NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 04-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.085 |
4.069 |
-0.016 |
-0.4% |
3.850 |
High |
4.111 |
4.100 |
-0.011 |
-0.3% |
4.200 |
Low |
4.011 |
3.964 |
-0.047 |
-1.2% |
3.848 |
Close |
4.057 |
4.065 |
0.008 |
0.2% |
4.184 |
Range |
0.100 |
0.136 |
0.036 |
36.0% |
0.352 |
ATR |
0.116 |
0.117 |
0.001 |
1.2% |
0.000 |
Volume |
15,321 |
9,131 |
-6,190 |
-40.4% |
59,855 |
|
Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.451 |
4.394 |
4.140 |
|
R3 |
4.315 |
4.258 |
4.102 |
|
R2 |
4.179 |
4.179 |
4.090 |
|
R1 |
4.122 |
4.122 |
4.077 |
4.083 |
PP |
4.043 |
4.043 |
4.043 |
4.023 |
S1 |
3.986 |
3.986 |
4.053 |
3.947 |
S2 |
3.907 |
3.907 |
4.040 |
|
S3 |
3.771 |
3.850 |
4.028 |
|
S4 |
3.635 |
3.714 |
3.990 |
|
|
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 |
3.964 |
0.330 |
8.1% |
0.156 |
3.8% |
31% |
False |
True |
17,183 |
10 |
4.294 |
3.848 |
0.446 |
11.0% |
0.143 |
3.5% |
49% |
False |
False |
13,885 |
20 |
4.294 |
3.848 |
0.446 |
11.0% |
0.110 |
2.7% |
49% |
False |
False |
11,992 |
40 |
4.530 |
3.848 |
0.682 |
16.8% |
0.103 |
2.5% |
32% |
False |
False |
9,932 |
60 |
4.791 |
3.848 |
0.943 |
23.2% |
0.096 |
2.4% |
23% |
False |
False |
8,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.678 |
2.618 |
4.456 |
1.618 |
4.320 |
1.000 |
4.236 |
0.618 |
4.184 |
HIGH |
4.100 |
0.618 |
4.048 |
0.500 |
4.032 |
0.382 |
4.016 |
LOW |
3.964 |
0.618 |
3.880 |
1.000 |
3.828 |
1.618 |
3.744 |
2.618 |
3.608 |
4.250 |
3.386 |
|
|
Fisher Pivots for day following 04-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.054 |
4.057 |
PP |
4.043 |
4.050 |
S1 |
4.032 |
4.042 |
|