NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 23-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
4.300 |
4.353 |
0.053 |
1.2% |
4.000 |
High |
4.372 |
4.367 |
-0.005 |
-0.1% |
4.274 |
Low |
4.247 |
4.260 |
0.013 |
0.3% |
3.919 |
Close |
4.365 |
4.351 |
-0.014 |
-0.3% |
4.264 |
Range |
0.125 |
0.107 |
-0.018 |
-14.4% |
0.355 |
ATR |
0.125 |
0.123 |
-0.001 |
-1.0% |
0.000 |
Volume |
4,602 |
4,628 |
26 |
0.6% |
24,311 |
|
Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.647 |
4.606 |
4.410 |
|
R3 |
4.540 |
4.499 |
4.380 |
|
R2 |
4.433 |
4.433 |
4.371 |
|
R1 |
4.392 |
4.392 |
4.361 |
4.359 |
PP |
4.326 |
4.326 |
4.326 |
4.310 |
S1 |
4.285 |
4.285 |
4.341 |
4.252 |
S2 |
4.219 |
4.219 |
4.331 |
|
S3 |
4.112 |
4.178 |
4.322 |
|
S4 |
4.005 |
4.071 |
4.292 |
|
|
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 |
4.372 |
3.981 |
0.391 |
9.0% |
0.144 |
3.3% |
95% |
False |
False |
4,776 |
10 |
4.372 |
3.919 |
0.453 |
10.4% |
0.139 |
3.2% |
95% |
False |
False |
5,564 |
20 |
4.372 |
3.919 |
0.453 |
10.4% |
0.135 |
3.1% |
95% |
False |
False |
4,961 |
40 |
4.372 |
3.882 |
0.490 |
11.3% |
0.106 |
2.4% |
96% |
False |
False |
3,831 |
60 |
4.541 |
3.882 |
0.659 |
15.1% |
0.098 |
2.3% |
71% |
False |
False |
3,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.822 |
2.618 |
4.647 |
1.618 |
4.540 |
1.000 |
4.474 |
0.618 |
4.433 |
HIGH |
4.367 |
0.618 |
4.326 |
0.500 |
4.314 |
0.382 |
4.301 |
LOW |
4.260 |
0.618 |
4.194 |
1.000 |
4.153 |
1.618 |
4.087 |
2.618 |
3.980 |
4.250 |
3.805 |
|
|
Fisher Pivots for day following 23-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.339 |
4.319 |
PP |
4.326 |
4.286 |
S1 |
4.314 |
4.254 |
|