NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 11-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.299 |
4.219 |
-0.080 |
-1.9% |
4.224 |
High |
4.323 |
4.255 |
-0.068 |
-1.6% |
4.294 |
Low |
4.158 |
4.088 |
-0.070 |
-1.7% |
3.964 |
Close |
4.192 |
4.091 |
-0.101 |
-2.4% |
4.112 |
Range |
0.165 |
0.167 |
0.002 |
1.2% |
0.330 |
ATR |
0.120 |
0.123 |
0.003 |
2.8% |
0.000 |
Volume |
21,026 |
20,190 |
-836 |
-4.0% |
86,745 |
|
Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.646 |
4.535 |
4.183 |
|
R3 |
4.479 |
4.368 |
4.137 |
|
R2 |
4.312 |
4.312 |
4.122 |
|
R1 |
4.201 |
4.201 |
4.106 |
4.173 |
PP |
4.145 |
4.145 |
4.145 |
4.131 |
S1 |
4.034 |
4.034 |
4.076 |
4.006 |
S2 |
3.978 |
3.978 |
4.060 |
|
S3 |
3.811 |
3.867 |
4.045 |
|
S4 |
3.644 |
3.700 |
3.999 |
|
|
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 |
4.323 |
4.044 |
0.279 |
6.8% |
0.134 |
3.3% |
17% |
False |
False |
19,914 |
10 |
4.323 |
3.964 |
0.359 |
8.8% |
0.145 |
3.5% |
35% |
False |
False |
18,548 |
20 |
4.323 |
3.848 |
0.475 |
11.6% |
0.125 |
3.1% |
51% |
False |
False |
14,356 |
40 |
4.473 |
3.848 |
0.625 |
15.3% |
0.105 |
2.6% |
39% |
False |
False |
11,554 |
60 |
4.750 |
3.848 |
0.902 |
22.0% |
0.101 |
2.5% |
27% |
False |
False |
9,771 |
80 |
5.116 |
3.848 |
1.268 |
31.0% |
0.098 |
2.4% |
19% |
False |
False |
8,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.965 |
2.618 |
4.692 |
1.618 |
4.525 |
1.000 |
4.422 |
0.618 |
4.358 |
HIGH |
4.255 |
0.618 |
4.191 |
0.500 |
4.172 |
0.382 |
4.152 |
LOW |
4.088 |
0.618 |
3.985 |
1.000 |
3.921 |
1.618 |
3.818 |
2.618 |
3.651 |
4.250 |
3.378 |
|
|
Fisher Pivots for day following 11-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.172 |
4.206 |
PP |
4.145 |
4.167 |
S1 |
4.118 |
4.129 |
|