NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 03-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.060 |
4.085 |
0.025 |
0.6% |
3.850 |
High |
4.120 |
4.111 |
-0.009 |
-0.2% |
4.200 |
Low |
3.985 |
4.011 |
0.026 |
0.7% |
3.848 |
Close |
4.089 |
4.057 |
-0.032 |
-0.8% |
4.184 |
Range |
0.135 |
0.100 |
-0.035 |
-25.9% |
0.352 |
ATR |
0.117 |
0.116 |
-0.001 |
-1.0% |
0.000 |
Volume |
18,659 |
15,321 |
-3,338 |
-17.9% |
59,855 |
|
Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.360 |
4.308 |
4.112 |
|
R3 |
4.260 |
4.208 |
4.085 |
|
R2 |
4.160 |
4.160 |
4.075 |
|
R1 |
4.108 |
4.108 |
4.066 |
4.084 |
PP |
4.060 |
4.060 |
4.060 |
4.048 |
S1 |
4.008 |
4.008 |
4.048 |
3.984 |
S2 |
3.960 |
3.960 |
4.039 |
|
S3 |
3.860 |
3.908 |
4.030 |
|
S4 |
3.760 |
3.808 |
4.002 |
|
|
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% |
0.171 |
4.2% |
39% |
False |
False |
17,428 |
10 |
4.294 |
3.848 |
0.446 |
11.0% |
0.143 |
3.5% |
47% |
False |
False |
13,790 |
20 |
4.315 |
3.848 |
0.467 |
11.5% |
0.111 |
2.7% |
45% |
False |
False |
12,083 |
40 |
4.530 |
3.848 |
0.682 |
16.8% |
0.101 |
2.5% |
31% |
False |
False |
9,825 |
60 |
4.791 |
3.848 |
0.943 |
23.2% |
0.094 |
2.3% |
22% |
False |
False |
8,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.536 |
2.618 |
4.373 |
1.618 |
4.273 |
1.000 |
4.211 |
0.618 |
4.173 |
HIGH |
4.111 |
0.618 |
4.073 |
0.500 |
4.061 |
0.382 |
4.049 |
LOW |
4.011 |
0.618 |
3.949 |
1.000 |
3.911 |
1.618 |
3.849 |
2.618 |
3.749 |
4.250 |
3.586 |
|
|
Fisher Pivots for day following 03-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.061 |
4.140 |
PP |
4.060 |
4.112 |
S1 |
4.058 |
4.085 |
|