NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 08-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.060 |
4.120 |
0.060 |
1.5% |
4.224 |
High |
4.120 |
4.245 |
0.125 |
3.0% |
4.294 |
Low |
4.044 |
4.113 |
0.069 |
1.7% |
3.964 |
Close |
4.112 |
4.219 |
0.107 |
2.6% |
4.112 |
Range |
0.076 |
0.132 |
0.056 |
73.7% |
0.330 |
ATR |
0.114 |
0.116 |
0.001 |
1.2% |
0.000 |
Volume |
19,141 |
19,141 |
0 |
0.0% |
86,745 |
|
Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.588 |
4.536 |
4.292 |
|
R3 |
4.456 |
4.404 |
4.255 |
|
R2 |
4.324 |
4.324 |
4.243 |
|
R1 |
4.272 |
4.272 |
4.231 |
4.298 |
PP |
4.192 |
4.192 |
4.192 |
4.206 |
S1 |
4.140 |
4.140 |
4.207 |
4.166 |
S2 |
4.060 |
4.060 |
4.195 |
|
S3 |
3.928 |
4.008 |
4.183 |
|
S4 |
3.796 |
3.876 |
4.146 |
|
|
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 |
4.245 |
3.964 |
0.281 |
6.7% |
0.116 |
2.7% |
91% |
True |
False |
16,278 |
10 |
4.294 |
3.905 |
0.389 |
9.2% |
0.140 |
3.3% |
81% |
False |
False |
15,701 |
20 |
4.294 |
3.848 |
0.446 |
10.6% |
0.114 |
2.7% |
83% |
False |
False |
12,835 |
40 |
4.530 |
3.848 |
0.682 |
16.2% |
0.104 |
2.5% |
54% |
False |
False |
10,589 |
60 |
4.791 |
3.848 |
0.943 |
22.4% |
0.098 |
2.3% |
39% |
False |
False |
8,952 |
80 |
5.116 |
3.848 |
1.268 |
30.1% |
0.095 |
2.2% |
29% |
False |
False |
7,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.806 |
2.618 |
4.591 |
1.618 |
4.459 |
1.000 |
4.377 |
0.618 |
4.327 |
HIGH |
4.245 |
0.618 |
4.195 |
0.500 |
4.179 |
0.382 |
4.163 |
LOW |
4.113 |
0.618 |
4.031 |
1.000 |
3.981 |
1.618 |
3.899 |
2.618 |
3.767 |
4.250 |
3.552 |
|
|
Fisher Pivots for day following 08-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.206 |
4.181 |
PP |
4.192 |
4.143 |
S1 |
4.179 |
4.105 |
|