NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 09-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.120 |
4.254 |
0.134 |
3.3% |
4.224 |
High |
4.245 |
4.309 |
0.064 |
1.5% |
4.294 |
Low |
4.113 |
4.179 |
0.066 |
1.6% |
3.964 |
Close |
4.219 |
4.293 |
0.074 |
1.8% |
4.112 |
Range |
0.132 |
0.130 |
-0.002 |
-1.5% |
0.330 |
ATR |
0.116 |
0.117 |
0.001 |
0.9% |
0.000 |
Volume |
19,141 |
20,072 |
931 |
4.9% |
86,745 |
|
Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.650 |
4.602 |
4.365 |
|
R3 |
4.520 |
4.472 |
4.329 |
|
R2 |
4.390 |
4.390 |
4.317 |
|
R1 |
4.342 |
4.342 |
4.305 |
4.366 |
PP |
4.260 |
4.260 |
4.260 |
4.273 |
S1 |
4.212 |
4.212 |
4.281 |
4.236 |
S2 |
4.130 |
4.130 |
4.269 |
|
S3 |
4.000 |
4.082 |
4.257 |
|
S4 |
3.870 |
3.952 |
4.222 |
|
|
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 |
4.309 |
3.964 |
0.345 |
8.0% |
0.115 |
2.7% |
95% |
True |
False |
16,561 |
10 |
4.309 |
3.905 |
0.404 |
9.4% |
0.142 |
3.3% |
96% |
True |
False |
16,835 |
20 |
4.309 |
3.848 |
0.461 |
10.7% |
0.117 |
2.7% |
97% |
True |
False |
13,482 |
40 |
4.506 |
3.848 |
0.658 |
15.3% |
0.103 |
2.4% |
68% |
False |
False |
10,857 |
60 |
4.750 |
3.848 |
0.902 |
21.0% |
0.097 |
2.3% |
49% |
False |
False |
9,247 |
80 |
5.116 |
3.848 |
1.268 |
29.5% |
0.096 |
2.2% |
35% |
False |
False |
8,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.862 |
2.618 |
4.649 |
1.618 |
4.519 |
1.000 |
4.439 |
0.618 |
4.389 |
HIGH |
4.309 |
0.618 |
4.259 |
0.500 |
4.244 |
0.382 |
4.229 |
LOW |
4.179 |
0.618 |
4.099 |
1.000 |
4.049 |
1.618 |
3.969 |
2.618 |
3.839 |
4.250 |
3.627 |
|
|
Fisher Pivots for day following 09-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.277 |
4.254 |
PP |
4.260 |
4.215 |
S1 |
4.244 |
4.177 |
|