NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 15-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.100 |
4.000 |
-0.100 |
-2.4% |
4.179 |
High |
4.140 |
4.044 |
-0.096 |
-2.3% |
4.347 |
Low |
4.005 |
3.919 |
-0.086 |
-2.1% |
4.005 |
Close |
4.008 |
4.036 |
0.028 |
0.7% |
4.008 |
Range |
0.135 |
0.125 |
-0.010 |
-7.4% |
0.342 |
ATR |
0.117 |
0.117 |
0.001 |
0.5% |
0.000 |
Volume |
6,756 |
4,777 |
-1,979 |
-29.3% |
36,417 |
|
Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.375 |
4.330 |
4.105 |
|
R3 |
4.250 |
4.205 |
4.070 |
|
R2 |
4.125 |
4.125 |
4.059 |
|
R1 |
4.080 |
4.080 |
4.047 |
4.103 |
PP |
4.000 |
4.000 |
4.000 |
4.011 |
S1 |
3.955 |
3.955 |
4.025 |
3.978 |
S2 |
3.875 |
3.875 |
4.013 |
|
S3 |
3.750 |
3.830 |
4.002 |
|
S4 |
3.625 |
3.705 |
3.967 |
|
|
Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.146 |
4.919 |
4.196 |
|
R3 |
4.804 |
4.577 |
4.102 |
|
R2 |
4.462 |
4.462 |
4.071 |
|
R1 |
4.235 |
4.235 |
4.039 |
4.178 |
PP |
4.120 |
4.120 |
4.120 |
4.091 |
S1 |
3.893 |
3.893 |
3.977 |
3.836 |
S2 |
3.778 |
3.778 |
3.945 |
|
S3 |
3.436 |
3.551 |
3.914 |
|
S4 |
3.094 |
3.209 |
3.820 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.575 |
2.618 |
4.371 |
1.618 |
4.246 |
1.000 |
4.169 |
0.618 |
4.121 |
HIGH |
4.044 |
0.618 |
3.996 |
0.500 |
3.982 |
0.382 |
3.967 |
LOW |
3.919 |
0.618 |
3.842 |
1.000 |
3.794 |
1.618 |
3.717 |
2.618 |
3.592 |
4.250 |
3.388 |
|
|
Fisher Pivots for day following 15-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.018 |
4.105 |
PP |
4.000 |
4.082 |
S1 |
3.982 |
4.059 |
|