NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 18-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
3.954 |
4.103 |
0.149 |
3.8% |
4.120 |
High |
4.142 |
4.164 |
0.022 |
0.5% |
4.323 |
Low |
3.940 |
4.005 |
0.065 |
1.6% |
3.962 |
Close |
4.134 |
4.127 |
-0.007 |
-0.2% |
3.969 |
Range |
0.202 |
0.159 |
-0.043 |
-21.3% |
0.361 |
ATR |
0.129 |
0.131 |
0.002 |
1.7% |
0.000 |
Volume |
11,424 |
19,380 |
7,956 |
69.6% |
100,597 |
|
Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.576 |
4.510 |
4.214 |
|
R3 |
4.417 |
4.351 |
4.171 |
|
R2 |
4.258 |
4.258 |
4.156 |
|
R1 |
4.192 |
4.192 |
4.142 |
4.225 |
PP |
4.099 |
4.099 |
4.099 |
4.115 |
S1 |
4.033 |
4.033 |
4.112 |
4.066 |
S2 |
3.940 |
3.940 |
4.098 |
|
S3 |
3.781 |
3.874 |
4.083 |
|
S4 |
3.622 |
3.715 |
4.040 |
|
|
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 |
4.164 |
3.879 |
0.285 |
6.9% |
0.146 |
3.5% |
87% |
True |
False |
15,737 |
10 |
4.323 |
3.879 |
0.444 |
10.8% |
0.140 |
3.4% |
56% |
False |
False |
17,825 |
20 |
4.323 |
3.848 |
0.475 |
11.5% |
0.141 |
3.4% |
59% |
False |
False |
15,855 |
40 |
4.385 |
3.848 |
0.537 |
13.0% |
0.111 |
2.7% |
52% |
False |
False |
12,512 |
60 |
4.530 |
3.848 |
0.682 |
16.5% |
0.106 |
2.6% |
41% |
False |
False |
10,693 |
80 |
5.116 |
3.848 |
1.268 |
30.7% |
0.102 |
2.5% |
22% |
False |
False |
9,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.840 |
2.618 |
4.580 |
1.618 |
4.421 |
1.000 |
4.323 |
0.618 |
4.262 |
HIGH |
4.164 |
0.618 |
4.103 |
0.500 |
4.085 |
0.382 |
4.066 |
LOW |
4.005 |
0.618 |
3.907 |
1.000 |
3.846 |
1.618 |
3.748 |
2.618 |
3.589 |
4.250 |
3.329 |
|
|
Fisher Pivots for day following 18-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.113 |
4.102 |
PP |
4.099 |
4.076 |
S1 |
4.085 |
4.051 |
|