NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
3.950 |
4.005 |
0.055 |
1.4% |
4.120 |
| High |
4.010 |
4.045 |
0.035 |
0.9% |
4.323 |
| Low |
3.879 |
3.938 |
0.059 |
1.5% |
3.962 |
| Close |
3.999 |
3.964 |
-0.035 |
-0.9% |
3.969 |
| Range |
0.131 |
0.107 |
-0.024 |
-18.3% |
0.361 |
| ATR |
0.125 |
0.123 |
-0.001 |
-1.0% |
0.000 |
| Volume |
13,390 |
14,327 |
937 |
7.0% |
100,597 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.303 |
4.241 |
4.023 |
|
| R3 |
4.196 |
4.134 |
3.993 |
|
| R2 |
4.089 |
4.089 |
3.984 |
|
| R1 |
4.027 |
4.027 |
3.974 |
4.005 |
| PP |
3.982 |
3.982 |
3.982 |
3.971 |
| S1 |
3.920 |
3.920 |
3.954 |
3.898 |
| S2 |
3.875 |
3.875 |
3.944 |
|
| S3 |
3.768 |
3.813 |
3.935 |
|
| S4 |
3.661 |
3.706 |
3.905 |
|
|
| 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 |
3.879 |
0.444 |
11.2% |
0.140 |
3.5% |
19% |
False |
False |
17,820 |
| 10 |
4.323 |
3.879 |
0.444 |
11.2% |
0.128 |
3.2% |
19% |
False |
False |
17,190 |
| 20 |
4.323 |
3.848 |
0.475 |
12.0% |
0.133 |
3.4% |
24% |
False |
False |
15,103 |
| 40 |
4.435 |
3.848 |
0.587 |
14.8% |
0.106 |
2.7% |
20% |
False |
False |
12,054 |
| 60 |
4.530 |
3.848 |
0.682 |
17.2% |
0.103 |
2.6% |
17% |
False |
False |
10,379 |
| 80 |
5.116 |
3.848 |
1.268 |
32.0% |
0.100 |
2.5% |
9% |
False |
False |
8,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.500 |
|
2.618 |
4.325 |
|
1.618 |
4.218 |
|
1.000 |
4.152 |
|
0.618 |
4.111 |
|
HIGH |
4.045 |
|
0.618 |
4.004 |
|
0.500 |
3.992 |
|
0.382 |
3.979 |
|
LOW |
3.938 |
|
0.618 |
3.872 |
|
1.000 |
3.831 |
|
1.618 |
3.765 |
|
2.618 |
3.658 |
|
4.250 |
3.483 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3.992 |
3.986 |
| PP |
3.982 |
3.979 |
| S1 |
3.973 |
3.971 |
|