NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 07-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.385 |
4.500 |
0.115 |
2.6% |
4.398 |
High |
4.540 |
4.545 |
0.005 |
0.1% |
4.487 |
Low |
4.385 |
4.383 |
-0.002 |
0.0% |
4.126 |
Close |
4.506 |
4.393 |
-0.113 |
-2.5% |
4.349 |
Range |
0.155 |
0.162 |
0.007 |
4.5% |
0.361 |
ATR |
0.166 |
0.166 |
0.000 |
-0.2% |
0.000 |
Volume |
141,286 |
131,972 |
-9,314 |
-6.6% |
544,325 |
|
Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.926 |
4.822 |
4.482 |
|
R3 |
4.764 |
4.660 |
4.438 |
|
R2 |
4.602 |
4.602 |
4.423 |
|
R1 |
4.498 |
4.498 |
4.408 |
4.469 |
PP |
4.440 |
4.440 |
4.440 |
4.426 |
S1 |
4.336 |
4.336 |
4.378 |
4.307 |
S2 |
4.278 |
4.278 |
4.363 |
|
S3 |
4.116 |
4.174 |
4.348 |
|
S4 |
3.954 |
4.012 |
4.304 |
|
|
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 |
4.545 |
4.164 |
0.381 |
8.7% |
0.154 |
3.5% |
60% |
True |
False |
119,858 |
10 |
4.545 |
4.126 |
0.419 |
9.5% |
0.169 |
3.9% |
64% |
True |
False |
112,995 |
20 |
4.545 |
3.853 |
0.692 |
15.8% |
0.175 |
4.0% |
78% |
True |
False |
98,800 |
40 |
4.545 |
3.853 |
0.692 |
15.8% |
0.154 |
3.5% |
78% |
True |
False |
72,184 |
60 |
4.681 |
3.853 |
0.828 |
18.8% |
0.141 |
3.2% |
65% |
False |
False |
57,842 |
80 |
5.008 |
3.853 |
1.155 |
26.3% |
0.133 |
3.0% |
47% |
False |
False |
47,827 |
100 |
5.468 |
3.853 |
1.615 |
36.8% |
0.129 |
2.9% |
33% |
False |
False |
41,611 |
120 |
5.949 |
3.853 |
2.096 |
47.7% |
0.131 |
3.0% |
26% |
False |
False |
36,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.234 |
2.618 |
4.969 |
1.618 |
4.807 |
1.000 |
4.707 |
0.618 |
4.645 |
HIGH |
4.545 |
0.618 |
4.483 |
0.500 |
4.464 |
0.382 |
4.445 |
LOW |
4.383 |
0.618 |
4.283 |
1.000 |
4.221 |
1.618 |
4.121 |
2.618 |
3.959 |
4.250 |
3.695 |
|
|
Fisher Pivots for day following 07-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.464 |
4.413 |
PP |
4.440 |
4.406 |
S1 |
4.417 |
4.400 |
|