NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 19-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.163 |
4.147 |
-0.016 |
-0.4% |
4.000 |
High |
4.194 |
4.274 |
0.080 |
1.9% |
4.274 |
Low |
4.041 |
4.135 |
0.094 |
2.3% |
3.919 |
Close |
4.161 |
4.264 |
0.103 |
2.5% |
4.264 |
Range |
0.153 |
0.139 |
-0.014 |
-9.2% |
0.355 |
ATR |
0.123 |
0.125 |
0.001 |
0.9% |
0.000 |
Volume |
6,514 |
3,683 |
-2,831 |
-43.5% |
24,311 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.641 |
4.592 |
4.340 |
|
R3 |
4.502 |
4.453 |
4.302 |
|
R2 |
4.363 |
4.363 |
4.289 |
|
R1 |
4.314 |
4.314 |
4.277 |
4.339 |
PP |
4.224 |
4.224 |
4.224 |
4.237 |
S1 |
4.175 |
4.175 |
4.251 |
4.200 |
S2 |
4.085 |
4.085 |
4.239 |
|
S3 |
3.946 |
4.036 |
4.226 |
|
S4 |
3.807 |
3.897 |
4.188 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.217 |
5.096 |
4.459 |
|
R3 |
4.862 |
4.741 |
4.362 |
|
R2 |
4.507 |
4.507 |
4.329 |
|
R1 |
4.386 |
4.386 |
4.297 |
4.447 |
PP |
4.152 |
4.152 |
4.152 |
4.183 |
S1 |
4.031 |
4.031 |
4.231 |
4.092 |
S2 |
3.797 |
3.797 |
4.199 |
|
S3 |
3.442 |
3.676 |
4.166 |
|
S4 |
3.087 |
3.321 |
4.069 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.274 |
3.919 |
0.355 |
8.3% |
0.141 |
3.3% |
97% |
True |
False |
4,862 |
10 |
4.347 |
3.919 |
0.428 |
10.0% |
0.139 |
3.3% |
81% |
False |
False |
6,072 |
20 |
4.347 |
3.882 |
0.465 |
10.9% |
0.134 |
3.1% |
82% |
False |
False |
4,758 |
40 |
4.347 |
3.882 |
0.465 |
10.9% |
0.103 |
2.4% |
82% |
False |
False |
3,710 |
60 |
4.541 |
3.882 |
0.659 |
15.5% |
0.099 |
2.3% |
58% |
False |
False |
3,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.865 |
2.618 |
4.638 |
1.618 |
4.499 |
1.000 |
4.413 |
0.618 |
4.360 |
HIGH |
4.274 |
0.618 |
4.221 |
0.500 |
4.205 |
0.382 |
4.188 |
LOW |
4.135 |
0.618 |
4.049 |
1.000 |
3.996 |
1.618 |
3.910 |
2.618 |
3.771 |
4.250 |
3.544 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.244 |
4.219 |
PP |
4.224 |
4.173 |
S1 |
4.205 |
4.128 |
|