NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 06-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.341 |
4.385 |
0.044 |
1.0% |
4.398 |
High |
4.391 |
4.540 |
0.149 |
3.4% |
4.487 |
Low |
4.280 |
4.385 |
0.105 |
2.5% |
4.126 |
Close |
4.349 |
4.506 |
0.157 |
3.6% |
4.349 |
Range |
0.111 |
0.155 |
0.044 |
39.6% |
0.361 |
ATR |
0.164 |
0.166 |
0.002 |
1.2% |
0.000 |
Volume |
84,301 |
141,286 |
56,985 |
67.6% |
544,325 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.942 |
4.879 |
4.591 |
|
R3 |
4.787 |
4.724 |
4.549 |
|
R2 |
4.632 |
4.632 |
4.534 |
|
R1 |
4.569 |
4.569 |
4.520 |
4.601 |
PP |
4.477 |
4.477 |
4.477 |
4.493 |
S1 |
4.414 |
4.414 |
4.492 |
4.446 |
S2 |
4.322 |
4.322 |
4.478 |
|
S3 |
4.167 |
4.259 |
4.463 |
|
S4 |
4.012 |
4.104 |
4.421 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.404 |
5.237 |
4.548 |
|
R3 |
5.043 |
4.876 |
4.448 |
|
R2 |
4.682 |
4.682 |
4.415 |
|
R1 |
4.515 |
4.515 |
4.382 |
4.418 |
PP |
4.321 |
4.321 |
4.321 |
4.272 |
S1 |
4.154 |
4.154 |
4.316 |
4.057 |
S2 |
3.960 |
3.960 |
4.283 |
|
S3 |
3.599 |
3.793 |
4.250 |
|
S4 |
3.238 |
3.432 |
4.150 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.540 |
4.126 |
0.414 |
9.2% |
0.147 |
3.3% |
92% |
True |
False |
111,892 |
10 |
4.540 |
4.126 |
0.414 |
9.2% |
0.169 |
3.8% |
92% |
True |
False |
108,353 |
20 |
4.540 |
3.853 |
0.687 |
15.2% |
0.175 |
3.9% |
95% |
True |
False |
95,248 |
40 |
4.540 |
3.853 |
0.687 |
15.2% |
0.152 |
3.4% |
95% |
True |
False |
70,737 |
60 |
4.681 |
3.853 |
0.828 |
18.4% |
0.141 |
3.1% |
79% |
False |
False |
55,973 |
80 |
5.010 |
3.853 |
1.157 |
25.7% |
0.132 |
2.9% |
56% |
False |
False |
46,408 |
100 |
5.468 |
3.853 |
1.615 |
35.8% |
0.129 |
2.9% |
40% |
False |
False |
40,530 |
120 |
5.949 |
3.853 |
2.096 |
46.5% |
0.131 |
2.9% |
31% |
False |
False |
35,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.199 |
2.618 |
4.946 |
1.618 |
4.791 |
1.000 |
4.695 |
0.618 |
4.636 |
HIGH |
4.540 |
0.618 |
4.481 |
0.500 |
4.463 |
0.382 |
4.444 |
LOW |
4.385 |
0.618 |
4.289 |
1.000 |
4.230 |
1.618 |
4.134 |
2.618 |
3.979 |
4.250 |
3.726 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.492 |
4.460 |
PP |
4.477 |
4.414 |
S1 |
4.463 |
4.369 |
|