NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 30-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.330 |
4.163 |
-0.167 |
-3.9% |
4.261 |
High |
4.408 |
4.203 |
-0.205 |
-4.7% |
4.403 |
Low |
4.125 |
4.096 |
-0.029 |
-0.7% |
4.218 |
Close |
4.173 |
4.142 |
-0.031 |
-0.7% |
4.332 |
Range |
0.283 |
0.107 |
-0.176 |
-62.2% |
0.185 |
ATR |
0.142 |
0.139 |
-0.002 |
-1.7% |
0.000 |
Volume |
5,257 |
23,732 |
18,475 |
351.4% |
80,836 |
|
Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.468 |
4.412 |
4.201 |
|
R3 |
4.361 |
4.305 |
4.171 |
|
R2 |
4.254 |
4.254 |
4.162 |
|
R1 |
4.198 |
4.198 |
4.152 |
4.173 |
PP |
4.147 |
4.147 |
4.147 |
4.134 |
S1 |
4.091 |
4.091 |
4.132 |
4.066 |
S2 |
4.040 |
4.040 |
4.122 |
|
S3 |
3.933 |
3.984 |
4.113 |
|
S4 |
3.826 |
3.877 |
4.083 |
|
|
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 |
4.096 |
0.312 |
7.5% |
0.152 |
3.7% |
15% |
False |
True |
18,042 |
10 |
4.408 |
3.938 |
0.470 |
11.3% |
0.152 |
3.7% |
43% |
False |
False |
17,129 |
20 |
4.408 |
3.879 |
0.529 |
12.8% |
0.141 |
3.4% |
50% |
False |
False |
17,376 |
40 |
4.408 |
3.848 |
0.560 |
13.5% |
0.124 |
3.0% |
53% |
False |
False |
14,244 |
60 |
4.530 |
3.848 |
0.682 |
16.5% |
0.113 |
2.7% |
43% |
False |
False |
11,985 |
80 |
4.920 |
3.848 |
1.072 |
25.9% |
0.106 |
2.6% |
27% |
False |
False |
10,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.658 |
2.618 |
4.483 |
1.618 |
4.376 |
1.000 |
4.310 |
0.618 |
4.269 |
HIGH |
4.203 |
0.618 |
4.162 |
0.500 |
4.150 |
0.382 |
4.137 |
LOW |
4.096 |
0.618 |
4.030 |
1.000 |
3.989 |
1.618 |
3.923 |
2.618 |
3.816 |
4.250 |
3.641 |
|
|
Fisher Pivots for day following 30-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.150 |
4.252 |
PP |
4.147 |
4.215 |
S1 |
4.145 |
4.179 |
|