NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 18-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
3.981 |
4.163 |
0.182 |
4.6% |
4.179 |
High |
4.176 |
4.194 |
0.018 |
0.4% |
4.347 |
Low |
3.981 |
4.041 |
0.060 |
1.5% |
4.005 |
Close |
4.168 |
4.161 |
-0.007 |
-0.2% |
4.008 |
Range |
0.195 |
0.153 |
-0.042 |
-21.5% |
0.342 |
ATR |
0.121 |
0.123 |
0.002 |
1.9% |
0.000 |
Volume |
4,456 |
6,514 |
2,058 |
46.2% |
36,417 |
|
Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.591 |
4.529 |
4.245 |
|
R3 |
4.438 |
4.376 |
4.203 |
|
R2 |
4.285 |
4.285 |
4.189 |
|
R1 |
4.223 |
4.223 |
4.175 |
4.178 |
PP |
4.132 |
4.132 |
4.132 |
4.109 |
S1 |
4.070 |
4.070 |
4.147 |
4.025 |
S2 |
3.979 |
3.979 |
4.133 |
|
S3 |
3.826 |
3.917 |
4.119 |
|
S4 |
3.673 |
3.764 |
4.077 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.194 |
3.919 |
0.275 |
6.6% |
0.140 |
3.4% |
88% |
True |
False |
5,476 |
10 |
4.347 |
3.919 |
0.428 |
10.3% |
0.133 |
3.2% |
57% |
False |
False |
6,175 |
20 |
4.347 |
3.882 |
0.465 |
11.2% |
0.133 |
3.2% |
60% |
False |
False |
4,710 |
40 |
4.401 |
3.882 |
0.519 |
12.5% |
0.101 |
2.4% |
54% |
False |
False |
3,652 |
60 |
4.541 |
3.882 |
0.659 |
15.8% |
0.097 |
2.3% |
42% |
False |
False |
3,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.844 |
2.618 |
4.595 |
1.618 |
4.442 |
1.000 |
4.347 |
0.618 |
4.289 |
HIGH |
4.194 |
0.618 |
4.136 |
0.500 |
4.118 |
0.382 |
4.099 |
LOW |
4.041 |
0.618 |
3.946 |
1.000 |
3.888 |
1.618 |
3.793 |
2.618 |
3.640 |
4.250 |
3.391 |
|
|
Fisher Pivots for day following 18-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.147 |
4.136 |
PP |
4.132 |
4.111 |
S1 |
4.118 |
4.086 |
|