NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 05-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.069 |
4.060 |
-0.009 |
-0.2% |
4.224 |
High |
4.100 |
4.120 |
0.020 |
0.5% |
4.294 |
Low |
3.964 |
4.044 |
0.080 |
2.0% |
3.964 |
Close |
4.065 |
4.112 |
0.047 |
1.2% |
4.112 |
Range |
0.136 |
0.076 |
-0.060 |
-44.1% |
0.330 |
ATR |
0.117 |
0.114 |
-0.003 |
-2.5% |
0.000 |
Volume |
9,131 |
19,141 |
10,010 |
109.6% |
86,745 |
|
Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.320 |
4.292 |
4.154 |
|
R3 |
4.244 |
4.216 |
4.133 |
|
R2 |
4.168 |
4.168 |
4.126 |
|
R1 |
4.140 |
4.140 |
4.119 |
4.154 |
PP |
4.092 |
4.092 |
4.092 |
4.099 |
S1 |
4.064 |
4.064 |
4.105 |
4.078 |
S2 |
4.016 |
4.016 |
4.098 |
|
S3 |
3.940 |
3.988 |
4.091 |
|
S4 |
3.864 |
3.912 |
4.070 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.113 |
4.943 |
4.294 |
|
R3 |
4.783 |
4.613 |
4.203 |
|
R2 |
4.453 |
4.453 |
4.173 |
|
R1 |
4.283 |
4.283 |
4.142 |
4.203 |
PP |
4.123 |
4.123 |
4.123 |
4.084 |
S1 |
3.953 |
3.953 |
4.082 |
3.873 |
S2 |
3.793 |
3.793 |
4.052 |
|
S3 |
3.463 |
3.623 |
4.021 |
|
S4 |
3.133 |
3.293 |
3.931 |
|
|
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 |
8.0% |
0.139 |
3.4% |
45% |
False |
False |
17,349 |
10 |
4.294 |
3.848 |
0.446 |
10.8% |
0.138 |
3.4% |
59% |
False |
False |
14,660 |
20 |
4.294 |
3.848 |
0.446 |
10.8% |
0.110 |
2.7% |
59% |
False |
False |
12,382 |
40 |
4.530 |
3.848 |
0.682 |
16.6% |
0.102 |
2.5% |
39% |
False |
False |
10,257 |
60 |
4.791 |
3.848 |
0.943 |
22.9% |
0.096 |
2.3% |
28% |
False |
False |
8,722 |
80 |
5.116 |
3.848 |
1.268 |
30.8% |
0.094 |
2.3% |
21% |
False |
False |
7,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.443 |
2.618 |
4.319 |
1.618 |
4.243 |
1.000 |
4.196 |
0.618 |
4.167 |
HIGH |
4.120 |
0.618 |
4.091 |
0.500 |
4.082 |
0.382 |
4.073 |
LOW |
4.044 |
0.618 |
3.997 |
1.000 |
3.968 |
1.618 |
3.921 |
2.618 |
3.845 |
4.250 |
3.721 |
|
|
Fisher Pivots for day following 05-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.102 |
4.089 |
PP |
4.092 |
4.065 |
S1 |
4.082 |
4.042 |
|