NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 10-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.612 |
4.399 |
-0.213 |
-4.6% |
4.385 |
High |
4.637 |
4.479 |
-0.158 |
-3.4% |
4.637 |
Low |
4.410 |
4.344 |
-0.066 |
-1.5% |
4.344 |
Close |
4.435 |
4.417 |
-0.018 |
-0.4% |
4.417 |
Range |
0.227 |
0.135 |
-0.092 |
-40.5% |
0.293 |
ATR |
0.177 |
0.174 |
-0.003 |
-1.7% |
0.000 |
Volume |
171,171 |
127,311 |
-43,860 |
-25.6% |
731,292 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.818 |
4.753 |
4.491 |
|
R3 |
4.683 |
4.618 |
4.454 |
|
R2 |
4.548 |
4.548 |
4.442 |
|
R1 |
4.483 |
4.483 |
4.429 |
4.516 |
PP |
4.413 |
4.413 |
4.413 |
4.430 |
S1 |
4.348 |
4.348 |
4.405 |
4.381 |
S2 |
4.278 |
4.278 |
4.392 |
|
S3 |
4.143 |
4.213 |
4.380 |
|
S4 |
4.008 |
4.078 |
4.343 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.345 |
5.174 |
4.578 |
|
R3 |
5.052 |
4.881 |
4.498 |
|
R2 |
4.759 |
4.759 |
4.471 |
|
R1 |
4.588 |
4.588 |
4.444 |
4.674 |
PP |
4.466 |
4.466 |
4.466 |
4.509 |
S1 |
4.295 |
4.295 |
4.390 |
4.381 |
S2 |
4.173 |
4.173 |
4.363 |
|
S3 |
3.880 |
4.002 |
4.336 |
|
S4 |
3.587 |
3.709 |
4.256 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.637 |
4.344 |
0.293 |
6.6% |
0.189 |
4.3% |
25% |
False |
True |
146,258 |
10 |
4.637 |
4.126 |
0.511 |
11.6% |
0.184 |
4.2% |
57% |
False |
False |
127,561 |
20 |
4.637 |
3.853 |
0.784 |
17.7% |
0.178 |
4.0% |
72% |
False |
False |
108,968 |
40 |
4.637 |
3.853 |
0.784 |
17.7% |
0.163 |
3.7% |
72% |
False |
False |
78,076 |
60 |
4.637 |
3.853 |
0.784 |
17.7% |
0.145 |
3.3% |
72% |
False |
False |
64,192 |
80 |
4.975 |
3.853 |
1.122 |
25.4% |
0.137 |
3.1% |
50% |
False |
False |
53,106 |
100 |
5.468 |
3.853 |
1.615 |
36.6% |
0.133 |
3.0% |
35% |
False |
False |
45,880 |
120 |
5.750 |
3.853 |
1.897 |
42.9% |
0.132 |
3.0% |
30% |
False |
False |
40,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.053 |
2.618 |
4.832 |
1.618 |
4.697 |
1.000 |
4.614 |
0.618 |
4.562 |
HIGH |
4.479 |
0.618 |
4.427 |
0.500 |
4.412 |
0.382 |
4.396 |
LOW |
4.344 |
0.618 |
4.261 |
1.000 |
4.209 |
1.618 |
4.126 |
2.618 |
3.991 |
4.250 |
3.770 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.415 |
4.491 |
PP |
4.413 |
4.466 |
S1 |
4.412 |
4.442 |
|