NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 29-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.359 |
4.330 |
-0.029 |
-0.7% |
4.261 |
High |
4.389 |
4.408 |
0.019 |
0.4% |
4.403 |
Low |
4.291 |
4.125 |
-0.166 |
-3.9% |
4.218 |
Close |
4.332 |
4.173 |
-0.159 |
-3.7% |
4.332 |
Range |
0.098 |
0.283 |
0.185 |
188.8% |
0.185 |
ATR |
0.131 |
0.142 |
0.011 |
8.3% |
0.000 |
Volume |
22,275 |
5,257 |
-17,018 |
-76.4% |
80,836 |
|
Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.084 |
4.912 |
4.329 |
|
R3 |
4.801 |
4.629 |
4.251 |
|
R2 |
4.518 |
4.518 |
4.225 |
|
R1 |
4.346 |
4.346 |
4.199 |
4.291 |
PP |
4.235 |
4.235 |
4.235 |
4.208 |
S1 |
4.063 |
4.063 |
4.147 |
4.008 |
S2 |
3.952 |
3.952 |
4.121 |
|
S3 |
3.669 |
3.780 |
4.095 |
|
S4 |
3.386 |
3.497 |
4.017 |
|
|
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 |
4.408 |
4.125 |
0.283 |
6.8% |
0.157 |
3.8% |
17% |
True |
True |
17,218 |
10 |
4.408 |
3.879 |
0.529 |
12.7% |
0.154 |
3.7% |
56% |
True |
False |
16,095 |
20 |
4.408 |
3.879 |
0.529 |
12.7% |
0.148 |
3.5% |
56% |
True |
False |
17,414 |
40 |
4.408 |
3.848 |
0.560 |
13.4% |
0.122 |
2.9% |
58% |
True |
False |
13,901 |
60 |
4.530 |
3.848 |
0.682 |
16.3% |
0.113 |
2.7% |
48% |
False |
False |
11,720 |
80 |
4.930 |
3.848 |
1.082 |
25.9% |
0.106 |
2.5% |
30% |
False |
False |
10,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.611 |
2.618 |
5.149 |
1.618 |
4.866 |
1.000 |
4.691 |
0.618 |
4.583 |
HIGH |
4.408 |
0.618 |
4.300 |
0.500 |
4.267 |
0.382 |
4.233 |
LOW |
4.125 |
0.618 |
3.950 |
1.000 |
3.842 |
1.618 |
3.667 |
2.618 |
3.384 |
4.250 |
2.922 |
|
|
Fisher Pivots for day following 29-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.267 |
4.267 |
PP |
4.235 |
4.235 |
S1 |
4.204 |
4.204 |
|