NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 12-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.219 |
4.051 |
-0.168 |
-4.0% |
4.120 |
High |
4.255 |
4.093 |
-0.162 |
-3.8% |
4.323 |
Low |
4.088 |
3.962 |
-0.126 |
-3.1% |
3.962 |
Close |
4.091 |
3.969 |
-0.122 |
-3.0% |
3.969 |
Range |
0.167 |
0.131 |
-0.036 |
-21.6% |
0.361 |
ATR |
0.123 |
0.124 |
0.001 |
0.4% |
0.000 |
Volume |
20,190 |
20,168 |
-22 |
-0.1% |
100,597 |
|
Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.401 |
4.316 |
4.041 |
|
R3 |
4.270 |
4.185 |
4.005 |
|
R2 |
4.139 |
4.139 |
3.993 |
|
R1 |
4.054 |
4.054 |
3.981 |
4.031 |
PP |
4.008 |
4.008 |
4.008 |
3.997 |
S1 |
3.923 |
3.923 |
3.957 |
3.900 |
S2 |
3.877 |
3.877 |
3.945 |
|
S3 |
3.746 |
3.792 |
3.933 |
|
S4 |
3.615 |
3.661 |
3.897 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.168 |
4.929 |
4.168 |
|
R3 |
4.807 |
4.568 |
4.068 |
|
R2 |
4.446 |
4.446 |
4.035 |
|
R1 |
4.207 |
4.207 |
4.002 |
4.146 |
PP |
4.085 |
4.085 |
4.085 |
4.054 |
S1 |
3.846 |
3.846 |
3.936 |
3.785 |
S2 |
3.724 |
3.724 |
3.903 |
|
S3 |
3.363 |
3.485 |
3.870 |
|
S4 |
3.002 |
3.124 |
3.770 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.323 |
3.962 |
0.361 |
9.1% |
0.145 |
3.7% |
2% |
False |
True |
20,119 |
10 |
4.323 |
3.962 |
0.361 |
9.1% |
0.142 |
3.6% |
2% |
False |
True |
18,734 |
20 |
4.323 |
3.848 |
0.475 |
12.0% |
0.127 |
3.2% |
25% |
False |
False |
14,690 |
40 |
4.435 |
3.848 |
0.587 |
14.8% |
0.106 |
2.7% |
21% |
False |
False |
11,707 |
60 |
4.590 |
3.848 |
0.742 |
18.7% |
0.100 |
2.5% |
16% |
False |
False |
10,071 |
80 |
5.116 |
3.848 |
1.268 |
31.9% |
0.098 |
2.5% |
10% |
False |
False |
8,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.650 |
2.618 |
4.436 |
1.618 |
4.305 |
1.000 |
4.224 |
0.618 |
4.174 |
HIGH |
4.093 |
0.618 |
4.043 |
0.500 |
4.028 |
0.382 |
4.012 |
LOW |
3.962 |
0.618 |
3.881 |
1.000 |
3.831 |
1.618 |
3.750 |
2.618 |
3.619 |
4.250 |
3.405 |
|
|
Fisher Pivots for day following 12-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.028 |
4.143 |
PP |
4.008 |
4.085 |
S1 |
3.989 |
4.027 |
|