NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
4.005 |
3.954 |
-0.051 |
-1.3% |
4.120 |
| High |
4.045 |
4.142 |
0.097 |
2.4% |
4.323 |
| Low |
3.938 |
3.940 |
0.002 |
0.1% |
3.962 |
| Close |
3.964 |
4.134 |
0.170 |
4.3% |
3.969 |
| Range |
0.107 |
0.202 |
0.095 |
88.8% |
0.361 |
| ATR |
0.123 |
0.129 |
0.006 |
4.6% |
0.000 |
| Volume |
14,327 |
11,424 |
-2,903 |
-20.3% |
100,597 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.678 |
4.608 |
4.245 |
|
| R3 |
4.476 |
4.406 |
4.190 |
|
| R2 |
4.274 |
4.274 |
4.171 |
|
| R1 |
4.204 |
4.204 |
4.153 |
4.239 |
| PP |
4.072 |
4.072 |
4.072 |
4.090 |
| S1 |
4.002 |
4.002 |
4.115 |
4.037 |
| S2 |
3.870 |
3.870 |
4.097 |
|
| S3 |
3.668 |
3.800 |
4.078 |
|
| S4 |
3.466 |
3.598 |
4.023 |
|
|
| 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 |
4.255 |
3.879 |
0.376 |
9.1% |
0.148 |
3.6% |
68% |
False |
False |
15,899 |
| 10 |
4.323 |
3.879 |
0.444 |
10.7% |
0.138 |
3.3% |
57% |
False |
False |
16,801 |
| 20 |
4.323 |
3.848 |
0.475 |
11.5% |
0.140 |
3.4% |
60% |
False |
False |
15,295 |
| 40 |
4.435 |
3.848 |
0.587 |
14.2% |
0.110 |
2.6% |
49% |
False |
False |
12,128 |
| 60 |
4.530 |
3.848 |
0.682 |
16.5% |
0.105 |
2.5% |
42% |
False |
False |
10,443 |
| 80 |
5.116 |
3.848 |
1.268 |
30.7% |
0.101 |
2.4% |
23% |
False |
False |
9,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.001 |
|
2.618 |
4.671 |
|
1.618 |
4.469 |
|
1.000 |
4.344 |
|
0.618 |
4.267 |
|
HIGH |
4.142 |
|
0.618 |
4.065 |
|
0.500 |
4.041 |
|
0.382 |
4.017 |
|
LOW |
3.940 |
|
0.618 |
3.815 |
|
1.000 |
3.738 |
|
1.618 |
3.613 |
|
2.618 |
3.411 |
|
4.250 |
3.082 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.103 |
4.093 |
| PP |
4.072 |
4.052 |
| S1 |
4.041 |
4.011 |
|