NYMEX Natural Gas Future May 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 |
4.396 |
4.198 |
-0.198 |
-4.5% |
4.300 |
High |
4.426 |
4.230 |
-0.196 |
-4.4% |
4.419 |
Low |
4.162 |
4.130 |
-0.032 |
-0.8% |
4.247 |
Close |
4.203 |
4.174 |
-0.029 |
-0.7% |
4.357 |
Range |
0.264 |
0.100 |
-0.164 |
-62.1% |
0.172 |
ATR |
0.130 |
0.128 |
-0.002 |
-1.6% |
0.000 |
Volume |
3,875 |
8,718 |
4,843 |
125.0% |
23,789 |
|
Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.478 |
4.426 |
4.229 |
|
R3 |
4.378 |
4.326 |
4.202 |
|
R2 |
4.278 |
4.278 |
4.192 |
|
R1 |
4.226 |
4.226 |
4.183 |
4.202 |
PP |
4.178 |
4.178 |
4.178 |
4.166 |
S1 |
4.126 |
4.126 |
4.165 |
4.102 |
S2 |
4.078 |
4.078 |
4.156 |
|
S3 |
3.978 |
4.026 |
4.147 |
|
S4 |
3.878 |
3.926 |
4.119 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.857 |
4.779 |
4.452 |
|
R3 |
4.685 |
4.607 |
4.404 |
|
R2 |
4.513 |
4.513 |
4.389 |
|
R1 |
4.435 |
4.435 |
4.373 |
4.474 |
PP |
4.341 |
4.341 |
4.341 |
4.361 |
S1 |
4.263 |
4.263 |
4.341 |
4.302 |
S2 |
4.169 |
4.169 |
4.325 |
|
S3 |
3.997 |
4.091 |
4.310 |
|
S4 |
3.825 |
3.919 |
4.262 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.426 |
4.130 |
0.296 |
7.1% |
0.134 |
3.2% |
15% |
False |
True |
6,356 |
10 |
4.426 |
3.978 |
0.448 |
10.7% |
0.137 |
3.3% |
44% |
False |
False |
5,591 |
20 |
4.426 |
3.919 |
0.507 |
12.1% |
0.130 |
3.1% |
50% |
False |
False |
5,533 |
40 |
4.426 |
3.882 |
0.544 |
13.0% |
0.113 |
2.7% |
54% |
False |
False |
4,284 |
60 |
4.541 |
3.882 |
0.659 |
15.8% |
0.102 |
2.4% |
44% |
False |
False |
3,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.655 |
2.618 |
4.492 |
1.618 |
4.392 |
1.000 |
4.330 |
0.618 |
4.292 |
HIGH |
4.230 |
0.618 |
4.192 |
0.500 |
4.180 |
0.382 |
4.168 |
LOW |
4.130 |
0.618 |
4.068 |
1.000 |
4.030 |
1.618 |
3.968 |
2.618 |
3.868 |
4.250 |
3.705 |
|
|
Fisher Pivots for day following 30-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
4.180 |
4.278 |
PP |
4.178 |
4.243 |
S1 |
4.176 |
4.209 |
|