NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 26-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.329 |
4.359 |
0.030 |
0.7% |
4.261 |
High |
4.403 |
4.389 |
-0.014 |
-0.3% |
4.403 |
Low |
4.260 |
4.291 |
0.031 |
0.7% |
4.218 |
Close |
4.308 |
4.332 |
0.024 |
0.6% |
4.332 |
Range |
0.143 |
0.098 |
-0.045 |
-31.5% |
0.185 |
ATR |
0.133 |
0.131 |
-0.003 |
-1.9% |
0.000 |
Volume |
18,962 |
22,275 |
3,313 |
17.5% |
80,836 |
|
Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.631 |
4.580 |
4.386 |
|
R3 |
4.533 |
4.482 |
4.359 |
|
R2 |
4.435 |
4.435 |
4.350 |
|
R1 |
4.384 |
4.384 |
4.341 |
4.361 |
PP |
4.337 |
4.337 |
4.337 |
4.326 |
S1 |
4.286 |
4.286 |
4.323 |
4.263 |
S2 |
4.239 |
4.239 |
4.314 |
|
S3 |
4.141 |
4.188 |
4.305 |
|
S4 |
4.043 |
4.090 |
4.278 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.873 |
4.787 |
4.434 |
|
R3 |
4.688 |
4.602 |
4.383 |
|
R2 |
4.503 |
4.503 |
4.366 |
|
R1 |
4.417 |
4.417 |
4.349 |
4.460 |
PP |
4.318 |
4.318 |
4.318 |
4.339 |
S1 |
4.232 |
4.232 |
4.315 |
4.275 |
S2 |
4.133 |
4.133 |
4.298 |
|
S3 |
3.948 |
4.047 |
4.281 |
|
S4 |
3.763 |
3.862 |
4.230 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.403 |
4.091 |
0.312 |
7.2% |
0.132 |
3.0% |
77% |
False |
False |
19,435 |
10 |
4.403 |
3.879 |
0.524 |
12.1% |
0.139 |
3.2% |
86% |
False |
False |
17,586 |
20 |
4.403 |
3.879 |
0.524 |
12.1% |
0.142 |
3.3% |
86% |
False |
False |
18,067 |
40 |
4.403 |
3.848 |
0.555 |
12.8% |
0.117 |
2.7% |
87% |
False |
False |
14,042 |
60 |
4.530 |
3.848 |
0.682 |
15.7% |
0.109 |
2.5% |
71% |
False |
False |
11,747 |
80 |
5.034 |
3.848 |
1.186 |
27.4% |
0.104 |
2.4% |
41% |
False |
False |
10,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.806 |
2.618 |
4.646 |
1.618 |
4.548 |
1.000 |
4.487 |
0.618 |
4.450 |
HIGH |
4.389 |
0.618 |
4.352 |
0.500 |
4.340 |
0.382 |
4.328 |
LOW |
4.291 |
0.618 |
4.230 |
1.000 |
4.193 |
1.618 |
4.132 |
2.618 |
4.034 |
4.250 |
3.875 |
|
|
Fisher Pivots for day following 26-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.340 |
4.327 |
PP |
4.337 |
4.322 |
S1 |
4.335 |
4.317 |
|