NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 19-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.103 |
4.130 |
0.027 |
0.7% |
3.950 |
High |
4.164 |
4.249 |
0.085 |
2.0% |
4.249 |
Low |
4.005 |
4.091 |
0.086 |
2.1% |
3.879 |
Close |
4.127 |
4.236 |
0.109 |
2.6% |
4.236 |
Range |
0.159 |
0.158 |
-0.001 |
-0.6% |
0.370 |
ATR |
0.131 |
0.133 |
0.002 |
1.5% |
0.000 |
Volume |
19,380 |
16,340 |
-3,040 |
-15.7% |
74,861 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.666 |
4.609 |
4.323 |
|
R3 |
4.508 |
4.451 |
4.279 |
|
R2 |
4.350 |
4.350 |
4.265 |
|
R1 |
4.293 |
4.293 |
4.250 |
4.322 |
PP |
4.192 |
4.192 |
4.192 |
4.206 |
S1 |
4.135 |
4.135 |
4.222 |
4.164 |
S2 |
4.034 |
4.034 |
4.207 |
|
S3 |
3.876 |
3.977 |
4.193 |
|
S4 |
3.718 |
3.819 |
4.149 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.231 |
5.104 |
4.440 |
|
R3 |
4.861 |
4.734 |
4.338 |
|
R2 |
4.491 |
4.491 |
4.304 |
|
R1 |
4.364 |
4.364 |
4.270 |
4.428 |
PP |
4.121 |
4.121 |
4.121 |
4.153 |
S1 |
3.994 |
3.994 |
4.202 |
4.058 |
S2 |
3.751 |
3.751 |
4.168 |
|
S3 |
3.381 |
3.624 |
4.134 |
|
S4 |
3.011 |
3.254 |
4.033 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.249 |
3.879 |
0.370 |
8.7% |
0.151 |
3.6% |
96% |
True |
False |
14,972 |
10 |
4.323 |
3.879 |
0.444 |
10.5% |
0.148 |
3.5% |
80% |
False |
False |
17,545 |
20 |
4.323 |
3.848 |
0.475 |
11.2% |
0.143 |
3.4% |
82% |
False |
False |
16,102 |
40 |
4.323 |
3.848 |
0.475 |
11.2% |
0.113 |
2.7% |
82% |
False |
False |
12,738 |
60 |
4.530 |
3.848 |
0.682 |
16.1% |
0.108 |
2.6% |
57% |
False |
False |
10,827 |
80 |
5.116 |
3.848 |
1.268 |
29.9% |
0.103 |
2.4% |
31% |
False |
False |
9,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.921 |
2.618 |
4.663 |
1.618 |
4.505 |
1.000 |
4.407 |
0.618 |
4.347 |
HIGH |
4.249 |
0.618 |
4.189 |
0.500 |
4.170 |
0.382 |
4.151 |
LOW |
4.091 |
0.618 |
3.993 |
1.000 |
3.933 |
1.618 |
3.835 |
2.618 |
3.677 |
4.250 |
3.420 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.214 |
4.189 |
PP |
4.192 |
4.142 |
S1 |
4.170 |
4.095 |
|