.114 |
|
R1 |
4.144 |
4.144 |
4.101 |
4.172 |
PP |
4.065 |
4.065 |
4.065 |
4.079 |
S1 |
4.009 |
4.009 |
4.077 |
4.037 |
S2 |
3.930 |
3.930 |
4.064 |
|
S3 |
3.795 |
3.874 |
4.052 |
|
S4 |
3.660 |
3.739 |
4.015 |
|
|
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 |
9.5% |
0.170 |
4.2% |
47% |
False |
False |
17,110 |
10 |
4.294 |
3.848 |
0.446 |
10.9% |
0.139 |
3.4% |
54% |
False |
False |
13,016 |
20 |
4.315 |
3.848 |
0.467 |
11.4% |
0.110 |
2.7% |
52% |
False |
False |
11,630 |
40 |
4.530 |
3.848 |
0.682 |
16.7% |
0.100 |
2.4% |
35% |
False |
False |
9,618 |
60 |
4.791 |
3.848 |
0.943 |
23.1% |
0.094 |
2.3% |
26% |
False |
False |
8,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.694 |
2.618 |
4.473 |
1.618 |
4.338 |
1.000 |
4.255 |
0.618 |
4.203 |
HIGH |
4.120 |
0.618 |
4.068 |
0.500 |
4.053 |
0.382 |
4.037 |
LOW |
3.985 |
0.618 |
3.902 |
1.000 |
3.850 |
1.618 |
3.767 |
2.618 |
3.632 |
4.250 |
3.411 |
|
|
Fisher Pivots for day following 02-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.077 |
4.140 |
PP |
4.065 |
4.123 |
S1 |
4.053 |
4.106 |
|