NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 17-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.242 |
4.020 |
-0.222 |
-5.2% |
4.444 |
High |
4.242 |
4.110 |
-0.132 |
-3.1% |
4.547 |
Low |
4.010 |
3.951 |
-0.059 |
-1.5% |
3.951 |
Close |
4.048 |
4.066 |
0.018 |
0.4% |
4.066 |
Range |
0.232 |
0.159 |
-0.073 |
-31.5% |
0.596 |
ATR |
0.176 |
0.175 |
-0.001 |
-0.7% |
0.000 |
Volume |
130,183 |
106,654 |
-23,529 |
-18.1% |
619,824 |
|
Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.519 |
4.452 |
4.153 |
|
R3 |
4.360 |
4.293 |
4.110 |
|
R2 |
4.201 |
4.201 |
4.095 |
|
R1 |
4.134 |
4.134 |
4.081 |
4.168 |
PP |
4.042 |
4.042 |
4.042 |
4.059 |
S1 |
3.975 |
3.975 |
4.051 |
4.009 |
S2 |
3.883 |
3.883 |
4.037 |
|
S3 |
3.724 |
3.816 |
4.022 |
|
S4 |
3.565 |
3.657 |
3.979 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.976 |
5.617 |
4.394 |
|
R3 |
5.380 |
5.021 |
4.230 |
|
R2 |
4.784 |
4.784 |
4.175 |
|
R1 |
4.425 |
4.425 |
4.121 |
4.307 |
PP |
4.188 |
4.188 |
4.188 |
4.129 |
S1 |
3.829 |
3.829 |
4.011 |
3.711 |
S2 |
3.592 |
3.592 |
3.957 |
|
S3 |
2.996 |
3.233 |
3.902 |
|
S4 |
2.400 |
2.637 |
3.738 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.547 |
3.951 |
0.596 |
14.7% |
0.178 |
4.4% |
19% |
False |
True |
123,964 |
10 |
4.637 |
3.951 |
0.686 |
16.9% |
0.183 |
4.5% |
17% |
False |
True |
135,111 |
20 |
4.637 |
3.951 |
0.686 |
16.9% |
0.178 |
4.4% |
17% |
False |
True |
119,255 |
40 |
4.637 |
3.853 |
0.784 |
19.3% |
0.174 |
4.3% |
27% |
False |
False |
89,247 |
60 |
4.637 |
3.853 |
0.784 |
19.3% |
0.149 |
3.7% |
27% |
False |
False |
72,745 |
80 |
4.681 |
3.853 |
0.828 |
20.4% |
0.142 |
3.5% |
26% |
False |
False |
60,087 |
100 |
5.468 |
3.853 |
1.615 |
39.7% |
0.136 |
3.3% |
13% |
False |
False |
51,537 |
120 |
5.611 |
3.853 |
1.758 |
43.2% |
0.134 |
3.3% |
12% |
False |
False |
45,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.786 |
2.618 |
4.526 |
1.618 |
4.367 |
1.000 |
4.269 |
0.618 |
4.208 |
HIGH |
4.110 |
0.618 |
4.049 |
0.500 |
4.031 |
0.382 |
4.012 |
LOW |
3.951 |
0.618 |
3.853 |
1.000 |
3.792 |
1.618 |
3.694 |
2.618 |
3.535 |
4.250 |
3.275 |
|
|
Fisher Pivots for day following 17-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.054 |
4.115 |
PP |
4.042 |
4.098 |
S1 |
4.031 |
4.082 |
|