NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 23-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.261 |
4.350 |
0.089 |
2.1% |
3.950 |
High |
4.349 |
4.359 |
0.010 |
0.2% |
4.249 |
Low |
4.218 |
4.231 |
0.013 |
0.3% |
3.879 |
Close |
4.339 |
4.327 |
-0.012 |
-0.3% |
4.236 |
Range |
0.131 |
0.128 |
-0.003 |
-2.3% |
0.370 |
ATR |
0.133 |
0.132 |
0.000 |
-0.3% |
0.000 |
Volume |
19,615 |
19,984 |
369 |
1.9% |
74,861 |
|
Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.690 |
4.636 |
4.397 |
|
R3 |
4.562 |
4.508 |
4.362 |
|
R2 |
4.434 |
4.434 |
4.350 |
|
R1 |
4.380 |
4.380 |
4.339 |
4.343 |
PP |
4.306 |
4.306 |
4.306 |
4.287 |
S1 |
4.252 |
4.252 |
4.315 |
4.215 |
S2 |
4.178 |
4.178 |
4.304 |
|
S3 |
4.050 |
4.124 |
4.292 |
|
S4 |
3.922 |
3.996 |
4.257 |
|
|
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 |
4.359 |
3.940 |
0.419 |
9.7% |
0.156 |
3.6% |
92% |
True |
False |
17,348 |
10 |
4.359 |
3.879 |
0.480 |
11.1% |
0.148 |
3.4% |
93% |
True |
False |
17,584 |
20 |
4.359 |
3.879 |
0.480 |
11.1% |
0.145 |
3.4% |
93% |
True |
False |
17,210 |
40 |
4.359 |
3.848 |
0.511 |
11.8% |
0.115 |
2.7% |
94% |
True |
False |
13,368 |
60 |
4.530 |
3.848 |
0.682 |
15.8% |
0.108 |
2.5% |
70% |
False |
False |
11,298 |
80 |
5.037 |
3.848 |
1.189 |
27.5% |
0.103 |
2.4% |
40% |
False |
False |
9,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.903 |
2.618 |
4.694 |
1.618 |
4.566 |
1.000 |
4.487 |
0.618 |
4.438 |
HIGH |
4.359 |
0.618 |
4.310 |
0.500 |
4.295 |
0.382 |
4.280 |
LOW |
4.231 |
0.618 |
4.152 |
1.000 |
4.103 |
1.618 |
4.024 |
2.618 |
3.896 |
4.250 |
3.687 |
|
|
Fisher Pivots for day following 23-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.316 |
4.293 |
PP |
4.306 |
4.259 |
S1 |
4.295 |
4.225 |
|